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CLH vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CLH and WM is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CLH vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clean Harbors, Inc. (CLH) and Waste Management, Inc. (WM). The values are adjusted to include any dividend payments, if applicable.

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,874.58%
7,669.81%
CLH
WM

Key characteristics

Sharpe Ratio

CLH:

1.09

WM:

1.05

Sortino Ratio

CLH:

1.58

WM:

1.45

Omega Ratio

CLH:

1.22

WM:

1.23

Calmar Ratio

CLH:

2.43

WM:

1.58

Martin Ratio

CLH:

8.02

WM:

4.29

Ulcer Index

CLH:

3.78%

WM:

4.38%

Daily Std Dev

CLH:

27.75%

WM:

17.96%

Max Drawdown

CLH:

-95.54%

WM:

-77.85%

Current Drawdown

CLH:

-12.48%

WM:

-9.60%

Fundamentals

Market Cap

CLH:

$12.91B

WM:

$83.89B

EPS

CLH:

$7.67

WM:

$6.54

PE Ratio

CLH:

31.23

WM:

31.96

PEG Ratio

CLH:

188.43

WM:

2.23

Total Revenue (TTM)

CLH:

$5.80B

WM:

$21.39B

Gross Profit (TTM)

CLH:

$1.61B

WM:

$7.35B

EBITDA (TTM)

CLH:

$1.11B

WM:

$6.19B

Returns By Period

In the year-to-date period, CLH achieves a 32.10% return, which is significantly higher than WM's 16.57% return. Both investments have delivered pretty close results over the past 10 years, with CLH having a 16.55% annualized return and WM not far ahead at 17.31%.


CLH

YTD

32.10%

1M

-6.85%

6M

1.95%

1Y

30.95%

5Y*

21.84%

10Y*

16.55%

WM

YTD

16.57%

1M

-6.77%

6M

-0.82%

1Y

17.99%

5Y*

14.68%

10Y*

17.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CLH vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clean Harbors, Inc. (CLH) and Waste Management, Inc. (WM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CLH, currently valued at 1.09, compared to the broader market-4.00-2.000.002.001.091.05
The chart of Sortino ratio for CLH, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.581.45
The chart of Omega ratio for CLH, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.23
The chart of Calmar ratio for CLH, currently valued at 2.43, compared to the broader market0.002.004.006.002.431.58
The chart of Martin ratio for CLH, currently valued at 8.02, compared to the broader market-5.000.005.0010.0015.0020.0025.008.024.29
CLH
WM

The current CLH Sharpe Ratio is 1.09, which is comparable to the WM Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CLH and WM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.09
1.05
CLH
WM

Dividends

CLH vs. WM - Dividend Comparison

CLH has not paid dividends to shareholders, while WM's dividend yield for the trailing twelve months is around 1.46%.


TTM20232022202120202019201820172016201520142013
CLH
Clean Harbors, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WM
Waste Management, Inc.
1.46%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

Drawdowns

CLH vs. WM - Drawdown Comparison

The maximum CLH drawdown since its inception was -95.54%, which is greater than WM's maximum drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for CLH and WM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.48%
-9.60%
CLH
WM

Volatility

CLH vs. WM - Volatility Comparison

Clean Harbors, Inc. (CLH) has a higher volatility of 8.72% compared to Waste Management, Inc. (WM) at 4.13%. This indicates that CLH's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.72%
4.13%
CLH
WM

Financials

CLH vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Clean Harbors, Inc. and Waste Management, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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