WCN.TO vs. XIU.TO
Compare and contrast key facts about Waste Connections, Inc. (WCN.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO).
XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCN.TO or XIU.TO.
Key characteristics
| WCN.TO | XIU.TO | |
|---|---|---|
| YTD Return | 29.88% | 20.18% |
| 1Y Return | 42.61% | 29.45% |
| 3Y Return (Ann) | 16.02% | 7.87% |
| 5Y Return (Ann) | 17.58% | 11.42% |
| 10Y Return (Ann) | 19.21% | 8.90% |
| Sharpe Ratio | 2.88 | 2.96 |
| Sortino Ratio | 4.35 | 4.12 |
| Omega Ratio | 1.54 | 1.56 |
| Calmar Ratio | 0.42 | 4.28 |
| Martin Ratio | 20.63 | 22.18 |
| Ulcer Index | 2.02% | 1.35% |
| Daily Std Dev | 14.51% | 10.13% |
| Max Drawdown | -100.00% | -52.31% |
| Current Drawdown | -99.97% | -0.19% |
Correlation
The correlation between WCN.TO and XIU.TO is 0.43, 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
WCN.TO vs. XIU.TO - Performance Comparison
In the year-to-date period, WCN.TO achieves a 29.88% return, which is significantly higher than XIU.TO's 20.18% return. Over the past 10 years, WCN.TO has outperformed XIU.TO with an annualized return of 19.21%, while XIU.TO has yielded a comparatively lower 8.90% annualized 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. XIU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN.TO) and iShares S&P/TSX 60 Index ETF (XIU.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. XIU.TO - Dividend Comparison
WCN.TO's dividend yield for the trailing twelve months is around 0.33%, less than XIU.TO's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.74% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
Drawdowns
WCN.TO vs. XIU.TO - Drawdown Comparison
The maximum WCN.TO drawdown since its inception was -100.00%, which is greater than XIU.TO's maximum drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for WCN.TO and XIU.TO. For additional features, visit the drawdowns tool.
Volatility
WCN.TO vs. XIU.TO - Volatility Comparison
Waste Connections, Inc. (WCN.TO) has a higher volatility of 4.32% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.03%. This indicates that WCN.TO's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.