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WCN.TO vs. FFH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WCN.TOFFH.TO
YTD Return13.10%26.69%
1Y Return18.62%65.76%
3Y Return (Ann)15.52%41.59%
5Y Return (Ann)13.10%21.63%
10Y Return (Ann)20.55%14.13%
Sharpe Ratio1.142.61
Daily Std Dev16.33%24.77%
Max Drawdown-74.22%-88.18%
Current Drawdown-4.27%-1.61%

Fundamentals


WCN.TOFFH.TO
Market CapCA$57.67BCA$35.21B
EPSCA$4.20CA$237.49
PE Ratio53.236.26
PEG Ratio2.230.28
Revenue (TTM)CA$8.19BCA$31.83B
Gross Profit (TTM)CA$2.88BCA$9.52B
EBITDA (TTM)CA$2.42BCA$6.41B

Correlation

-0.50.00.51.00.2

The correlation between WCN.TO and FFH.TO is 0.19, 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

WCN.TO vs. FFH.TO - Performance Comparison

In the year-to-date period, WCN.TO achieves a 13.10% return, which is significantly lower than FFH.TO's 26.69% return. Over the past 10 years, WCN.TO has outperformed FFH.TO with an annualized return of 20.55%, while FFH.TO has yielded a comparatively lower 14.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%December2024FebruaryMarchAprilMay
2,386.62%
1,365.54%
WCN.TO
FFH.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Waste Connections, Inc.

Fairfax Financial Holdings Limited

Risk-Adjusted Performance

WCN.TO vs. FFH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN.TO) and Fairfax Financial Holdings Limited (FFH.TO). 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.


WCN.TO
Sharpe ratio
The chart of Sharpe ratio for WCN.TO, currently valued at 1.07, compared to the broader market-2.00-1.000.001.002.003.004.001.07
Sortino ratio
The chart of Sortino ratio for WCN.TO, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.006.001.60
Omega ratio
The chart of Omega ratio for WCN.TO, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for WCN.TO, currently valued at 1.40, compared to the broader market0.002.004.006.001.40
Martin ratio
The chart of Martin ratio for WCN.TO, currently valued at 4.09, compared to the broader market-10.000.0010.0020.0030.004.09
FFH.TO
Sharpe ratio
The chart of Sharpe ratio for FFH.TO, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for FFH.TO, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.006.003.01
Omega ratio
The chart of Omega ratio for FFH.TO, currently valued at 1.45, compared to the broader market0.501.001.501.45
Calmar ratio
The chart of Calmar ratio for FFH.TO, currently valued at 4.79, compared to the broader market0.002.004.006.004.79
Martin ratio
The chart of Martin ratio for FFH.TO, currently valued at 20.23, compared to the broader market-10.000.0010.0020.0030.0020.23

WCN.TO vs. FFH.TO - Sharpe Ratio Comparison

The current WCN.TO Sharpe Ratio is 1.14, which is lower than the FFH.TO Sharpe Ratio of 2.61. The chart below compares the 12-month rolling Sharpe Ratio of WCN.TO and FFH.TO.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
1.07
2.52
WCN.TO
FFH.TO

Dividends

WCN.TO vs. FFH.TO - Dividend Comparison

WCN.TO's dividend yield for the trailing twelve months is around 0.48%, less than FFH.TO's 0.98% yield.


TTM20232022202120202019201820172016201520142013
WCN.TO
Waste Connections, Inc.
0.48%0.53%0.53%0.49%0.77%0.56%0.96%0.73%0.73%1.54%1.58%2.10%
FFH.TO
Fairfax Financial Holdings Limited
0.98%0.82%1.25%1.60%2.30%1.64%1.66%1.49%1.54%1.52%1.64%2.33%

Drawdowns

WCN.TO vs. FFH.TO - Drawdown Comparison

The maximum WCN.TO drawdown since its inception was -74.22%, smaller than the maximum FFH.TO drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for WCN.TO and FFH.TO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-5.02%
-2.39%
WCN.TO
FFH.TO

Volatility

WCN.TO vs. FFH.TO - Volatility Comparison

The current volatility for Waste Connections, Inc. (WCN.TO) is 2.81%, while Fairfax Financial Holdings Limited (FFH.TO) has a volatility of 5.54%. This indicates that WCN.TO experiences smaller price fluctuations and is considered to be less risky than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchAprilMay
2.81%
5.54%
WCN.TO
FFH.TO

Financials

WCN.TO vs. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between Waste Connections, Inc. and Fairfax Financial Holdings Limited. 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 CAD except per share items