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

Correlation

The correlation between CLH and WM is 0.38, 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.


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.

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Key characteristics

Sharpe Ratio

CLH:

0.20

WM:

0.91

Sortino Ratio

CLH:

0.47

WM:

1.28

Omega Ratio

CLH:

1.06

WM:

1.19

Calmar Ratio

CLH:

0.18

WM:

1.54

Martin Ratio

CLH:

0.46

WM:

3.48

Ulcer Index

CLH:

12.37%

WM:

5.28%

Daily Std Dev

CLH:

29.31%

WM:

20.42%

Max Drawdown

CLH:

-95.54%

WM:

-77.85%

Current Drawdown

CLH:

-13.90%

WM:

0.00%

Fundamentals

Market Cap

CLH:

$12.15B

WM:

$96.97B

EPS

CLH:

$7.22

WM:

$6.72

PE Ratio

CLH:

31.41

WM:

35.86

PEG Ratio

CLH:

188.43

WM:

3.10

PS Ratio

CLH:

2.04

WM:

4.23

PB Ratio

CLH:

4.73

WM:

11.06

Total Revenue (TTM)

CLH:

$5.95B

WM:

$22.92B

Gross Profit (TTM)

CLH:

$1.72B

WM:

$8.49B

EBITDA (TTM)

CLH:

$1.10B

WM:

$6.60B

Returns By Period

In the year-to-date period, CLH achieves a -1.46% return, which is significantly lower than WM's 19.86% return. Over the past 10 years, CLH has underperformed WM with an annualized return of 14.92%, while WM has yielded a comparatively higher 19.47% annualized return.


CLH

YTD

-1.46%

1M

4.33%

6M

-12.80%

1Y

4.71%

3Y*

34.41%

5Y*

30.73%

10Y*

14.92%

WM

YTD

19.86%

1M

3.24%

6M

6.33%

1Y

16.01%

3Y*

16.81%

5Y*

19.63%

10Y*

19.47%

*Annualized

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Clean Harbors, Inc.

Waste Management, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CLH vs. WM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLH
The Risk-Adjusted Performance Rank of CLH is 5555
Overall Rank
The Sharpe Ratio Rank of CLH is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of CLH is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CLH is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CLH is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CLH is 5757
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7979
Overall Rank
The Sharpe Ratio Rank of WM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of WM is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CLH Sharpe Ratio is 0.20, which is lower than the WM Sharpe Ratio of 0.91. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.28%.


TTM20242023202220212020201920182017201620152014
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.
1.28%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CLH vs. WM - Volatility Comparison

The current volatility for Clean Harbors, Inc. (CLH) is 4.81%, while Waste Management, Inc. (WM) has a volatility of 5.21%. This indicates that CLH experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
1.43B
6.02B
(CLH) Total Revenue
(WM) Total Revenue
Values in USD except per share items

CLH vs. WM - Profitability Comparison

The chart below illustrates the profitability comparison between Clean Harbors, Inc. and Waste Management, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%20212022202320242025
28.6%
39.4%
(CLH) Gross Margin
(WM) Gross Margin
CLH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Clean Harbors, Inc. reported a gross profit of 410.07M and revenue of 1.43B. Therefore, the gross margin over that period was 28.6%.

WM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Waste Management, Inc. reported a gross profit of 2.37B and revenue of 6.02B. Therefore, the gross margin over that period was 39.4%.

CLH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Clean Harbors, Inc. reported an operating income of 111.62M and revenue of 1.43B, resulting in an operating margin of 7.8%.

WM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Waste Management, Inc. reported an operating income of 1.01B and revenue of 6.02B, resulting in an operating margin of 16.8%.

CLH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Clean Harbors, Inc. reported a net income of 58.68M and revenue of 1.43B, resulting in a net margin of 4.1%.

WM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Waste Management, Inc. reported a net income of 637.00M and revenue of 6.02B, resulting in a net margin of 10.6%.