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GFL.TO vs. WCN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFL.TO vs. WCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in GFL Environmental Inc. (GFL.TO) and Waste Connections, Inc. (WCN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFL.TO achieves a -18.12% return, which is significantly lower than WCN.TO's -12.54% return.


GFL.TO

1D
3.25%
1M
-6.18%
YTD
-18.12%
6M
-22.94%
1Y
-28.70%
3Y*
-1.31%
5Y*
4.85%
10Y*

WCN.TO

1D
1.70%
1M
-3.88%
YTD
-12.54%
6M
-13.42%
1Y
-20.31%
3Y*
4.60%
5Y*
8.21%
10Y*
14.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFL.TO vs. WCN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GFL.TO
GFL Environmental Inc.
-18.12%-7.87%40.40%15.78%-17.18%29.09%65.94%
WCN.TO
Waste Connections, Inc.
-12.54%-1.70%25.48%11.09%4.86%33.02%0.12%

Correlation

The correlation between GFL.TO and WCN.TO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

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

0.50

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

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2020

0.43

The correlation between GFL.TO and WCN.TO shifts across timeframes, from 0.43 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GFL.TO:

CA$17.29B

WCN.TO:

CA$53.64B

EPS

GFL.TO:

CA$0.56

WCN.TO:

CA$4.09

PE Ratio

GFL.TO:

85.44

WCN.TO:

51.31

PEG Ratio

GFL.TO:

0.01

WCN.TO:

2.45

PS Ratio

GFL.TO:

2.66

WCN.TO:

5.63

PB Ratio

GFL.TO:

2.38

WCN.TO:

6.65

Total Revenue (TTM)

GFL.TO:

CA$6.70B

WCN.TO:

CA$9.57B

Gross Profit (TTM)

GFL.TO:

CA$1.38B

WCN.TO:

CA$3.76B

EBITDA (TTM)

GFL.TO:

CA$2.16B

WCN.TO:

CA$2.97B

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Return for Risk

GFL.TO vs. WCN.TO — Risk / Return Rank

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

GFL.TO
GFL.TO Risk / Return Rank: 55
Overall Rank
GFL.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GFL.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
GFL.TO Omega Ratio Rank: 66
Omega Ratio Rank
GFL.TO Calmar Ratio Rank: 99
Calmar Ratio Rank
GFL.TO Martin Ratio Rank: 11
Martin Ratio Rank

WCN.TO
WCN.TO Risk / Return Rank: 55
Overall Rank
WCN.TO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
WCN.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
WCN.TO Omega Ratio Rank: 88
Omega Ratio Rank
WCN.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
WCN.TO Martin Ratio Rank: 22
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.

GFL.TO vs. WCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL.TO) and Waste Connections, Inc. (WCN.TO). 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.


GFL.TOWCN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

0.80

0.84

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.95

+0.11

Martin ratioReturn relative to average drawdown

-1.88

-1.83

-0.05

GFL.TO vs. WCN.TO - Sharpe Ratio Comparison

The current GFL.TO Sharpe Ratio is -1.12, which is comparable to the WCN.TO Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of GFL.TO and WCN.TO, 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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Sharpe Ratios by Period


GFL.TOWCN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.12

-0.94

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.45

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.67

-0.25

Drawdowns

GFL.TO vs. WCN.TO - Drawdown Comparison

The maximum GFL.TO drawdown since its inception was -39.28%, smaller than the maximum WCN.TO drawdown of -70.07%. Use the drawdown chart below to compare losses from any high point for GFL.TO and WCN.TO.


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Drawdown Indicators


GFL.TOWCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-70.07%

+30.79%

Max Drawdown (1Y)

Largest decline over 1 year

-34.50%

-21.51%

-12.99%

Max Drawdown (3Y)

Largest decline over 3 years

-34.94%

-26.21%

-8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-39.28%

-26.21%

-13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-26.53%

Current Drawdown

Current decline from peak

-32.15%

-24.82%

-7.33%

Average Drawdown

Average peak-to-trough decline

-12.46%

-8.65%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.29%

11.41%

+3.88%

Volatility

GFL.TO vs. WCN.TO - Volatility Comparison

GFL Environmental Inc. (GFL.TO) has a higher volatility of 7.74% compared to Waste Connections, Inc. (WCN.TO) at 5.25%. This indicates that GFL.TO's price experiences larger fluctuations and is considered to be riskier than WCN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFL.TOWCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

5.25%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

21.49%

17.96%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

25.67%

21.72%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.57%

18.51%

+10.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

19.29%

+12.63%

Dividends

GFL.TO vs. WCN.TO - Dividend Comparison

GFL.TO's dividend yield for the trailing twelve months is around 0.18%, less than WCN.TO's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
GFL.TO
GFL Environmental Inc.
0.18%0.14%0.12%0.15%0.18%0.14%0.11%0.00%0.00%0.00%0.00%0.00%
WCN.TO
Waste Connections, Inc.
0.90%0.75%0.65%0.72%0.68%0.61%0.93%0.75%2.95%0.87%0.96%2.02%

Financials

GFL.TO vs. WCN.TO - Financials Comparison

This section allows you to compare key financial metrics between GFL Environmental Inc. and Waste Connections, 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


1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
1.64B
2.33B
(GFL.TO) Total Revenue
(WCN.TO) Total Revenue
Values in CAD except per share items

GFL.TO vs. WCN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between GFL Environmental Inc. and Waste Connections, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%20222023202420252026
18.2%
29.3%
Portfolio components
GFL.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GFL Environmental Inc. reported a gross profit of 299.80M and revenue of 1.64B. Therefore, the gross margin over that period was 18.2%.

WCN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported a gross profit of 683.40M and revenue of 2.33B. Therefore, the gross margin over that period was 29.3%.

GFL.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GFL Environmental Inc. reported an operating income of 34.00M and revenue of 1.64B, resulting in an operating margin of 2.1%.

WCN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported an operating income of 358.11M and revenue of 2.33B, resulting in an operating margin of 15.4%.

GFL.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GFL Environmental Inc. reported a net income of -215.70M and revenue of 1.64B, resulting in a net margin of -13.1%.

WCN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported a net income of 215.75M and revenue of 2.33B, resulting in a net margin of 9.3%.


Frequently Asked Questions


GFL.TO and WCN.TO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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