PortfoliosLab logo
ETR vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ETR and WM is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ETR vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entergy Corporation (ETR) and Waste Management, Inc. (WM). The values are adjusted to include any dividend payments, if applicable.

5,500.00%6,000.00%6,500.00%7,000.00%7,500.00%8,000.00%8,500.00%9,000.00%NovemberDecember2025FebruaryMarchApril
7,099.63%
8,550.40%
ETR
WM

Key characteristics

Sharpe Ratio

ETR:

2.35

WM:

0.54

Sortino Ratio

ETR:

3.31

WM:

0.84

Omega Ratio

ETR:

1.51

WM:

1.12

Calmar Ratio

ETR:

6.30

WM:

0.92

Martin Ratio

ETR:

16.65

WM:

2.07

Ulcer Index

ETR:

3.82%

WM:

5.29%

Daily Std Dev

ETR:

27.09%

WM:

20.12%

Max Drawdown

ETR:

-52.99%

WM:

-77.85%

Current Drawdown

ETR:

-3.73%

WM:

-3.60%

Fundamentals

Market Cap

ETR:

$36.60B

WM:

$91.52B

EPS

ETR:

$2.45

WM:

$6.81

PE Ratio

ETR:

34.68

WM:

33.40

PEG Ratio

ETR:

1.52

WM:

2.84

PS Ratio

ETR:

3.08

WM:

4.15

PB Ratio

ETR:

2.41

WM:

11.15

Total Revenue (TTM)

ETR:

$9.09B

WM:

$16.90B

Gross Profit (TTM)

ETR:

$3.90B

WM:

$6.12B

EBITDA (TTM)

ETR:

$4.07B

WM:

$4.92B

Returns By Period

In the year-to-date period, ETR achieves a 12.41% return, which is significantly lower than WM's 13.56% return. Over the past 10 years, ETR has underperformed WM with an annualized return of 12.43%, while WM has yielded a comparatively higher 18.20% annualized return.


ETR

YTD

12.41%

1M

0.59%

6M

26.93%

1Y

63.09%

5Y*

16.05%

10Y*

12.43%

WM

YTD

13.56%

1M

-0.27%

6M

11.18%

1Y

8.89%

5Y*

20.32%

10Y*

18.20%

*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

ETR vs. WM — Risk-Adjusted Performance Rank

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

ETR
The Risk-Adjusted Performance Rank of ETR is 9898
Overall Rank
The Sharpe Ratio Rank of ETR is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ETR is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ETR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ETR is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ETR is 9898
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7171
Overall Rank
The Sharpe Ratio Rank of WM is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7474
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.

ETR vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entergy Corporation (ETR) and Waste Management, Inc. (WM). 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 chart of Sharpe ratio for ETR, currently valued at 2.35, compared to the broader market-2.00-1.000.001.002.003.00
ETR: 2.35
WM: 0.54
The chart of Sortino ratio for ETR, currently valued at 3.31, compared to the broader market-6.00-4.00-2.000.002.004.00
ETR: 3.31
WM: 0.84
The chart of Omega ratio for ETR, currently valued at 1.51, compared to the broader market0.501.001.502.00
ETR: 1.51
WM: 1.12
The chart of Calmar ratio for ETR, currently valued at 6.30, compared to the broader market0.001.002.003.004.005.00
ETR: 6.30
WM: 0.92
The chart of Martin ratio for ETR, currently valued at 16.65, compared to the broader market-5.000.005.0010.0015.0020.00
ETR: 16.65
WM: 2.07

The current ETR Sharpe Ratio is 2.35, which is higher than the WM Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ETR and WM, 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
2.35
0.54
ETR
WM

Dividends

ETR vs. WM - Dividend Comparison

ETR's dividend yield for the trailing twelve months is around 2.75%, more than WM's 1.35% yield.


TTM20242023202220212020201920182017201620152014
ETR
Entergy Corporation
2.75%3.03%4.29%3.64%3.43%3.75%3.06%4.16%4.30%4.65%4.89%3.80%
WM
Waste Management, Inc.
1.35%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

ETR vs. WM - Drawdown Comparison

The maximum ETR drawdown since its inception was -52.99%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for ETR and WM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.73%
-3.60%
ETR
WM

Volatility

ETR vs. WM - Volatility Comparison

Entergy Corporation (ETR) has a higher volatility of 10.17% compared to Waste Management, Inc. (WM) at 7.94%. This indicates that ETR's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
10.17%
7.94%
ETR
WM

Financials

ETR vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Entergy Corporation and Waste Management, Inc.. 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