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EVX vs. CLH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVX vs. CLH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Environmental Services ETF (EVX) and Clean Harbors, Inc. (CLH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVX achieves a 5.86% return, which is significantly lower than CLH's 33.44% return. Over the past 10 years, EVX has underperformed CLH with an annualized return of 11.88%, while CLH has yielded a comparatively higher 19.84% annualized return.


EVX

1D
0.09%
1M
-1.93%
6M
-0.07%
YTD
5.86%
1Y
6.37%
3Y*
8.34%
5Y*
7.41%
10Y*
11.88%
ALL TIME*
9.24%

CLH

1D
-1.35%
1M
7.45%
6M
20.38%
YTD
33.44%
1Y
33.61%
3Y*
23.34%
5Y*
26.92%
10Y*
19.84%
ALL TIME*
19.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$176.63M$150.14M$163.26M
$226.61K$218.18K$309.27K

EVX vs. CLH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVX
VanEck Vectors Environmental Services ETF
5.86%11.72%12.99%12.97%-10.58%27.47%13.28%28.41%-3.82%16.05%
CLH
Clean Harbors, Inc.
33.44%1.89%31.88%52.92%14.38%31.10%-11.25%73.76%-8.95%-2.61%

Correlation

The correlation between EVX and CLH is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2006

0.55

The correlation between EVX and CLH shifts across timeframes, from 0.55 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EVX vs. CLH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EVX
EVX Risk / Return Rank: 1818
Overall Rank
EVX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EVX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EVX Omega Ratio Rank: 1717
Omega Ratio Rank
EVX Calmar Ratio Rank: 1919
Calmar Ratio Rank
EVX Martin Ratio Rank: 1818
Martin Ratio Rank

CLH
CLH Risk / Return Rank: 7777
Overall Rank
CLH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CLH Sortino Ratio Rank: 7373
Sortino Ratio Rank
CLH Omega Ratio Rank: 7777
Omega Ratio Rank
CLH Calmar Ratio Rank: 7676
Calmar Ratio Rank
CLH Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EVX vs. CLH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Environmental Services ETF (EVX) and Clean Harbors, Inc. (CLH). 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.


EVXCLHDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratioReturn relative to maximum drawdown

0.45

1.69

-1.24

Martin ratioReturn relative to average drawdown

1.00

5.03

-4.04

EVX vs. CLH - Sharpe Ratio Comparison

The current EVX Sharpe Ratio is 0.35, which is lower than the CLH Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of EVX and CLH, 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

EVX vs. CLH - Drawdown Comparison

The maximum EVX drawdown since its inception was -55.91%, smaller than the maximum CLH drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for EVX and CLH.


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Drawdown Indicators


EVXCLHDifference

Max Drawdown

Largest peak-to-trough decline

-55.91%

-93.48%

+37.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-19.45%

+8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-30.86%

+13.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-30.86%

+9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-64.51%

+23.50%

Current Drawdown

Current decline from peak

-4.37%

-4.12%

-0.25%

Average Drawdown

Average peak-to-trough decline

-8.72%

-32.79%

+24.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

6.51%

-1.60%

Volatility

EVX vs. CLH - Volatility Comparison

The current volatility for VanEck Vectors Environmental Services ETF (EVX) is 3.43%, while Clean Harbors, Inc. (CLH) has a volatility of 8.83%. This indicates that EVX experiences smaller price fluctuations and is considered to be less risky than CLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVXCLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

8.83%

-5.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

20.06%

-10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

28.34%

-14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

28.74%

-11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

34.80%

-14.57%

Dividends

EVX vs. CLH - Dividend Comparison

EVX's dividend yield for the trailing twelve months is around 0.18%, while CLH has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CLH
Clean Harbors, 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%
EVX
VanEck Vectors Environmental Services ETF
0.18%0.19%0.46%0.95%0.41%0.24%0.32%0.38%0.38%0.89%0.70%1.16%

Frequently Asked Questions


EVX and CLH have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLH has higher volatility (8.83%) compared to EVX (3.43%). In terms of maximum drawdown, EVX dropped -55.91% vs CLH's -93.48%.

CLH currently has the higher Sharpe Ratio (1.16 vs 0.35), 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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