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

Correlation

The correlation between GFL and WM is 0.38, 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. WM - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.19%
-1.97%
GFL
WM

Key characteristics

Sharpe Ratio

GFL:

0.87

WM:

0.98

Sortino Ratio

GFL:

1.49

WM:

1.37

Omega Ratio

GFL:

1.17

WM:

1.22

Calmar Ratio

GFL:

0.89

WM:

1.48

Martin Ratio

GFL:

3.60

WM:

3.47

Ulcer Index

GFL:

6.52%

WM:

5.10%

Daily Std Dev

GFL:

27.11%

WM:

18.11%

Max Drawdown

GFL:

-42.59%

WM:

-77.85%

Current Drawdown

GFL:

-11.42%

WM:

-6.48%

Fundamentals

Market Cap

GFL:

$16.50B

WM:

$85.46B

EPS

GFL:

-$1.24

WM:

$6.54

Total Revenue (TTM)

GFL:

$5.88B

WM:

$16.17B

Gross Profit (TTM)

GFL:

$1.10B

WM:

$5.28B

EBITDA (TTM)

GFL:

$1.06B

WM:

$4.86B

Returns By Period

In the year-to-date period, GFL achieves a -6.33% return, which is significantly lower than WM's 5.52% return.


GFL

YTD

-6.33%

1M

-7.04%

6M

6.19%

1Y

24.45%

5Y*

N/A

10Y*

N/A

WM

YTD

5.52%

1M

3.45%

6M

-1.97%

1Y

16.80%

5Y*

13.87%

10Y*

17.30%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GFL vs. WM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFL
The Risk-Adjusted Performance Rank of GFL is 7272
Overall Rank
The Sharpe Ratio Rank of GFL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of GFL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GFL is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GFL is 7676
Calmar Ratio Rank
The Martin Ratio Rank of GFL is 7575
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7676
Overall Rank
The Sharpe Ratio Rank of WM is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7373
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GFL vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) and Waste Management, Inc. (WM). 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 0.87, compared to the broader market-2.000.002.004.000.870.98
The chart of Sortino ratio for GFL, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.006.001.491.37
The chart of Omega ratio for GFL, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.22
The chart of Calmar ratio for GFL, currently valued at 0.89, compared to the broader market0.002.004.006.000.891.48
The chart of Martin ratio for GFL, currently valued at 3.60, compared to the broader market0.0010.0020.0030.003.603.47
GFL
WM

The current GFL Sharpe Ratio is 0.87, which is comparable to the WM Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GFL and WM, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.87
0.98
GFL
WM

Dividends

GFL vs. WM - Dividend Comparison

GFL's dividend yield for the trailing twelve months is around 0.10%, less than WM's 1.41% yield.


TTM20242023202220212020201920182017201620152014
GFL
GFL Environmental Inc.
0.10%0.12%0.15%0.50%0.14%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
WM
Waste Management, Inc.
1.41%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

GFL vs. WM - Drawdown Comparison

The maximum GFL drawdown since its inception was -42.59%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for GFL and WM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.42%
-6.48%
GFL
WM

Volatility

GFL vs. WM - Volatility Comparison

GFL Environmental Inc. (GFL) has a higher volatility of 4.93% compared to Waste Management, Inc. (WM) at 3.56%. This indicates that GFL's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.93%
3.56%
GFL
WM

Financials

GFL vs. WM - Financials Comparison

This section allows you to compare key financial metrics between GFL Environmental Inc. and Waste Management, 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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