RSG vs. USMV
RSG (Republic Services, Inc.) is a stock, while USMV (iShares MSCI USA Min Vol Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index. Over the past 10 years, RSG returned 17.16%/yr vs 9.75%/yr for USMV. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
RSG vs. USMV - Performance Comparison
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Returns By Period
In the year-to-date period, RSG achieves a -2.74% return, which is significantly lower than USMV's 1.55% return. Over the past 10 years, RSG has outperformed USMV with an annualized return of 17.16%, while USMV has yielded a comparatively lower 9.75% annualized return.
RSG
- 1D
- -2.43%
- 1M
- 2.45%
- YTD
- -2.74%
- 6M
- -2.52%
- 1Y
- -18.10%
- 3Y*
- 13.98%
- 5Y*
- 14.87%
- 10Y*
- 17.16%
USMV
- 1D
- -0.43%
- 1M
- 1.28%
- YTD
- 1.55%
- 6M
- 2.27%
- 1Y
- 3.18%
- 3Y*
- 11.35%
- 5Y*
- 7.21%
- 10Y*
- 9.75%
RSG vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSG Republic Services, Inc. | -2.74% | 6.44% | 23.03% | 29.64% | -6.16% | 47.03% | 9.53% | 26.62% | 8.85% | 20.96% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.55% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
Correlation
The correlation between RSG and USMV is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.62 |
The correlation between RSG and USMV shifts across timeframes, from 0.43 (1 year) to 0.64 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
RSG vs. USMV — Risk / Return Rank
RSG
USMV
RSG vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.
| RSG | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.07 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 0.49 | -1.37 |
| Martin ratioReturn relative to average drawdown | -1.47 | 1.64 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSG | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | 0.37 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.59 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.67 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.86 | -0.47 |
Drawdowns
RSG vs. USMV - Drawdown Comparison
The maximum RSG drawdown since its inception was -65.99%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for RSG and USMV.
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Drawdown Indicators
| RSG | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.99% | -33.10% | -32.89% |
Max Drawdown (1Y)Largest decline over 1 year | -20.63% | -6.46% | -14.17% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -9.36% | -13.18% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -17.93% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.02% | -33.10% | -0.92% |
Current DrawdownCurrent decline from peak | -19.72% | -2.24% | -17.48% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -2.88% | -8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.70% | 1.94% | +10.76% |
Volatility
RSG vs. USMV - Volatility Comparison
Republic Services, Inc. (RSG) has a higher volatility of 6.85% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.65%. This indicates that RSG's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSG | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 2.65% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 6.02% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 8.57% | +9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 12.36% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 14.51% | +4.55% |
Dividends
RSG vs. USMV - Dividend Comparison
RSG's dividend yield for the trailing twelve months is around 1.20%, less than USMV's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSG Republic Services, Inc. | 1.20% | 1.12% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.54% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
RSG and USMV have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSG has higher volatility (6.85%) compared to USMV (2.65%). In terms of maximum drawdown, RSG dropped -65.99% vs USMV's -33.10%.
USMV currently has the higher Sharpe Ratio (0.37 vs -0.99), 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.
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