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SRG vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRG and WM is 0.47, 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

SRG vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seritage Growth Properties (SRG) and Waste Management, Inc. (WM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SRG:

-1.00

WM:

0.91

Sortino Ratio

SRG:

-1.72

WM:

1.28

Omega Ratio

SRG:

0.80

WM:

1.19

Calmar Ratio

SRG:

-0.50

WM:

1.54

Martin Ratio

SRG:

-1.66

WM:

3.48

Ulcer Index

SRG:

28.63%

WM:

5.28%

Daily Std Dev

SRG:

46.46%

WM:

20.42%

Max Drawdown

SRG:

-95.30%

WM:

-77.85%

Current Drawdown

SRG:

-94.64%

WM:

0.00%

Fundamentals

Market Cap

SRG:

$158.84M

WM:

$96.97B

EPS

SRG:

-$2.88

WM:

$6.72

PEG Ratio

SRG:

0.00

WM:

3.10

PS Ratio

SRG:

10.98

WM:

4.23

PB Ratio

SRG:

0.42

WM:

11.06

Total Revenue (TTM)

SRG:

$16.40M

WM:

$22.92B

Gross Profit (TTM)

SRG:

-$8.02M

WM:

$8.49B

EBITDA (TTM)

SRG:

-$40.92M

WM:

$6.60B

Returns By Period

In the year-to-date period, SRG achieves a -31.55% return, which is significantly lower than WM's 19.86% return.


SRG

YTD

-31.55%

1M

-5.69%

6M

-38.16%

1Y

-46.39%

3Y*

-29.45%

5Y*

-18.56%

10Y*

N/A

WM

YTD

19.86%

1M

3.24%

6M

6.33%

1Y

16.01%

3Y*

16.81%

5Y*

19.63%

10Y*

19.47%

*Annualized

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Seritage Growth Properties

Waste Management, Inc.

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

Risk-Adjusted Performance

SRG vs. WM — Risk-Adjusted Performance Rank

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

SRG
The Risk-Adjusted Performance Rank of SRG is 77
Overall Rank
The Sharpe Ratio Rank of SRG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SRG is 44
Sortino Ratio Rank
The Omega Ratio Rank of SRG is 55
Omega Ratio Rank
The Calmar Ratio Rank of SRG is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SRG is 33
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7979
Overall Rank
The Sharpe Ratio Rank of WM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of WM is 8080
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.

SRG vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seritage Growth Properties (SRG) 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.


The current SRG Sharpe Ratio is -1.00, which is lower than the WM Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SRG and WM, 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

SRG vs. WM - Dividend Comparison

SRG has not paid dividends to shareholders, while WM's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
SRG
Seritage Growth Properties
0.00%0.00%0.00%0.00%0.00%0.00%0.62%3.09%2.47%2.34%1.24%0.00%
WM
Waste Management, Inc.
1.28%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

SRG vs. WM - Drawdown Comparison

The maximum SRG drawdown since its inception was -95.30%, which is greater than WM's maximum drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for SRG and WM.


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

Volatility

SRG vs. WM - Volatility Comparison

Seritage Growth Properties (SRG) has a higher volatility of 7.25% compared to Waste Management, Inc. (WM) at 5.21%. This indicates that SRG's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SRG vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Seritage Growth Properties 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
4.60M
6.02B
(SRG) Total Revenue
(WM) Total Revenue
Values in USD except per share items