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H.TO vs. WCN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


H.TOWCN.TO
YTD Return-2.18%12.95%
1Y Return0.04%19.04%
3Y Return (Ann)13.32%15.81%
5Y Return (Ann)16.46%13.17%
Sharpe Ratio0.011.17
Daily Std Dev15.84%16.33%
Max Drawdown-27.68%-74.22%
Current Drawdown-6.73%-4.39%

Fundamentals


H.TOWCN.TO
Market CapCA$22.89BCA$57.67B
EPSCA$1.81CA$4.20
PE Ratio21.1153.23
PEG Ratio3.142.23
Revenue (TTM)CA$7.84BCA$8.19B
Gross Profit (TTM)CA$2.80BCA$2.88B
EBITDA (TTM)CA$2.69BCA$2.42B

Correlation

-0.50.00.51.00.3

The correlation between H.TO and WCN.TO is 0.34, 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.

Performance

H.TO vs. WCN.TO - Performance Comparison

In the year-to-date period, H.TO achieves a -2.18% return, which is significantly lower than WCN.TO's 12.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchApril
133.24%
424.55%
H.TO
WCN.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hydro One Limited

Waste Connections, Inc.

Risk-Adjusted Performance

H.TO vs. WCN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hydro One Limited (H.TO) and Waste Connections, Inc. (WCN.TO). 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.


H.TO
Sharpe ratio
The chart of Sharpe ratio for H.TO, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.00-0.08
Sortino ratio
The chart of Sortino ratio for H.TO, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.006.000.01
Omega ratio
The chart of Omega ratio for H.TO, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for H.TO, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for H.TO, currently valued at -0.23, compared to the broader market-10.000.0010.0020.0030.00-0.23
WCN.TO
Sharpe ratio
The chart of Sharpe ratio for WCN.TO, currently valued at 1.01, compared to the broader market-2.00-1.000.001.002.003.001.01
Sortino ratio
The chart of Sortino ratio for WCN.TO, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.51
Omega ratio
The chart of Omega ratio for WCN.TO, currently valued at 1.20, compared to the broader market0.501.001.501.20
Calmar ratio
The chart of Calmar ratio for WCN.TO, currently valued at 1.31, compared to the broader market0.002.004.006.001.31
Martin ratio
The chart of Martin ratio for WCN.TO, currently valued at 3.87, compared to the broader market-10.000.0010.0020.0030.003.87

H.TO vs. WCN.TO - Sharpe Ratio Comparison

The current H.TO Sharpe Ratio is 0.01, which is lower than the WCN.TO Sharpe Ratio of 1.17. The chart below compares the 12-month rolling Sharpe Ratio of H.TO and WCN.TO.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchApril
-0.08
1.01
H.TO
WCN.TO

Dividends

H.TO vs. WCN.TO - Dividend Comparison

H.TO's dividend yield for the trailing twelve months is around 3.07%, more than WCN.TO's 0.48% yield.


TTM20232022202120202019201820172016201520142013
H.TO
Hydro One Limited
3.07%2.94%3.78%3.20%3.50%3.81%4.49%3.88%4.11%0.00%0.00%0.00%
WCN.TO
Waste Connections, Inc.
0.48%0.53%0.53%0.49%0.77%0.56%0.96%0.73%0.74%1.54%1.58%2.10%

Drawdowns

H.TO vs. WCN.TO - Drawdown Comparison

The maximum H.TO drawdown since its inception was -27.68%, smaller than the maximum WCN.TO drawdown of -74.22%. Use the drawdown chart below to compare losses from any high point for H.TO and WCN.TO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-8.76%
-5.87%
H.TO
WCN.TO

Volatility

H.TO vs. WCN.TO - Volatility Comparison

Hydro One Limited (H.TO) has a higher volatility of 3.45% compared to Waste Connections, Inc. (WCN.TO) at 2.70%. This indicates that H.TO's price experiences larger fluctuations and is considered to be riskier than WCN.TO 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%December2024FebruaryMarchApril
3.45%
2.70%
H.TO
WCN.TO

Financials

H.TO vs. WCN.TO - Financials Comparison

This section allows you to compare key financial metrics between Hydro One Limited 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in CAD except per share items