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GFL vs. RSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GFL and RSG is 0.39, 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.


-0.50.00.51.00.4

Performance

GFL vs. RSG - Performance Comparison

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

120.00%130.00%140.00%150.00%160.00%170.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
169.97%
139.60%
GFL
RSG

Key characteristics

Sharpe Ratio

GFL:

1.35

RSG:

1.88

Sortino Ratio

GFL:

2.10

RSG:

2.36

Omega Ratio

GFL:

1.25

RSG:

1.35

Calmar Ratio

GFL:

1.41

RSG:

3.46

Martin Ratio

GFL:

5.85

RSG:

11.24

Ulcer Index

GFL:

6.36%

RSG:

2.41%

Daily Std Dev

GFL:

27.67%

RSG:

14.41%

Max Drawdown

GFL:

-42.59%

RSG:

-65.98%

Current Drawdown

GFL:

-4.71%

RSG:

-6.87%

Fundamentals

Market Cap

GFL:

$17.53B

RSG:

$64.39B

EPS

GFL:

-$1.26

RSG:

$6.25

Total Revenue (TTM)

GFL:

$7.76B

RSG:

$15.82B

Gross Profit (TTM)

GFL:

$1.40B

RSG:

$5.21B

EBITDA (TTM)

GFL:

$1.48B

RSG:

$4.70B

Returns By Period

In the year-to-date period, GFL achieves a 30.25% return, which is significantly higher than RSG's 24.59% return.


GFL

YTD

30.25%

1M

-0.86%

6M

17.08%

1Y

34.82%

5Y*

N/A

10Y*

N/A

RSG

YTD

24.59%

1M

-4.18%

6M

6.80%

1Y

27.52%

5Y*

19.79%

10Y*

19.74%

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Risk-Adjusted Performance

GFL vs. RSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) and Republic Services, Inc. (RSG). 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.


Sharpe ratio
The chart of Sharpe ratio for GFL, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.351.88
The chart of Sortino ratio for GFL, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.002.102.36
The chart of Omega ratio for GFL, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.35
The chart of Calmar ratio for GFL, currently valued at 1.41, compared to the broader market0.002.004.006.001.413.46
The chart of Martin ratio for GFL, currently valued at 5.85, compared to the broader market-5.000.005.0010.0015.0020.0025.005.8511.24
GFL
RSG

The current GFL Sharpe Ratio is 1.35, which is comparable to the RSG Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GFL and RSG, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.35
1.88
GFL
RSG

Dividends

GFL vs. RSG - Dividend Comparison

GFL's dividend yield for the trailing twelve months is around 0.12%, less than RSG's 1.07% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
RSG
Republic Services, Inc.
1.07%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%2.98%

Drawdowns

GFL vs. RSG - Drawdown Comparison

The maximum GFL drawdown since its inception was -42.59%, smaller than the maximum RSG drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for GFL and RSG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.71%
-6.87%
GFL
RSG

Volatility

GFL vs. RSG - Volatility Comparison

GFL Environmental Inc. (GFL) has a higher volatility of 5.32% compared to Republic Services, Inc. (RSG) at 3.58%. This indicates that GFL's price experiences larger fluctuations and is considered to be riskier than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.32%
3.58%
GFL
RSG

Financials

GFL vs. RSG - Financials Comparison

This section allows you to compare key financial metrics between GFL Environmental Inc. and Republic Services, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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