GFL vs. WCN
Compare and contrast key facts about GFL Environmental Inc. (GFL) and Waste Connections, Inc. (WCN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFL or WCN.
Performance
GFL vs. WCN - Performance Comparison
Returns By Period
In the year-to-date period, GFL achieves a 31.38% return, which is significantly higher than WCN's 25.81% return.
GFL
31.38%
9.14%
42.51%
53.69%
N/A
N/A
WCN
25.81%
2.84%
13.04%
42.69%
16.75%
17.45%
Fundamentals
| GFL | WCN | |
|---|---|---|
| Market Cap | $17.93B | $48.13B |
| EPS | -$1.28 | $3.64 |
| Total Revenue (TTM) | $7.76B | $8.74B |
| Gross Profit (TTM) | $1.40B | $2.84B |
| EBITDA (TTM) | $2.06B | $2.61B |
Key characteristics
| GFL | WCN | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.65 |
| Sortino Ratio | 2.61 | 3.92 |
| Omega Ratio | 1.32 | 1.48 |
| Calmar Ratio | 1.50 | 3.89 |
| Martin Ratio | 8.04 | 16.07 |
| Ulcer Index | 6.36% | 2.48% |
| Daily Std Dev | 29.25% | 15.04% |
| Max Drawdown | -42.59% | -31.59% |
| Current Drawdown | -0.70% | -0.57% |
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Correlation
The correlation between GFL and WCN is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GFL vs. WCN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) and Waste Connections, Inc. (WCN). 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. WCN - Dividend Comparison
GFL's dividend yield for the trailing twelve months is around 0.12%, less than WCN's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WCN Waste Connections, Inc. | 0.63% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.64% | 3.25% | 2.61% | 3.06% |
Drawdowns
GFL vs. WCN - Drawdown Comparison
The maximum GFL drawdown since its inception was -42.59%, which is greater than WCN's maximum drawdown of -31.59%. Use the drawdown chart below to compare losses from any high point for GFL and WCN. For additional features, visit the drawdowns tool.
Volatility
GFL vs. WCN - Volatility Comparison
GFL Environmental Inc. (GFL) has a higher volatility of 8.93% compared to Waste Connections, Inc. (WCN) at 4.97%. This indicates that GFL's price experiences larger fluctuations and is considered to be riskier than WCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GFL vs. WCN - 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.
Total Revenue: Total amount of money received from sales and other business activities