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

Correlation

The correlation between NOA and GFL 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.


Performance

NOA vs. GFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North American Construction Group Ltd (NOA) and GFL Environmental Inc. (GFL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NOA:

-0.51

GFL:

1.72

Sortino Ratio

NOA:

-0.51

GFL:

2.47

Omega Ratio

NOA:

0.94

GFL:

1.32

Calmar Ratio

NOA:

-0.42

GFL:

1.82

Martin Ratio

NOA:

-1.22

GFL:

10.65

Ulcer Index

NOA:

15.89%

GFL:

4.60%

Daily Std Dev

NOA:

39.03%

GFL:

29.67%

Max Drawdown

NOA:

-93.62%

GFL:

-42.85%

Current Drawdown

NOA:

-35.06%

GFL:

-5.62%

Fundamentals

Market Cap

NOA:

$481.40M

GFL:

$17.85B

EPS

NOA:

$1.10

GFL:

-$1.52

PS Ratio

NOA:

0.41

GFL:

2.23

PB Ratio

NOA:

1.67

GFL:

3.09

Total Revenue (TTM)

NOA:

$868.76M

GFL:

$7.62B

Gross Profit (TTM)

NOA:

$156.76M

GFL:

$1.48B

EBITDA (TTM)

NOA:

$214.51M

GFL:

$1.14B

Returns By Period

In the year-to-date period, NOA achieves a -24.60% return, which is significantly lower than GFL's 9.30% return.


NOA

YTD

-24.60%

1M

13.20%

6M

-20.25%

1Y

-19.87%

5Y*

28.71%

10Y*

20.97%

GFL

YTD

9.30%

1M

0.89%

6M

10.01%

1Y

50.67%

5Y*

22.33%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NOA vs. GFL — Risk-Adjusted Performance Rank

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

NOA
The Risk-Adjusted Performance Rank of NOA is 2121
Overall Rank
The Sharpe Ratio Rank of NOA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of NOA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of NOA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of NOA is 2222
Calmar Ratio Rank
The Martin Ratio Rank of NOA is 1616
Martin Ratio Rank

GFL
The Risk-Adjusted Performance Rank of GFL is 9292
Overall Rank
The Sharpe Ratio Rank of GFL is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GFL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GFL is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GFL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GFL is 9595
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.

NOA vs. GFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for North American Construction Group Ltd (NOA) and GFL Environmental Inc. (GFL). 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.


The current NOA Sharpe Ratio is -0.51, which is lower than the GFL Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of NOA and GFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NOA vs. GFL - Dividend Comparison

NOA's dividend yield for the trailing twelve months is around 1.95%, more than GFL's 0.12% yield.


TTM20242023202220212020201920182017201620152014
NOA
North American Construction Group Ltd
1.95%1.42%1.41%1.84%0.85%1.22%0.91%0.69%1.64%2.09%4.35%2.29%
GFL
GFL Environmental Inc.
0.12%0.12%0.15%0.50%0.11%0.10%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NOA vs. GFL - Drawdown Comparison

The maximum NOA drawdown since its inception was -93.62%, which is greater than GFL's maximum drawdown of -42.85%. Use the drawdown chart below to compare losses from any high point for NOA and GFL. For additional features, visit the drawdowns tool.


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Volatility

NOA vs. GFL - Volatility Comparison

North American Construction Group Ltd (NOA) has a higher volatility of 7.34% compared to GFL Environmental Inc. (GFL) at 6.73%. This indicates that NOA's price experiences larger fluctuations and is considered to be riskier than GFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NOA vs. GFL - Financials Comparison

This section allows you to compare key financial metrics between North American Construction Group Ltd and GFL Environmental 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


0.00500.00M1.00B1.50B2.00B20212022202320242025
305.59M
1.56B
(NOA) Total Revenue
(GFL) Total Revenue
Values in USD except per share items