PortfoliosLab logo
RSG vs. GFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RSG and GFL is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

RSG vs. GFL - Performance Comparison

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

130.00%140.00%150.00%160.00%170.00%180.00%190.00%NovemberDecember2025FebruaryMarchApril
188.38%
190.34%
RSG
GFL

Key characteristics

Sharpe Ratio

RSG:

1.70

GFL:

1.26

Sortino Ratio

RSG:

2.23

GFL:

2.00

Omega Ratio

RSG:

1.32

GFL:

1.25

Calmar Ratio

RSG:

3.51

GFL:

1.43

Martin Ratio

RSG:

9.62

GFL:

7.59

Ulcer Index

RSG:

3.12%

GFL:

4.98%

Daily Std Dev

RSG:

17.66%

GFL:

30.04%

Max Drawdown

RSG:

-65.98%

GFL:

-42.59%

Current Drawdown

RSG:

-1.82%

GFL:

-1.13%

Fundamentals

Market Cap

RSG:

$76.22B

GFL:

$17.83B

EPS

RSG:

$6.49

GFL:

-$1.50

Total Revenue (TTM)

RSG:

$12.17B

GFL:

$6.06B

Gross Profit (TTM)

RSG:

$4.22B

GFL:

$1.19B

EBITDA (TTM)

RSG:

$3.62B

GFL:

$878.50M

Returns By Period

In the year-to-date period, RSG achieves a 21.89% return, which is significantly higher than GFL's 8.36% return.


RSG

YTD

21.89%

1M

5.38%

6M

19.94%

1Y

31.30%

5Y*

27.13%

10Y*

22.02%

GFL

YTD

8.36%

1M

4.26%

6M

19.21%

1Y

44.61%

5Y*

26.03%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RSG vs. GFL — Risk-Adjusted Performance Rank

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

RSG
The Risk-Adjusted Performance Rank of RSG is 9494
Overall Rank
The Sharpe Ratio Rank of RSG is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of RSG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of RSG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of RSG is 9898
Calmar Ratio Rank
The Martin Ratio Rank of RSG is 9595
Martin Ratio Rank

GFL
The Risk-Adjusted Performance Rank of GFL is 9090
Overall Rank
The Sharpe Ratio Rank of GFL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of GFL is 8989
Sortino Ratio Rank
The Omega Ratio Rank of GFL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of GFL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GFL is 9494
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.

RSG vs. GFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) 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 chart of Sharpe ratio for RSG, currently valued at 1.70, compared to the broader market-2.00-1.000.001.002.00
RSG: 1.70
GFL: 1.26
The chart of Sortino ratio for RSG, currently valued at 2.23, compared to the broader market-6.00-4.00-2.000.002.004.00
RSG: 2.23
GFL: 2.00
The chart of Omega ratio for RSG, currently valued at 1.32, compared to the broader market0.501.001.502.00
RSG: 1.32
GFL: 1.25
The chart of Calmar ratio for RSG, currently valued at 3.51, compared to the broader market0.001.002.003.004.00
RSG: 3.51
GFL: 1.43
The chart of Martin ratio for RSG, currently valued at 9.62, compared to the broader market-5.000.005.0010.0015.0020.00
RSG: 9.62
GFL: 7.59

The current RSG Sharpe Ratio is 1.70, which is higher than the GFL Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of RSG 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.70
1.26
RSG
GFL

Dividends

RSG vs. GFL - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 0.93%, more than GFL's 0.09% yield.


TTM20242023202220212020201920182017201620152014
RSG
Republic Services, Inc.
0.93%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%
GFL
GFL Environmental Inc.
0.09%0.12%0.15%0.50%0.11%0.10%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RSG vs. GFL - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.98%, which is greater than GFL's maximum drawdown of -42.59%. Use the drawdown chart below to compare losses from any high point for RSG and GFL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.82%
-1.13%
RSG
GFL

Volatility

RSG vs. GFL - Volatility Comparison

The current volatility for Republic Services, Inc. (RSG) is 8.92%, while GFL Environmental Inc. (GFL) has a volatility of 13.84%. This indicates that RSG experiences smaller price fluctuations and is considered to be less risky than GFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.92%
13.84%
RSG
GFL

Financials

RSG vs. GFL - Financials Comparison

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


Values in USD except per share items