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USD=X vs. WM
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. WM - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. WM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WM
Waste Management, Inc.
-0.81%10.50%14.28%16.20%-4.49%43.82%5.46%30.45%5.32%24.46%

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Return for Risk

USD=X vs. WM — Risk / Return Rank

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

USD=X

WM
WM Risk / Return Rank: 2424
Overall Rank
WM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
WM Sortino Ratio Rank: 2222
Sortino Ratio Rank
WM Omega Ratio Rank: 2323
Omega Ratio Rank
WM Calmar Ratio Rank: 2828
Calmar Ratio Rank
WM Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. WM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. WM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

Drawdowns

USD=X vs. WM - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for USD=X and WM.


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Drawdown Indicators


USD=XWMDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-77.85%

+77.85%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-16.72%

+16.72%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-18.14%

+18.14%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-18.14%

+18.14%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-30.07%

+30.07%

Current Drawdown

Current decline from peak

0.00%

-11.59%

+11.59%

Average Drawdown

Average peak-to-trough decline

0.00%

-17.69%

+17.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.49%

-7.49%

Volatility

USD=X vs. WM - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Waste Management, Inc. (WM) has a volatility of 5.91%. This indicates that USD=X 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


USD=XWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.91%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

13.69%

-13.69%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

18.73%

-18.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.55%

-18.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.51%

-19.51%

Frequently Asked Questions


WM has higher volatility (5.91%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs WM's -77.85%.

Portfolio Optimizer

Find the right allocation for USD=X and WM

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