CLH vs. WM

In the year-to-date period, CLH achieves a 43.28% return, which is significantly higher than WM's 25.04% return. Over the past 10 years, CLH has underperformed WM with an annualized return of 17.67%, while WM has yielded a comparatively higher 18.82% annualized return.

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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 1.92, which is comparable to the WM Sharpe Ratio of 1.72. 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.

CLH has not paid dividends to shareholders, while WM's dividend yield for the trailing twelve months is around 1.33%.

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.

Clean Harbors, Inc. (CLH) has a higher volatility of 15.25% compared to Waste Management, Inc. (WM) at 7.03%. 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.

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.