SGSOY vs. WM
SGSOY (SGS SA) and WM (Waste Management, Inc.) are both stocks. Both are in the Industrials sector — SGSOY in Consulting Services, WM in Waste Management. Over the past 10 years, SGSOY returned 5.83%/yr vs 15.25%/yr for WM. At a 0.29 correlation, their price movements are largely independent.
Performance
SGSOY vs. WM - Performance Comparison
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Returns By Period
In the year-to-date period, SGSOY achieves a 1.98% return, which is significantly higher than WM's -0.81% return. Over the past 10 years, SGSOY has underperformed WM with an annualized return of 5.83%, while WM has yielded a comparatively higher 15.25% annualized return.
SGSOY
- 1D
- 0.18%
- 1M
- 2.95%
- YTD
- 1.98%
- 6M
- 5.02%
- 1Y
- 12.66%
- 3Y*
- 10.56%
- 5Y*
- 1.44%
- 10Y*
- 5.83%
WM
- 1D
- -1.93%
- 1M
- 0.79%
- YTD
- -0.81%
- 6M
- 3.67%
- 1Y
- -7.08%
- 3Y*
- 11.63%
- 5Y*
- 10.86%
- 10Y*
- 15.25%
SGSOY vs. WM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSOY SGS SA | 1.98% | 19.14% | 20.15% | -4.05% | -29.29% | 16.08% | 12.53% | 23.36% | -12.00% | 35.62% |
WM Waste Management, Inc. | -0.81% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
Correlation
The correlation between SGSOY and WM is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.29 |
The correlation between SGSOY and WM shifts across timeframes, from 0.10 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SGSOY:
$21.57B
WM:
$87.41B
SGSOY:
$0.65
WM:
$6.91
SGSOY:
17.22
WM:
31.28
SGSOY:
9.31
WM:
2.56
SGSOY:
1.56
WM:
3.44
SGSOY:
23.94
WM:
8.72
SGSOY:
$13.71B
WM:
$25.41B
SGSOY:
$8.66B
WM:
$5.61B
SGSOY:
$2.70B
WM:
$6.96B
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Return for Risk
SGSOY vs. WM — Risk / Return Rank
SGSOY
WM
SGSOY vs. WM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGS SA (SGSOY) 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.
| SGSOY | WM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.95 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | -0.43 | +1.14 |
| Martin ratioReturn relative to average drawdown | 2.08 | -0.95 | +3.03 |
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
| SGSOY | WM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | -0.38 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.59 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.78 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.36 | -0.07 |
Drawdowns
SGSOY vs. WM - Drawdown Comparison
The maximum SGSOY drawdown since its inception was -53.49%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for SGSOY and WM.
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Drawdown Indicators
| SGSOY | WM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.49% | -77.85% | +24.36% |
Max Drawdown (1Y)Largest decline over 1 year | -17.90% | -16.72% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -18.14% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -36.92% | -18.14% | -18.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.92% | -30.07% | -6.85% |
Current DrawdownCurrent decline from peak | -7.68% | -11.59% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -17.69% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.11% | 7.49% | -1.38% |
Volatility
SGSOY vs. WM - Volatility Comparison
The current volatility for SGS SA (SGSOY) is 4.66%, while Waste Management, Inc. (WM) has a volatility of 5.91%. This indicates that SGSOY experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGSOY | WM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 5.91% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 13.69% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.76% | 18.73% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.85% | 18.55% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 19.51% | +1.95% |
Dividends
SGSOY vs. WM - Dividend Comparison
SGSOY's dividend yield for the trailing twelve months is around 3.68%, more than WM's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSOY SGS SA | 3.68% | 3.19% | 3.64% | 3.96% | 3.72% | 2.52% | 1.61% | 1.69% | 2.10% | 4.35% | 5.56% | 2.04% |
WM Waste Management, Inc. | 1.64% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Financials
SGSOY vs. WM - Financials Comparison
This section allows you to compare key financial metrics between SGS SA 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.
Total Revenue: Total amount of money received from sales and other business activities
SGSOY vs. WM - Profitability Comparison
SGSOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SGS SA reported a gross profit of 1.32B and revenue of 3.49B. Therefore, the gross margin over that period was 37.9%.
WM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported a gross profit of 0.00 and revenue of 6.23B. Therefore, the gross margin over that period was 0.0%.
SGSOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SGS SA reported an operating income of 561.32M and revenue of 3.49B, resulting in an operating margin of 16.1%.
WM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported an operating income of 1.11B and revenue of 6.23B, resulting in an operating margin of 17.9%.
SGSOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SGS SA reported a net income of 351.08M and revenue of 3.49B, resulting in a net margin of 10.1%.
WM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported a net income of 723.00M and revenue of 6.23B, resulting in a net margin of 11.6%.
Frequently Asked Questions
SGSOY and WM have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WM has higher volatility (5.91%) compared to SGSOY (4.66%). In terms of maximum drawdown, SGSOY dropped -53.49% vs WM's -77.85%.
SGSOY currently has the higher Sharpe Ratio (0.61 vs -0.38), 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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