GFL vs. VGT
GFL (GFL Environmental Inc.) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 5 years, GFL returned 3.45%/yr vs 18.91%/yr for VGT. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
GFL vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, GFL achieves a -3.98% return, which is significantly lower than VGT's 27.34% return.
GFL
- 1D
- -2.07%
- 1M
- 1.77%
- 6M
- -3.19%
- YTD
- -3.98%
- 1Y
- -17.81%
- 3Y*
- 7.84%
- 5Y*
- 3.45%
- 10Y*
- —
- ALL TIME*
- 14.44%
VGT
- 1D
- -0.36%
- 1M
- 2.88%
- 6M
- 33.00%
- YTD
- 27.34%
- 1Y
- 40.73%
- 3Y*
- 30.79%
- 5Y*
- 18.91%
- 10Y*
- 24.49%
- ALL TIME*
- 15.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $114.76M | $111.94M | $108.39M | |
| $490.99M | $509.59M | $577.86M |
GFL vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GFL GFL Environmental Inc. | -3.98% | -3.44% | 29.26% | 18.24% | -22.65% | 29.88% | 67.01% |
VGT Vanguard Information Technology ETF | 27.34% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 44.18% |
Correlation
The correlation between GFL and VGT is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020 | 0.30 |
The correlation between GFL and VGT shifts across timeframes, from -0.08 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GFL vs. VGT — Risk / Return Rank
GFL
VGT
GFL vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) and Vanguard Information Technology ETF (VGT). 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.
| GFL | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.28 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.50 | -3.02 |
| Martin ratioReturn relative to average drawdown | -0.98 | 6.69 | -7.67 |
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Drawdowns
GFL vs. VGT - Drawdown Comparison
The maximum GFL drawdown since its inception was -42.76%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for GFL and VGT.
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Drawdown Indicators
| GFL | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.76% | -54.63% | +11.87% |
Max Drawdown (1Y)Largest decline over 1 year | -34.20% | -16.40% | -17.80% |
Max Drawdown (3Y)Largest decline over 3 years | -34.88% | -27.23% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -42.76% | -35.07% | -7.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -20.00% | -4.70% | -15.30% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -7.95% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.18% | 6.11% | +12.07% |
Volatility
GFL vs. VGT - Volatility Comparison
The current volatility for GFL Environmental Inc. (GFL) is 7.44%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.00%. This indicates that GFL experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFL | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 9.00% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 24.11% | 20.38% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.25% | 24.47% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.98% | 25.92% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.99% | 24.93% | +8.06% |
Dividends
GFL vs. VGT - Dividend Comparison
GFL's dividend yield for the trailing twelve months is around 0.16%, less than VGT's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFL GFL Environmental Inc. | 0.16% | 0.14% | 0.12% | 0.15% | 0.16% | 0.11% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.36% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
GFL and VGT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGT has higher volatility (9.00%) compared to GFL (7.44%). In terms of maximum drawdown, GFL dropped -42.76% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.67 vs -0.66), 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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