GFL vs. NOA
Compare and contrast key facts about GFL Environmental Inc. (GFL) and North American Construction Group Ltd (NOA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFL or NOA.
Performance
GFL vs. NOA - Performance Comparison
Returns By Period
In the year-to-date period, GFL achieves a 29.84% return, which is significantly higher than NOA's -3.29% return.
GFL
29.84%
8.38%
40.31%
48.67%
N/A
N/A
NOA
-3.29%
18.32%
0.07%
0.49%
14.37%
16.45%
Fundamentals
| GFL | NOA | |
|---|---|---|
| Market Cap | $17.41B | $539.76M |
| EPS | -$1.29 | $1.37 |
| Total Revenue (TTM) | $6.00B | $1.14B |
| Gross Profit (TTM) | $1.09B | $217.73M |
| EBITDA (TTM) | $984.90M | $239.20M |
Key characteristics
| GFL | NOA | |
|---|---|---|
| Sharpe Ratio | 1.69 | 0.06 |
| Sortino Ratio | 2.53 | 0.32 |
| Omega Ratio | 1.31 | 1.04 |
| Calmar Ratio | 1.44 | 0.06 |
| Martin Ratio | 7.66 | 0.10 |
| Ulcer Index | 6.42% | 18.63% |
| Daily Std Dev | 29.24% | 33.84% |
| Max Drawdown | -42.59% | -93.62% |
| Current Drawdown | -1.67% | -20.79% |
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Correlation
The correlation between GFL and NOA is 0.20, 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.
Risk-Adjusted Performance
GFL vs. NOA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) and North American Construction Group Ltd (NOA). 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.
Dividends
GFL vs. NOA - Dividend Comparison
GFL's dividend yield for the trailing twelve months is around 0.12%, less than NOA's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GFL GFL Environmental Inc. | 0.12% | 0.15% | 0.50% | 0.11% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOA North American Construction Group Ltd | 1.48% | 1.42% | 1.84% | 0.85% | 1.21% | 0.91% | 0.69% | 1.66% | 2.08% | 4.34% | 2.29% |
Drawdowns
GFL vs. NOA - Drawdown Comparison
The maximum GFL drawdown since its inception was -42.59%, smaller than the maximum NOA drawdown of -93.62%. Use the drawdown chart below to compare losses from any high point for GFL and NOA. For additional features, visit the drawdowns tool.
Volatility
GFL vs. NOA - Volatility Comparison
The current volatility for GFL Environmental Inc. (GFL) is 8.70%, while North American Construction Group Ltd (NOA) has a volatility of 15.15%. This indicates that GFL experiences smaller price fluctuations and is considered to be less risky than NOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GFL vs. NOA - Financials Comparison
This section allows you to compare key financial metrics between GFL Environmental Inc. and North American Construction Group Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities