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EVT.DE vs. UWS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EVT.DE vs. UWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Evotec SE (EVT.DE) and Waste Management Inc (UWS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVT.DE achieves a -9.17% return, which is significantly lower than UWS.DE's 8.21% return. Over the past 10 years, EVT.DE has underperformed UWS.DE with an annualized return of 2.52%, while UWS.DE has yielded a comparatively higher 25.87% annualized return.


EVT.DE

1D
-0.80%
1M
3.77%
6M
-21.92%
YTD
-9.17%
1Y
-29.79%
3Y*
-38.55%
5Y*
-33.06%
10Y*
2.52%

UWS.DE

1D
-0.59%
1M
6.82%
6M
8.17%
YTD
8.21%
1Y
6.96%
3Y*
11.15%
5Y*
12.81%
10Y*
25.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVT.DE vs. UWS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVT.DE
Evotec SE
-9.17%-33.54%-61.47%39.45%-64.09%40.36%31.37%32.78%28.59%81.45%
UWS.DE
Waste Management Inc
8.21%-1.36%22.88%10.34%2.66%55.94%-1.42%289.89%6.07%5.72%

Correlation

The correlation between EVT.DE and UWS.DE is -0.15, 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

-0.15

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

-0.07

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

-0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2007

0.03

The correlation between EVT.DE and UWS.DE shifts across timeframes, from -0.15 (1 year) to 0.03 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EVT.DE vs. UWS.DE — Risk / Return Rank

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

EVT.DE
EVT.DE Risk / Return Rank: 1919
Overall Rank
EVT.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EVT.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EVT.DE Omega Ratio Rank: 2020
Omega Ratio Rank
EVT.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
EVT.DE Martin Ratio Rank: 1616
Martin Ratio Rank

UWS.DE
UWS.DE Risk / Return Rank: 5353
Overall Rank
UWS.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UWS.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
UWS.DE Omega Ratio Rank: 4848
Omega Ratio Rank
UWS.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
UWS.DE Martin Ratio Rank: 5656
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.

EVT.DE vs. UWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evotec SE (EVT.DE) and Waste Management Inc (UWS.DE). 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.


EVT.DEUWS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

0.92

1.07

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.70

0.41

-1.10

Martin ratioReturn relative to average drawdown

-1.20

0.81

-2.02

EVT.DE vs. UWS.DE - Sharpe Ratio Comparison

The current EVT.DE Sharpe Ratio is -0.59, which is lower than the UWS.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of EVT.DE and UWS.DE, 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

EVT.DE vs. UWS.DE - Drawdown Comparison

The maximum EVT.DE drawdown since its inception was -90.92%, which is greater than UWS.DE's maximum drawdown of -30.02%. Use the drawdown chart below to compare losses from any high point for EVT.DE and UWS.DE.


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Drawdown Indicators


EVT.DEUWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-90.92%

-30.02%

-60.90%

Max Drawdown (1Y)

Largest decline over 1 year

-44.77%

-16.63%

-28.14%

Max Drawdown (3Y)

Largest decline over 3 years

-83.00%

-23.10%

-59.90%

Max Drawdown (5Y)

Largest decline over 5 years

-90.92%

-23.10%

-67.82%

Max Drawdown (10Y)

Largest decline over 10 years

-90.92%

-30.02%

-60.90%

Current Drawdown

Current decline from peak

-89.08%

-7.26%

-81.82%

Average Drawdown

Average peak-to-trough decline

-39.34%

-4.19%

-35.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.94%

8.29%

+17.65%

Volatility

EVT.DE vs. UWS.DE - Volatility Comparison

Evotec SE (EVT.DE) has a higher volatility of 9.07% compared to Waste Management Inc (UWS.DE) at 7.21%. This indicates that EVT.DE's price experiences larger fluctuations and is considered to be riskier than UWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVT.DEUWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

7.21%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

38.12%

17.67%

+20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

53.07%

21.73%

+31.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.96%

19.92%

+38.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.26%

89.24%

-37.98%

Dividends

EVT.DE vs. UWS.DE - Dividend Comparison

EVT.DE has not paid dividends to shareholders, while UWS.DE's dividend yield for the trailing twelve months is around 1.50%.


PositionTTM202520242023202220212020201920182017
EVT.DE
Evotec SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UWS.DE
Waste Management Inc
1.50%1.51%1.48%1.66%1.75%1.57%2.27%1.90%5.85%5.52%

Financials

EVT.DE vs. UWS.DE - Financials Comparison

This section allows you to compare key financial metrics between Evotec SE 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 EUR except per share items

Frequently Asked Questions


EVT.DE and UWS.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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