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CWST vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWST vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Casella Waste Systems, Inc. (CWST) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWST achieves a -4.46% return, which is significantly lower than FXF's -2.51% return. Over the past 10 years, CWST has outperformed FXF with an annualized return of 26.34%, while FXF has yielded a comparatively lower 1.16% annualized return.


CWST

1D
-2.23%
1M
7.58%
6M
-11.85%
YTD
-4.46%
1Y
-13.31%
3Y*
2.21%
5Y*
7.32%
10Y*
26.34%
ALL TIME*
5.05%

FXF

1D
-0.36%
1M
-0.69%
6M
-1.20%
YTD
-2.51%
1Y
-1.57%
3Y*
1.94%
5Y*
1.98%
10Y*
1.16%
ALL TIME*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWST vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWST
Casella Waste Systems, Inc.
-4.46%-7.44%23.81%7.75%-7.15%37.89%34.59%61.57%23.76%85.50%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.51%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between CWST and FXF is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

0.00

The correlation between CWST and FXF shifts across timeframes, from -0.06 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CWST vs. FXF — Risk / Return Rank

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

CWST
CWST Risk / Return Rank: 2929
Overall Rank
CWST Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CWST Sortino Ratio Rank: 2626
Sortino Ratio Rank
CWST Omega Ratio Rank: 2727
Omega Ratio Rank
CWST Calmar Ratio Rank: 3131
Calmar Ratio Rank
CWST Martin Ratio Rank: 3030
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 77
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CWST vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Casella Waste Systems, Inc. (CWST) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWSTFXFDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

0.96

0.97

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.24

-0.18

Martin ratioReturn relative to average drawdown

-0.75

-0.55

-0.20

CWST vs. FXF - Sharpe Ratio Comparison

The current CWST Sharpe Ratio is -0.38, which is lower than the FXF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CWST and FXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CWST vs. FXF - Drawdown Comparison

The maximum CWST drawdown since its inception was -98.52%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for CWST and FXF.


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Drawdown Indicators


CWSTFXFDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-35.58%

-62.94%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

-6.72%

-25.84%

Max Drawdown (3Y)

Largest decline over 3 years

-37.72%

-8.52%

-29.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.72%

-11.99%

-25.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.72%

-15.04%

-22.68%

Current Drawdown

Current decline from peak

-22.26%

-20.42%

-1.84%

Average Drawdown

Average peak-to-trough decline

-52.91%

-20.83%

-32.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.80%

2.88%

+14.92%

Volatility

CWST vs. FXF - Volatility Comparison

Casella Waste Systems, Inc. (CWST) has a higher volatility of 11.67% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.86%. This indicates that CWST's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWSTFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.67%

1.86%

+9.81%

Volatility (6M)

Calculated over the trailing 6-month period

28.86%

5.76%

+23.10%

Volatility (1Y)

Calculated over the trailing 1-year period

35.12%

7.44%

+27.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.64%

8.32%

+19.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.00%

7.57%

+23.43%

Dividends

CWST vs. FXF - Dividend Comparison

Neither CWST nor FXF has paid dividends to shareholders.


PositionTTM202520242023
CWST
Casella Waste Systems, Inc.
0.00%0.00%0.00%0.00%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%

Frequently Asked Questions


CWST and FXF have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWST has higher volatility (11.67%) compared to FXF (1.86%). In terms of maximum drawdown, CWST dropped -98.52% vs FXF's -35.58%.

FXF currently has the higher Sharpe Ratio (-0.21 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CWST and FXF

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