GFL vs. VOO
GFL (GFL Environmental Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, GFL returned 3.61%/yr vs 12.83%/yr for VOO. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
GFL vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, GFL achieves a -3.68% return, which is significantly lower than VOO's 10.16% return.
GFL
- 1D
- -0.12%
- 1M
- 10.29%
- 6M
- -3.72%
- YTD
- -3.68%
- 1Y
- -16.87%
- 3Y*
- 6.72%
- 5Y*
- 3.61%
- 10Y*
- —
- ALL TIME*
- 14.52%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $104.67M | $126.13M | $109.48M | |
| $3.82B | $3.78B | $5.44B |
GFL vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GFL GFL Environmental Inc. | -3.68% | -3.44% | 29.26% | 18.24% | -22.65% | 29.88% | 67.01% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 23.30% |
Correlation
The correlation between GFL and VOO is 0.02, 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. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020 | 0.38 |
Over the past year, the correlation between GFL and VOO has dropped to 0.02 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
GFL vs. VOO — Risk / Return Rank
GFL
VOO
GFL vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.28 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.21 | -2.73 |
| Martin ratioReturn relative to average drawdown | -0.99 | 9.44 | -10.42 |
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Drawdowns
GFL vs. VOO - Drawdown Comparison
The maximum GFL drawdown since its inception was -42.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GFL and VOO.
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Drawdown Indicators
| GFL | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.76% | -33.99% | -8.77% |
Max Drawdown (1Y)Largest decline over 1 year | -34.20% | -8.90% | -25.30% |
Max Drawdown (3Y)Largest decline over 3 years | -34.88% | -18.69% | -16.19% |
Max Drawdown (5Y)Largest decline over 5 years | -42.76% | -24.52% | -18.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -19.74% | -1.38% | -18.36% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -3.67% | -10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.07% | 2.08% | +15.99% |
Volatility
GFL vs. VOO - Volatility Comparison
GFL Environmental Inc. (GFL) has a higher volatility of 10.59% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that GFL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFL | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.59% | 3.54% | +7.05% |
Volatility (6M)Calculated over the trailing 6-month period | 23.98% | 10.10% | +13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.80% | 12.82% | +14.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.96% | 16.93% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.01% | 18.01% | +15.00% |
Dividends
GFL vs. VOO - Dividend Comparison
GFL's dividend yield for the trailing twelve months is around 0.16%, less than VOO's 1.07% 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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
GFL and VOO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFL has higher volatility (10.59%) compared to VOO (3.54%). In terms of maximum drawdown, GFL dropped -42.76% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 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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