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

Correlation

The correlation between CTAS and WM is 0.30, 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.


-0.50.00.51.00.3

Performance

CTAS vs. WM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
-0.91%
CTAS
WM

Key characteristics

Sharpe Ratio

CTAS:

1.38

WM:

0.96

Sortino Ratio

CTAS:

1.88

WM:

1.35

Omega Ratio

CTAS:

1.32

WM:

1.22

Calmar Ratio

CTAS:

1.64

WM:

1.46

Martin Ratio

CTAS:

12.12

WM:

4.03

Ulcer Index

CTAS:

2.60%

WM:

4.30%

Daily Std Dev

CTAS:

22.85%

WM:

17.98%

Max Drawdown

CTAS:

-65.32%

WM:

-77.85%

Current Drawdown

CTAS:

-19.29%

WM:

-9.78%

Fundamentals

Market Cap

CTAS:

$84.04B

WM:

$83.89B

EPS

CTAS:

$3.96

WM:

$6.54

PE Ratio

CTAS:

52.62

WM:

31.96

PEG Ratio

CTAS:

4.46

WM:

2.23

Total Revenue (TTM)

CTAS:

$7.38B

WM:

$21.39B

Gross Profit (TTM)

CTAS:

$3.57B

WM:

$7.35B

EBITDA (TTM)

CTAS:

$1.98B

WM:

$6.19B

Returns By Period

In the year-to-date period, CTAS achieves a 22.30% return, which is significantly higher than WM's 16.35% return. Over the past 10 years, CTAS has outperformed WM with an annualized return of 26.16%, while WM has yielded a comparatively lower 17.37% annualized return.


CTAS

YTD

22.30%

1M

-16.14%

6M

3.89%

1Y

33.12%

5Y*

23.10%

10Y*

26.16%

WM

YTD

16.35%

1M

-5.58%

6M

-0.49%

1Y

17.87%

5Y*

14.60%

10Y*

17.37%

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Risk-Adjusted Performance

CTAS vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) 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 CTAS, currently valued at 1.38, compared to the broader market-4.00-2.000.002.001.380.99
The chart of Sortino ratio for CTAS, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.881.39
The chart of Omega ratio for CTAS, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.22
The chart of Calmar ratio for CTAS, currently valued at 1.64, compared to the broader market0.002.004.006.001.641.51
The chart of Martin ratio for CTAS, currently valued at 12.12, compared to the broader market0.0010.0020.0012.124.12
CTAS
WM

The current CTAS Sharpe Ratio is 1.38, which is higher than the WM Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CTAS 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.38
0.99
CTAS
WM

Dividends

CTAS vs. WM - Dividend Comparison

CTAS's dividend yield for the trailing twelve months is around 0.80%, less than WM's 1.46% yield.


TTM20232022202120202019201820172016201520142013
CTAS
Cintas Corporation
0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.29%
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

CTAS vs. WM - Drawdown Comparison

The maximum CTAS drawdown since its inception was -65.32%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for CTAS and WM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.29%
-9.78%
CTAS
WM

Volatility

CTAS vs. WM - Volatility Comparison

Cintas Corporation (CTAS) has a higher volatility of 13.61% compared to Waste Management, Inc. (WM) at 4.10%. This indicates that CTAS'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.61%
4.10%
CTAS
WM

Financials

CTAS vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Cintas Corporation 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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