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

Key characteristics


WCN.TOH.TO
YTD Return29.88%14.83%
1Y Return42.61%21.91%
3Y Return (Ann)16.02%17.59%
5Y Return (Ann)17.58%17.63%
Sharpe Ratio2.881.80
Sortino Ratio4.352.63
Omega Ratio1.541.33
Calmar Ratio0.422.51
Martin Ratio20.636.36
Ulcer Index2.02%3.57%
Daily Std Dev14.51%12.60%
Max Drawdown-100.00%-27.68%
Current Drawdown-99.97%-6.95%

Fundamentals


WCN.TOH.TO
Market CapCA$66.06BCA$26.74B
EPSCA$5.04CA$1.90
PE Ratio50.8023.48
PEG Ratio2.093.14
Total Revenue (TTM)CA$6.36BCA$6.18B
Gross Profit (TTM)CA$2.64BCA$1.35B
EBITDA (TTM)CA$2.02BCA$2.11B

Correlation

-0.50.00.51.00.3

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.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.16%
9.93%
WCN.TO
H.TO

Compare stocks, funds, or ETFs

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


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.


WCN.TO
Sharpe ratio
The chart of Sharpe ratio for WCN.TO, currently valued at 2.68, compared to the broader market-4.00-2.000.002.004.002.68
Sortino ratio
The chart of Sortino ratio for WCN.TO, currently valued at 4.05, compared to the broader market-4.00-2.000.002.004.006.004.05
Omega ratio
The chart of Omega ratio for WCN.TO, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for WCN.TO, currently valued at 3.64, compared to the broader market0.002.004.006.003.64
Martin ratio
The chart of Martin ratio for WCN.TO, currently valued at 16.35, compared to the broader market0.0010.0020.0030.0016.35
H.TO
Sharpe ratio
The chart of Sharpe ratio for H.TO, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.48
Sortino ratio
The chart of Sortino ratio for H.TO, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.006.002.15
Omega ratio
The chart of Omega ratio for H.TO, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for H.TO, currently valued at 1.91, compared to the broader market0.002.004.006.001.91
Martin ratio
The chart of Martin ratio for H.TO, currently valued at 4.87, compared to the broader market0.0010.0020.0030.004.87

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

The current WCN.TO Sharpe Ratio is 2.88, which is higher than the H.TO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of WCN.TO and H.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.68
1.48
WCN.TO
H.TO

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.


TTM20232022202120202019201820172016201520142013
WCN.TO
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%
H.TO
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.33%
-9.11%
WCN.TO
H.TO

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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.32%
4.92%
WCN.TO
H.TO

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.


Quarterly
Annual

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



Values in CAD except per share items