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RSG vs. FTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RSG vs. FTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Republic Services, Inc. (RSG) and Fortis Inc (FTS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSG achieves a -0.38% return, which is significantly lower than FTS's 11.40% return. Over the past 10 years, RSG has outperformed FTS with an annualized return of 17.46%, while FTS has yielded a comparatively lower 10.07% annualized return.


RSG

1D
0.89%
1M
3.06%
YTD
-0.38%
6M
-1.18%
1Y
-15.74%
3Y*
14.95%
5Y*
15.35%
10Y*
17.46%

FTS

1D
0.87%
1M
2.11%
YTD
11.40%
6M
13.52%
1Y
22.71%
3Y*
14.70%
5Y*
8.43%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSG vs. FTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSG
Republic Services, Inc.
-0.38%6.44%23.03%29.64%-6.16%47.03%9.53%26.62%8.85%20.96%
FTS
Fortis Inc
11.40%29.62%5.81%7.38%-13.69%22.73%1.91%29.00%-5.86%24.45%

Correlation

The correlation between RSG and FTS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.36

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

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.37

Fundamentals

Market Cap

RSG:

$64.88B

FTS:

$28.94B

EPS

RSG:

$6.98

FTS:

CA$3.40

PE Ratio

RSG:

30.07

FTS:

23.41

PEG Ratio

RSG:

2.12

FTS:

3.41

PS Ratio

RSG:

3.91

FTS:

3.45

PB Ratio

RSG:

5.42

FTS:

1.77

Total Revenue (TTM)

RSG:

$16.70B

FTS:

CA$12.22B

Gross Profit (TTM)

RSG:

$3.80B

FTS:

CA$7.44B

EBITDA (TTM)

RSG:

$4.89B

FTS:

CA$5.80B

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Return for Risk

RSG vs. FTS — Risk / Return Rank

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

RSG
RSG Risk / Return Rank: 1212
Overall Rank
RSG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RSG Sortino Ratio Rank: 1111
Sortino Ratio Rank
RSG Omega Ratio Rank: 1212
Omega Ratio Rank
RSG Calmar Ratio Rank: 1313
Calmar Ratio Rank
RSG Martin Ratio Rank: 1313
Martin Ratio Rank

FTS
FTS Risk / Return Rank: 8585
Overall Rank
FTS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FTS Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTS Omega Ratio Rank: 8282
Omega Ratio Rank
FTS Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTS Martin Ratio Rank: 8787
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.

RSG vs. FTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) and Fortis Inc (FTS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSGFTSDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.57

Omega ratioGain probability vs. loss probability

0.87

1.30

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.77

3.66

-4.44

Martin ratioReturn relative to average drawdown

-1.28

9.05

-10.33

RSG vs. FTS - Sharpe Ratio Comparison

The current RSG Sharpe Ratio is -0.85, which is lower than the FTS Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of RSG and FTS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSG vs. FTS - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.99%, which is greater than FTS's maximum drawdown of -34.36%. Use the drawdown chart below to compare losses from any high point for RSG and FTS.


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Drawdown Indicators


RSGFTSDifference

Max Drawdown

Largest peak-to-trough decline

-65.99%

-34.36%

-31.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.44%

-6.23%

-14.21%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

-14.46%

-8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-29.96%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.02%

-34.36%

+0.34%

Current Drawdown

Current decline from peak

-17.77%

-2.01%

-15.76%

Average Drawdown

Average peak-to-trough decline

-11.83%

-6.83%

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.50%

2.52%

+9.98%

Volatility

RSG vs. FTS - Volatility Comparison

Republic Services, Inc. (RSG) has a higher volatility of 7.23% compared to Fortis Inc (FTS) at 4.93%. This indicates that RSG's price experiences larger fluctuations and is considered to be riskier than FTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSGFTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

4.93%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

10.55%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

13.48%

+5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

16.31%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

18.94%

+0.14%

Dividends

RSG vs. FTS - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 1.17%, less than FTS's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
FTS
Fortis Inc
3.23%3.42%4.62%4.50%4.48%3.40%3.54%3.31%3.35%4.43%4.94%0.00%
RSG
Republic Services, Inc.
1.17%1.12%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%

Financials

RSG vs. FTS - Financials Comparison

This section allows you to compare key financial metrics between Republic Services, Inc. and Fortis 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


2.00B2.50B3.00B3.50B4.00B20222023202420252026
4.11B
3.39B
(RSG) Total Revenue
(FTS) Total Revenue
Please note, different currencies. RSG values in USD, FTS values in CAD

RSG vs. FTS - Profitability Comparison

The chart below illustrates the profitability comparison between Republic Services, Inc. and Fortis Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
27.6%
Portfolio components
RSG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Republic Services, Inc. reported a gross profit of 0.00 and revenue of 4.11B. Therefore, the gross margin over that period was 0.0%.

FTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported a gross profit of 935.41M and revenue of 3.39B. Therefore, the gross margin over that period was 27.6%.

RSG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Republic Services, Inc. reported an operating income of 830.00M and revenue of 4.11B, resulting in an operating margin of 20.2%.

FTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported an operating income of 935.41M and revenue of 3.39B, resulting in an operating margin of 27.6%.

RSG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Republic Services, Inc. reported a net income of 525.00M and revenue of 4.11B, resulting in a net margin of 12.8%.

FTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported a net income of 524.35M and revenue of 3.39B, resulting in a net margin of 15.5%.


Frequently Asked Questions


RSG and FTS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSG has higher volatility (7.23%) compared to FTS (4.93%). In terms of maximum drawdown, RSG dropped -65.99% vs FTS's -34.36%.

FTS currently has the higher Sharpe Ratio (1.70 vs -0.85), 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 RSG and FTS

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