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CWST vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CWST and VOO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CWST vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Casella Waste Systems, Inc. (CWST) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.50%
8.46%
CWST
VOO

Key characteristics

Sharpe Ratio

CWST:

1.51

VOO:

2.21

Sortino Ratio

CWST:

2.06

VOO:

2.92

Omega Ratio

CWST:

1.26

VOO:

1.41

Calmar Ratio

CWST:

2.75

VOO:

3.34

Martin Ratio

CWST:

7.77

VOO:

14.07

Ulcer Index

CWST:

4.21%

VOO:

2.01%

Daily Std Dev

CWST:

21.61%

VOO:

12.80%

Max Drawdown

CWST:

-98.52%

VOO:

-33.99%

Current Drawdown

CWST:

-2.14%

VOO:

-1.36%

Returns By Period

In the year-to-date period, CWST achieves a 5.37% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, CWST has outperformed VOO with an annualized return of 40.06%, while VOO has yielded a comparatively lower 13.52% annualized return.


CWST

YTD

5.37%

1M

5.21%

6M

3.50%

1Y

31.85%

5Y*

17.61%

10Y*

40.06%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

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. VOO — Risk-Adjusted Performance Rank

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

CWST
The Risk-Adjusted Performance Rank of CWST is 8686
Overall Rank
The Sharpe Ratio Rank of CWST is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of CWST is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CWST is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CWST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CWST is 8888
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CWST vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Casella Waste Systems, Inc. (CWST) and Vanguard S&P 500 ETF (VOO). 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 1.51, compared to the broader market-2.000.002.004.001.512.21
The chart of Sortino ratio for CWST, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.062.92
The chart of Omega ratio for CWST, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.41
The chart of Calmar ratio for CWST, currently valued at 2.75, compared to the broader market0.002.004.006.002.753.34
The chart of Martin ratio for CWST, currently valued at 7.77, compared to the broader market-10.000.0010.0020.0030.007.7714.07
CWST
VOO

The current CWST Sharpe Ratio is 1.51, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CWST and VOO, 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.51
2.21
CWST
VOO

Dividends

CWST vs. VOO - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CWST vs. VOO - Drawdown Comparison

The maximum CWST drawdown since its inception was -98.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CWST and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.14%
-1.36%
CWST
VOO

Volatility

CWST vs. VOO - Volatility Comparison

Casella Waste Systems, Inc. (CWST) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.85% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.85%
5.05%
CWST
VOO
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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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