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CWST vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWST and AMZN is 0.21, 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

CWST vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Casella Waste Systems, Inc. (CWST) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
376.27%
83,358.26%
CWST
AMZN

Key characteristics

Sharpe Ratio

CWST:

1.06

AMZN:

1.71

Sortino Ratio

CWST:

1.52

AMZN:

2.33

Omega Ratio

CWST:

1.20

AMZN:

1.30

Calmar Ratio

CWST:

1.53

AMZN:

2.13

Martin Ratio

CWST:

5.84

AMZN:

8.00

Ulcer Index

CWST:

3.98%

AMZN:

5.98%

Daily Std Dev

CWST:

21.83%

AMZN:

27.97%

Max Drawdown

CWST:

-98.52%

AMZN:

-94.40%

Current Drawdown

CWST:

-6.99%

AMZN:

-3.44%

Fundamentals

Market Cap

CWST:

$6.74B

AMZN:

$2.43T

EPS

CWST:

$0.11

AMZN:

$4.68

PE Ratio

CWST:

968.18

AMZN:

49.39

PEG Ratio

CWST:

7.52

AMZN:

1.91

Total Revenue (TTM)

CWST:

$1.49B

AMZN:

$620.13B

Gross Profit (TTM)

CWST:

$285.34M

AMZN:

$300.18B

EBITDA (TTM)

CWST:

$320.00M

AMZN:

$112.91B

Returns By Period

In the year-to-date period, CWST achieves a 24.00% return, which is significantly lower than AMZN's 48.03% return. Over the past 10 years, CWST has outperformed AMZN with an annualized return of 38.90%, while AMZN has yielded a comparatively lower 30.90% annualized return.


CWST

YTD

24.00%

1M

-2.82%

6M

7.91%

1Y

23.22%

5Y*

18.35%

10Y*

38.90%

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CWST vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Casella Waste Systems, Inc. (CWST) and Amazon.com, Inc. (AMZN). 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 CWST, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.061.71
The chart of Sortino ratio for CWST, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.522.33
The chart of Omega ratio for CWST, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.30
The chart of Calmar ratio for CWST, currently valued at 1.53, compared to the broader market0.002.004.006.001.532.13
The chart of Martin ratio for CWST, currently valued at 5.84, compared to the broader market-5.000.005.0010.0015.0020.0025.005.848.00
CWST
AMZN

The current CWST Sharpe Ratio is 1.06, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of CWST and AMZN, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.06
1.71
CWST
AMZN

Dividends

CWST vs. AMZN - Dividend Comparison

Neither CWST nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CWST vs. AMZN - Drawdown Comparison

The maximum CWST drawdown since its inception was -98.52%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CWST and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.99%
-3.44%
CWST
AMZN

Volatility

CWST vs. AMZN - Volatility Comparison

The current volatility for Casella Waste Systems, Inc. (CWST) is 5.06%, while Amazon.com, Inc. (AMZN) has a volatility of 8.68%. This indicates that CWST experiences smaller price fluctuations and is considered to be less risky than AMZN 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%JulyAugustSeptemberOctoberNovemberDecember
5.06%
8.68%
CWST
AMZN

Financials

CWST vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Casella Waste Systems, Inc. and Amazon.com, 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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