WCN.TO vs. H.TO
Compare and contrast key facts about Waste Connections, Inc. (WCN.TO) and Hydro One Limited (H.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCN.TO or H.TO.
Key characteristics
WCN.TO | H.TO | |
---|---|---|
YTD Return | 29.88% | 14.83% |
1Y Return | 42.61% | 21.91% |
3Y Return (Ann) | 16.02% | 17.59% |
5Y Return (Ann) | 17.58% | 17.63% |
Sharpe Ratio | 2.88 | 1.80 |
Sortino Ratio | 4.35 | 2.63 |
Omega Ratio | 1.54 | 1.33 |
Calmar Ratio | 0.42 | 2.51 |
Martin Ratio | 20.63 | 6.36 |
Ulcer Index | 2.02% | 3.57% |
Daily Std Dev | 14.51% | 12.60% |
Max Drawdown | -100.00% | -27.68% |
Current Drawdown | -99.97% | -6.95% |
Fundamentals
WCN.TO | H.TO | |
---|---|---|
Market Cap | CA$66.06B | CA$26.74B |
EPS | CA$5.04 | CA$1.90 |
PE Ratio | 50.80 | 23.48 |
PEG Ratio | 2.09 | 3.14 |
Total Revenue (TTM) | CA$6.36B | CA$6.18B |
Gross Profit (TTM) | CA$2.64B | CA$1.35B |
EBITDA (TTM) | CA$2.02B | CA$2.11B |
Correlation
The correlation between WCN.TO and H.TO is 0.33, 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. H.TO - Performance Comparison
In the year-to-date period, WCN.TO achieves a 29.88% return, which is significantly higher than H.TO's 14.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WCN.TO vs. H.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN.TO) and Hydro One Limited (H.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.
Dividends
WCN.TO vs. H.TO - Dividend Comparison
WCN.TO's dividend yield for the trailing twelve months is around 0.33%, less than H.TO's 2.74% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Waste Connections, Inc. | 0.33% | 0.53% | 0.53% | 0.49% | 0.77% | 0.56% | 0.96% | 0.46% | 284,791.83% | 886,196.32% | 827,080.37% | 1,099,733.54% |
Hydro One Limited | 2.74% | 2.94% | 3.78% | 3.20% | 3.50% | 3.81% | 4.49% | 3.88% | 4.11% | 0.00% | 0.00% | 0.00% |
Drawdowns
WCN.TO vs. H.TO - Drawdown Comparison
The maximum WCN.TO drawdown since its inception was -100.00%, which is greater than H.TO's maximum drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for WCN.TO and H.TO. For additional features, visit the drawdowns tool.
Volatility
WCN.TO vs. H.TO - Volatility Comparison
The current volatility for Waste Connections, Inc. (WCN.TO) is 4.32%, while Hydro One Limited (H.TO) has a volatility of 4.92%. This indicates that WCN.TO experiences smaller price fluctuations and is considered to be less risky than H.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WCN.TO vs. H.TO - Financials Comparison
This section allows you to compare key financial metrics between Waste Connections, Inc. and Hydro One 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.
Total Revenue: Total amount of money received from sales and other business activities