PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CWST vs. CTAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWST and CTAS is 0.32, 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

CWST vs. CTAS - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
376.27%
4,106.95%
CWST
CTAS

Key characteristics

Sharpe Ratio

CWST:

1.06

CTAS:

1.58

Sortino Ratio

CWST:

1.52

CTAS:

2.10

Omega Ratio

CWST:

1.20

CTAS:

1.36

Calmar Ratio

CWST:

1.53

CTAS:

1.87

Martin Ratio

CWST:

5.84

CTAS:

12.79

Ulcer Index

CWST:

3.98%

CTAS:

2.83%

Daily Std Dev

CWST:

21.83%

CTAS:

22.92%

Max Drawdown

CWST:

-98.52%

CTAS:

-65.32%

Current Drawdown

CWST:

-6.99%

CTAS:

-17.45%

Fundamentals

Market Cap

CWST:

$6.74B

CTAS:

$84.04B

EPS

CWST:

$0.11

CTAS:

$3.96

PE Ratio

CWST:

968.18

CTAS:

52.62

PEG Ratio

CWST:

7.52

CTAS:

4.46

Total Revenue (TTM)

CWST:

$1.49B

CTAS:

$7.38B

Gross Profit (TTM)

CWST:

$285.34M

CTAS:

$3.57B

EBITDA (TTM)

CWST:

$320.00M

CTAS:

$1.98B

Returns By Period

The year-to-date returns for both investments are quite close, with CWST having a 24.00% return and CTAS slightly higher at 25.08%. Over the past 10 years, CWST has outperformed CTAS with an annualized return of 38.90%, while CTAS has yielded a comparatively lower 26.45% annualized return.


CWST

YTD

24.00%

1M

-2.82%

6M

7.91%

1Y

23.22%

5Y*

18.35%

10Y*

38.90%

CTAS

YTD

25.08%

1M

-14.54%

6M

5.95%

1Y

27.77%

5Y*

23.63%

10Y*

26.45%

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

CWST vs. CTAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Casella Waste Systems, Inc. (CWST) and Cintas Corporation (CTAS). 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-4.00-2.000.002.001.061.58
The chart of Sortino ratio for CWST, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.522.10
The chart of Omega ratio for CWST, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.36
The chart of Calmar ratio for CWST, currently valued at 1.53, compared to the broader market0.002.004.006.001.531.87
The chart of Martin ratio for CWST, currently valued at 5.84, compared to the broader market-5.000.005.0010.0015.0020.0025.005.8412.79
CWST
CTAS

The current CWST Sharpe Ratio is 1.06, which is lower than the CTAS Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of CWST and CTAS, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.06
1.58
CWST
CTAS

Dividends

CWST vs. CTAS - Dividend Comparison

CWST has not paid dividends to shareholders, while CTAS's dividend yield for the trailing twelve months is around 0.78%.


TTM20232022202120202019201820172016201520142013
CWST
Casella Waste Systems, 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%
CTAS
Cintas Corporation
0.78%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.29%

Drawdowns

CWST vs. CTAS - Drawdown Comparison

The maximum CWST drawdown since its inception was -98.52%, which is greater than CTAS's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for CWST and CTAS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.99%
-17.45%
CWST
CTAS

Volatility

CWST vs. CTAS - Volatility Comparison

The current volatility for Casella Waste Systems, Inc. (CWST) is 5.06%, while Cintas Corporation (CTAS) has a volatility of 13.91%. This indicates that CWST experiences smaller price fluctuations and is considered to be less risky than CTAS 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
5.06%
13.91%
CWST
CTAS

Financials

CWST vs. CTAS - Financials Comparison

This section allows you to compare key financial metrics between Casella Waste Systems, Inc. and Cintas Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab