CWST vs. YCS
CWST (Casella Waste Systems, Inc.) is a stock, while YCS (ProShares UltraShort Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Over the past 10 years, CWST returned 27.07%/yr vs 12.99%/yr for YCS. At a 0.08 correlation, their price movements are largely independent.
Performance
CWST vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, CWST achieves a 2.01% return, which is significantly lower than YCS's 11.45% return. Over the past 10 years, CWST has outperformed YCS with an annualized return of 27.07%, while YCS has yielded a comparatively lower 12.99% annualized return.
CWST
- 1D
- 3.74%
- 1M
- 15.30%
- 6M
- -4.66%
- YTD
- 2.01%
- 1Y
- -9.04%
- 3Y*
- 4.82%
- 5Y*
- 9.04%
- 10Y*
- 27.07%
YCS
- 1D
- 0.42%
- 1M
- 3.09%
- 6M
- 8.08%
- YTD
- 11.45%
- 1Y
- 29.82%
- 3Y*
- 21.64%
- 5Y*
- 24.30%
- 10Y*
- 12.99%
CWST vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWST Casella Waste Systems, Inc. | 2.01% | -7.44% | 23.81% | 7.75% | -7.15% | 37.89% | 34.59% | 61.57% | 23.76% | 85.50% |
YCS ProShares UltraShort Yen | 11.45% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between CWST and YCS is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.08 |
The correlation between CWST and YCS shifts across timeframes, from -0.13 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CWST vs. YCS — Risk / Return Rank
CWST
YCS
CWST vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Casella Waste Systems, Inc. (CWST) and ProShares UltraShort Yen (YCS). 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.
| CWST | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 3.61 | -3.89 |
| Martin ratioReturn relative to average drawdown | -0.51 | 11.41 | -11.92 |
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Drawdowns
CWST vs. YCS - Drawdown Comparison
The maximum CWST drawdown since its inception was -98.52%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for CWST and YCS.
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Drawdown Indicators
| CWST | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.52% | -49.56% | -48.96% |
Max Drawdown (1Y)Largest decline over 1 year | -32.56% | -8.30% | -24.26% |
Max Drawdown (3Y)Largest decline over 3 years | -37.72% | -23.05% | -14.67% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -27.32% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -37.72% | -27.32% | -10.40% |
Current DrawdownCurrent decline from peak | -17.00% | 0.00% | -17.00% |
Average DrawdownAverage peak-to-trough decline | -52.92% | -19.80% | -33.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.76% | 2.62% | +15.14% |
Volatility
CWST vs. YCS - Volatility Comparison
Casella Waste Systems, Inc. (CWST) has a higher volatility of 10.50% compared to ProShares UltraShort Yen (YCS) at 2.47%. This indicates that CWST's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWST | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.50% | 2.47% | +8.03% |
Volatility (6M)Calculated over the trailing 6-month period | 28.66% | 11.85% | +16.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.76% | 16.54% | +18.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.59% | 21.09% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.96% | 18.70% | +12.26% |
Dividends
CWST vs. YCS - Dividend Comparison
Neither CWST nor YCS has paid dividends to shareholders.
Frequently Asked Questions
CWST and YCS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CWST has higher volatility (10.50%) compared to YCS (2.47%). In terms of maximum drawdown, CWST dropped -98.52% vs YCS's -49.56%.
YCS currently has the higher Sharpe Ratio (1.82 vs -0.26), 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.
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