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

Correlation

The correlation between PRG and WM is 0.16, 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.


-0.50.00.51.00.2

Performance

PRG vs. WM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.86%
-2.75%
PRG
WM

Key characteristics

Sharpe Ratio

PRG:

0.87

WM:

0.99

Sortino Ratio

PRG:

1.58

WM:

1.38

Omega Ratio

PRG:

1.20

WM:

1.22

Calmar Ratio

PRG:

0.65

WM:

1.50

Martin Ratio

PRG:

5.44

WM:

3.96

Ulcer Index

PRG:

6.80%

WM:

4.47%

Daily Std Dev

PRG:

42.35%

WM:

18.00%

Max Drawdown

PRG:

-80.87%

WM:

-77.85%

Current Drawdown

PRG:

-34.73%

WM:

-9.80%

Fundamentals

Market Cap

PRG:

$1.82B

WM:

$83.89B

EPS

PRG:

$3.61

WM:

$6.54

PE Ratio

PRG:

12.16

WM:

31.96

Total Revenue (TTM)

PRG:

$2.42B

WM:

$21.39B

Gross Profit (TTM)

PRG:

$803.32M

WM:

$7.35B

EBITDA (TTM)

PRG:

$1.82B

WM:

$6.19B

Returns By Period

In the year-to-date period, PRG achieves a 39.23% return, which is significantly higher than WM's 16.32% return. Over the past 10 years, PRG has underperformed WM with an annualized return of 5.47%, while WM has yielded a comparatively higher 17.23% annualized return.


PRG

YTD

39.23%

1M

-10.37%

6M

20.53%

1Y

36.97%

5Y*

-2.20%

10Y*

5.47%

WM

YTD

16.32%

1M

-8.17%

6M

-2.47%

1Y

17.73%

5Y*

14.58%

10Y*

17.23%

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Risk-Adjusted Performance

PRG vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PROG Holdings, Inc. (PRG) 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 PRG, currently valued at 0.87, compared to the broader market-4.00-2.000.002.000.870.99
The chart of Sortino ratio for PRG, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.581.38
The chart of Omega ratio for PRG, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.22
The chart of Calmar ratio for PRG, currently valued at 0.65, compared to the broader market0.002.004.006.000.651.50
The chart of Martin ratio for PRG, currently valued at 5.44, compared to the broader market0.0010.0020.005.443.96
PRG
WM

The current PRG Sharpe Ratio is 0.87, which is comparable to the WM Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PRG 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.87
0.99
PRG
WM

Dividends

PRG vs. WM - Dividend Comparison

PRG's dividend yield for the trailing twelve months is around 1.13%, less than WM's 1.46% yield.


TTM20232022202120202019201820172016201520142013
PRG
PROG Holdings, Inc.
1.13%0.00%0.00%0.00%0.26%0.25%0.30%0.28%0.32%0.42%0.28%0.24%
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

PRG vs. WM - Drawdown Comparison

The maximum PRG drawdown since its inception was -80.87%, roughly equal to the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for PRG and WM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.73%
-9.80%
PRG
WM

Volatility

PRG vs. WM - Volatility Comparison

PROG Holdings, Inc. (PRG) has a higher volatility of 9.35% compared to Waste Management, Inc. (WM) at 3.65%. This indicates that PRG'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.35%
3.65%
PRG
WM

Financials

PRG vs. WM - Financials Comparison

This section allows you to compare key financial metrics between PROG Holdings, 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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