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RSG vs. WMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RSGWMS
YTD Return24.95%8.12%
1Y Return40.39%42.31%
3Y Return (Ann)16.54%10.88%
5Y Return (Ann)20.36%33.36%
10Y Return (Ann)20.51%22.78%
Sharpe Ratio2.991.29
Sortino Ratio3.592.08
Omega Ratio1.561.24
Calmar Ratio5.311.50
Martin Ratio19.284.90
Ulcer Index2.16%9.07%
Daily Std Dev13.93%34.56%
Max Drawdown-65.98%-53.58%
Current Drawdown-1.59%-15.24%

Fundamentals


RSGWMS
Market Cap$64.17B$11.75B
EPS$6.09$6.32
PE Ratio33.5523.99
PEG Ratio3.291.30
Total Revenue (TTM)$11.74B$2.13B
Gross Profit (TTM)$3.95B$817.22M
EBITDA (TTM)$3.57B$642.01M

Correlation

-0.50.00.51.00.3

The correlation between RSG and WMS is 0.27, 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.

Performance

RSG vs. WMS - Performance Comparison

In the year-to-date period, RSG achieves a 24.95% return, which is significantly higher than WMS's 8.12% return. Over the past 10 years, RSG has underperformed WMS with an annualized return of 20.51%, while WMS has yielded a comparatively higher 22.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
7.18%
-3.23%
RSG
WMS

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Risk-Adjusted Performance

RSG vs. WMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) and Advanced Drainage Systems, Inc. (WMS). 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
Sharpe ratio
The chart of Sharpe ratio for RSG, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.002.99
Sortino ratio
The chart of Sortino ratio for RSG, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for RSG, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for RSG, currently valued at 5.31, compared to the broader market0.002.004.006.005.31
Martin ratio
The chart of Martin ratio for RSG, currently valued at 19.28, compared to the broader market-10.000.0010.0020.0030.0019.28
WMS
Sharpe ratio
The chart of Sharpe ratio for WMS, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.29
Sortino ratio
The chart of Sortino ratio for WMS, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for WMS, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for WMS, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Martin ratio
The chart of Martin ratio for WMS, currently valued at 4.90, compared to the broader market-10.000.0010.0020.0030.004.90

RSG vs. WMS - Sharpe Ratio Comparison

The current RSG Sharpe Ratio is 2.99, which is higher than the WMS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RSG and WMS, 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 Ratio0.000.501.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.99
1.29
RSG
WMS

Dividends

RSG vs. WMS - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 1.07%, more than WMS's 0.40% yield.


TTM20232022202120202019201820172016201520142013
RSG
Republic Services, Inc.
1.07%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%2.98%
WMS
Advanced Drainage Systems, Inc.
0.40%0.38%0.57%0.31%0.43%3.47%1.24%1.09%1.08%0.76%0.17%0.00%

Drawdowns

RSG vs. WMS - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.98%, which is greater than WMS's maximum drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for RSG and WMS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.59%
-15.24%
RSG
WMS

Volatility

RSG vs. WMS - Volatility Comparison

The current volatility for Republic Services, Inc. (RSG) is 4.00%, while Advanced Drainage Systems, Inc. (WMS) has a volatility of 4.76%. This indicates that RSG experiences smaller price fluctuations and is considered to be less risky than WMS 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%16.00%MayJuneJulyAugustSeptemberOctober
4.00%
4.76%
RSG
WMS

Financials

RSG vs. WMS - Financials Comparison

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