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

Correlation

The correlation between LFUS and WM is 0.25, 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.


-0.50.00.51.00.3

Performance

LFUS vs. WM - Performance Comparison

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

3,000.00%3,500.00%4,000.00%4,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,996.88%
3,211.03%
LFUS
WM

Key characteristics

Sharpe Ratio

LFUS:

-0.34

WM:

1.05

Sortino Ratio

LFUS:

-0.32

WM:

1.45

Omega Ratio

LFUS:

0.96

WM:

1.23

Calmar Ratio

LFUS:

-0.31

WM:

1.58

Martin Ratio

LFUS:

-1.02

WM:

4.29

Ulcer Index

LFUS:

9.22%

WM:

4.38%

Daily Std Dev

LFUS:

27.54%

WM:

17.96%

Max Drawdown

LFUS:

-82.44%

WM:

-77.85%

Current Drawdown

LFUS:

-27.06%

WM:

-9.60%

Fundamentals

Market Cap

LFUS:

$6.05B

WM:

$83.89B

EPS

LFUS:

$7.78

WM:

$6.54

PE Ratio

LFUS:

31.33

WM:

31.96

PEG Ratio

LFUS:

2.31

WM:

2.23

Total Revenue (TTM)

LFUS:

$2.20B

WM:

$21.39B

Gross Profit (TTM)

LFUS:

$756.71M

WM:

$7.35B

EBITDA (TTM)

LFUS:

$421.70M

WM:

$6.19B

Returns By Period

In the year-to-date period, LFUS achieves a -11.44% return, which is significantly lower than WM's 16.57% return. Over the past 10 years, LFUS has underperformed WM with an annualized return of 10.25%, while WM has yielded a comparatively higher 17.31% annualized return.


LFUS

YTD

-11.44%

1M

-1.18%

6M

-11.34%

1Y

-11.37%

5Y*

5.23%

10Y*

10.25%

WM

YTD

16.57%

1M

-6.77%

6M

-0.82%

1Y

17.99%

5Y*

14.68%

10Y*

17.31%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LFUS vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Littelfuse, Inc. (LFUS) 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 LFUS, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.341.05
The chart of Sortino ratio for LFUS, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.321.45
The chart of Omega ratio for LFUS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.23
The chart of Calmar ratio for LFUS, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.311.58
The chart of Martin ratio for LFUS, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.024.29
LFUS
WM

The current LFUS Sharpe Ratio is -0.34, which is lower than the WM Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of LFUS 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.34
1.05
LFUS
WM

Dividends

LFUS vs. WM - Dividend Comparison

LFUS's dividend yield for the trailing twelve months is around 1.15%, less than WM's 1.46% yield.


TTM20232022202120202019201820172016201520142013
LFUS
Littelfuse, Inc.
1.15%0.93%1.03%0.64%0.75%0.95%0.93%0.71%0.82%1.01%0.97%0.90%
WM
Waste Management, Inc.
1.46%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

Drawdowns

LFUS vs. WM - Drawdown Comparison

The maximum LFUS drawdown since its inception was -82.44%, which is greater than WM's maximum drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for LFUS and WM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.06%
-9.60%
LFUS
WM

Volatility

LFUS vs. WM - Volatility Comparison

Littelfuse, Inc. (LFUS) has a higher volatility of 7.51% compared to Waste Management, Inc. (WM) at 4.13%. This indicates that LFUS'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%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.51%
4.13%
LFUS
WM

Financials

LFUS vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Littelfuse, 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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