CWST vs. SPY

In the year-to-date period, CWST achieves a 10.77% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, CWST has outperformed SPY with an annualized return of 35.57%, while SPY has yielded a comparatively lower 12.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Casella Waste Systems, Inc. (CWST) and SPDR S&P 500 ETF (SPY). 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 CWST Sharpe Ratio is 0.72, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CWST and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CWST has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum CWST drawdown since its inception was -98.52%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CWST and SPY.

Casella Waste Systems, Inc. (CWST) has a higher volatility of 7.62% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that CWST's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.