PortfoliosLab logoPortfoliosLab logo
NOA vs. GFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

Loading charts...

Returns By Period

In the year-to-date period, NOA achieves a -4.60% return, which is significantly higher than GFL's -19.12% return.


NOA

1D
-1.98%
1M
-6.36%
YTD
-4.60%
6M
-4.93%
1Y
-20.74%
3Y*
-8.50%
5Y*
1.00%
10Y*
18.82%

GFL

1D
2.81%
1M
-7.96%
YTD
-19.12%
6M
-22.64%
1Y
-29.59%
3Y*
-2.41%
5Y*
1.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOA vs. GFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NOA
North American Construction Group Ltd
-4.60%-31.98%5.16%58.49%-9.78%54.32%15.16%
GFL
GFL Environmental Inc.
-19.12%-3.44%29.26%18.24%-22.65%29.88%73.97%

Correlation

The correlation between NOA and GFL is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2020

0.17

The correlation between NOA and GFL shifts across timeframes, from 0.06 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NOA:

$385.95M

GFL:

$12.44B

EPS

NOA:

$1.09

GFL:

$0.57

PE Ratio

NOA:

12.38

GFL:

61.42

PS Ratio

NOA:

0.33

GFL:

1.91

PB Ratio

NOA:

0.81

GFL:

1.70

Total Revenue (TTM)

NOA:

$1.26B

GFL:

$6.70B

Gross Profit (TTM)

NOA:

$166.23M

GFL:

$1.38B

EBITDA (TTM)

NOA:

$324.24M

GFL:

$2.14B

Compare stocks, funds, or ETFs

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


Return for Risk

NOA vs. GFL — Risk / Return Rank

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

NOA
NOA Risk / Return Rank: 2121
Overall Rank
NOA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NOA Sortino Ratio Rank: 2626
Sortino Ratio Rank
NOA Omega Ratio Rank: 2424
Omega Ratio Rank
NOA Calmar Ratio Rank: 1717
Calmar Ratio Rank
NOA Martin Ratio Rank: 1717
Martin Ratio Rank

GFL
GFL Risk / Return Rank: 44
Overall Rank
GFL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GFL Sortino Ratio Rank: 44
Sortino Ratio Rank
GFL Omega Ratio Rank: 55
Omega Ratio Rank
GFL Calmar Ratio Rank: 77
Calmar Ratio Rank
GFL Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOA vs. GFL - Risk-Adjusted Trends 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.


NOAGFLDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

0.96

0.79

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.87

+0.22

Martin ratioReturn relative to average drawdown

-1.11

-1.98

+0.87

NOA vs. GFL - Sharpe Ratio Comparison

The current NOA Sharpe Ratio is -0.41, which is higher than the GFL Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of NOA and GFL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NOAGFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

-1.18

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.07

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.38

-0.38

Drawdowns

NOA vs. GFL - Drawdown Comparison

The maximum NOA drawdown since its inception was -93.59%, which is greater than GFL's maximum drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for NOA and GFL.


Loading charts...

Drawdown Indicators


NOAGFLDifference

Max Drawdown

Largest peak-to-trough decline

-93.59%

-42.76%

-50.83%

Max Drawdown (1Y)

Largest decline over 1 year

-32.31%

-34.20%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-50.67%

-34.88%

-15.79%

Max Drawdown (5Y)

Largest decline over 5 years

-50.67%

-42.76%

-7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-68.41%

Current Drawdown

Current decline from peak

-44.11%

-32.61%

-11.50%

Average Drawdown

Average peak-to-trough decline

-55.69%

-14.34%

-41.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.70%

14.98%

+3.72%

Volatility

NOA vs. GFL - Volatility Comparison

North American Construction Group Ltd (NOA) has a higher volatility of 13.10% compared to GFL Environmental Inc. (GFL) at 7.45%. 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.


Loading charts...

Volatility by Period


NOAGFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.10%

7.45%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

40.85%

21.11%

+19.74%

Volatility (1Y)

Calculated over the trailing 1-year period

50.80%

25.19%

+25.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.32%

29.77%

+12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.95%

32.96%

+12.99%

Dividends

NOA vs. GFL - Dividend Comparison

NOA's dividend yield for the trailing twelve months is around 3.20%, more than GFL's 0.18% yield.


PositionTTM20252024202320222021202020192018201720162015
GFL
GFL Environmental Inc.
0.18%0.14%0.12%0.15%0.16%0.11%0.10%0.00%0.00%0.00%0.00%0.00%
NOA
North American Construction Group Ltd
3.20%2.39%1.42%1.54%1.84%0.85%1.21%0.74%0.73%1.62%2.08%4.62%

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


0.00500.00M1.00B1.50B2.00B20222023202420252026
320.04M
1.65B
(NOA) Total Revenue
(GFL) Total Revenue
Values in USD except per share items

NOA vs. GFL - Profitability Comparison

The chart below illustrates the profitability comparison between North American Construction Group Ltd and GFL Environmental Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%20222023202420252026
13.2%
18.2%
Portfolio components
NOA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, North American Construction Group Ltd reported a gross profit of 42.36M and revenue of 320.04M. Therefore, the gross margin over that period was 13.2%.

GFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GFL Environmental Inc. reported a gross profit of 300.57M and revenue of 1.65B. Therefore, the gross margin over that period was 18.2%.

NOA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, North American Construction Group Ltd reported an operating income of 21.87M and revenue of 320.04M, resulting in an operating margin of 6.8%.

GFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GFL Environmental Inc. reported an operating income of 34.09M and revenue of 1.65B, resulting in an operating margin of 2.1%.

NOA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, North American Construction Group Ltd reported a net income of 5.57M and revenue of 320.04M, resulting in a net margin of 1.7%.

GFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GFL Environmental Inc. reported a net income of -216.26M and revenue of 1.65B, resulting in a net margin of -13.1%.


Frequently Asked Questions


NOA and GFL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOA has higher volatility (13.10%) compared to GFL (7.45%). In terms of maximum drawdown, NOA dropped -93.59% vs GFL's -42.76%.

NOA currently has the higher Sharpe Ratio (-0.41 vs -1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NOA and GFL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer