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

Correlation

The correlation between SRCL and RSG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SRCL vs. RSG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SRCL:

0.28

RSG:

2.40

Sortino Ratio

SRCL:

1.32

RSG:

2.93

Omega Ratio

SRCL:

1.37

RSG:

1.43

Calmar Ratio

SRCL:

0.57

RSG:

4.88

Martin Ratio

SRCL:

5.97

RSG:

14.26

Ulcer Index

SRCL:

6.45%

RSG:

2.93%

Daily Std Dev

SRCL:

92.06%

RSG:

18.03%

Max Drawdown

SRCL:

-76.67%

RSG:

-65.98%

Current Drawdown

SRCL:

-58.91%

RSG:

0.00%

Fundamentals

Market Cap

SRCL:

$5.75B

RSG:

$79.51B

EPS

SRCL:

$0.39

RSG:

$6.64

PE Ratio

SRCL:

158.92

RSG:

38.32

PEG Ratio

SRCL:

1.58

RSG:

4.02

PS Ratio

SRCL:

2.19

RSG:

4.91

PB Ratio

SRCL:

2.27

RSG:

6.82

Total Revenue (TTM)

SRCL:

$1.31B

RSG:

$16.18B

Gross Profit (TTM)

SRCL:

$474.40M

RSG:

$5.91B

EBITDA (TTM)

SRCL:

$111.70M

RSG:

$4.89B

Returns By Period

In the year-to-date period, SRCL achieves a -13.44% return, which is significantly lower than RSG's 28.57% return. Over the past 10 years, SRCL has underperformed RSG with an annualized return of -7.65%, while RSG has yielded a comparatively higher 22.63% annualized return.


SRCL

YTD

-13.44%

1M

-31.36%

6M

-19.51%

1Y

25.72%

3Y*

7.47%

5Y*

2.48%

10Y*

-7.65%

RSG

YTD

28.57%

1M

2.61%

6M

18.48%

1Y

42.87%

3Y*

25.95%

5Y*

26.45%

10Y*

22.63%

*Annualized

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Stericycle, Inc.

Republic Services, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SRCL vs. RSG — Risk-Adjusted Performance Rank

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

SRCL
The Risk-Adjusted Performance Rank of SRCL is 7777
Overall Rank
The Sharpe Ratio Rank of SRCL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SRCL is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SRCL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SRCL is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SRCL is 8888
Martin Ratio Rank

RSG
The Risk-Adjusted Performance Rank of RSG is 9696
Overall Rank
The Sharpe Ratio Rank of RSG is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of RSG is 9494
Sortino Ratio Rank
The Omega Ratio Rank of RSG is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RSG is 9999
Calmar Ratio Rank
The Martin Ratio Rank of RSG is 9797
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.

SRCL vs. RSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stericycle, Inc. (SRCL) and Republic Services, Inc. (RSG). 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 current SRCL Sharpe Ratio is 0.28, which is lower than the RSG Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SRCL and RSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SRCL vs. RSG - Dividend Comparison

SRCL has not paid dividends to shareholders, while RSG's dividend yield for the trailing twelve months is around 0.88%.


TTM20242023202220212020201920182017201620152014
SRCL
Stericycle, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSG
Republic Services, Inc.
0.88%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%

Drawdowns

SRCL vs. RSG - Drawdown Comparison

The maximum SRCL drawdown since its inception was -76.67%, which is greater than RSG's maximum drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for SRCL and RSG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SRCL vs. RSG - Volatility Comparison

Stericycle, Inc. (SRCL) has a higher volatility of 52.55% compared to Republic Services, Inc. (RSG) at 5.20%. This indicates that SRCL's price experiences larger fluctuations and is considered to be riskier than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SRCL vs. RSG - Financials Comparison

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


1.00B2.00B3.00B4.00B20212022202320242025
648.40M
4.01B
(SRCL) Total Revenue
(RSG) Total Revenue
Values in USD except per share items