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WCN vs. GFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WCN vs. GFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waste Connections, Inc. (WCN) and GFL Environmental Inc. (GFL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WCN achieves a -4.14% return, which is significantly lower than GFL's -3.68% return.


WCN

1D
0.67%
1M
-0.85%
6M
0.30%
YTD
-4.14%
1Y
-9.56%
3Y*
6.20%
5Y*
6.50%
10Y*
13.90%
ALL TIME*
17.09%

GFL

1D
-0.12%
1M
10.29%
6M
-3.72%
YTD
-3.68%
1Y
-16.87%
3Y*
6.72%
5Y*
3.61%
10Y*
ALL TIME*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$104.67M$126.13M$109.48M
$252.66M$226.08M$266.58M

WCN vs. GFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WCN
Waste Connections, Inc.
-4.14%2.92%15.72%13.47%-2.02%33.80%3.75%
GFL
GFL Environmental Inc.
-3.68%-3.44%29.26%18.24%-22.65%29.88%67.01%

Correlation

The correlation between WCN and GFL is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2020

0.46

The correlation between WCN and GFL has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.

Fundamentals

Market Cap

WCN:

$42.19B

GFL:

$14.42B

EPS

WCN:

$7.11

GFL:

-CA$0.62

PS Ratio

WCN:

3.29

GFL:

3.03

Total Revenue (TTM)

WCN:

$9.80B

GFL:

CA$6.97B

Gross Profit (TTM)

WCN:

$1.75B

GFL:

CA$1.39B

EBITDA (TTM)

WCN:

$2.10B

GFL:

CA$1.79B

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Return for Risk

WCN vs. GFL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WCN
WCN Risk / Return Rank: 2525
Overall Rank
WCN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
WCN Sortino Ratio Rank: 2222
Sortino Ratio Rank
WCN Omega Ratio Rank: 2222
Omega Ratio Rank
WCN Calmar Ratio Rank: 2828
Calmar Ratio Rank
WCN Martin Ratio Rank: 2828
Martin Ratio Rank

GFL
GFL Risk / Return Rank: 1919
Overall Rank
GFL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GFL Sortino Ratio Rank: 1515
Sortino Ratio Rank
GFL Omega Ratio Rank: 1616
Omega Ratio Rank
GFL Calmar Ratio Rank: 2525
Calmar Ratio Rank
GFL Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WCN vs. GFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) and GFL Environmental Inc. (GFL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WCNGFLDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

0.94

0.90

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.52

+0.07

Martin ratioReturn relative to average drawdown

-0.80

-0.99

+0.18

WCN vs. GFL - Sharpe Ratio Comparison

The current WCN Sharpe Ratio is -0.43, which is higher than the GFL Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of WCN and GFL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WCN vs. GFL - Drawdown Comparison

The maximum WCN drawdown since its inception was -68.85%, which is greater than GFL's maximum drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for WCN and GFL.


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Drawdown Indicators


WCNGFLDifference

Max Drawdown

Largest peak-to-trough decline

-68.85%

-42.76%

-26.09%

Max Drawdown (1Y)

Largest decline over 1 year

-21.30%

-34.20%

+12.90%

Max Drawdown (3Y)

Largest decline over 3 years

-24.75%

-34.88%

+10.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.75%

-42.76%

+18.01%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

Current Drawdown

Current decline from peak

-15.47%

-19.74%

+4.27%

Average Drawdown

Average peak-to-trough decline

-8.43%

-14.63%

+6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.01%

18.07%

-6.06%

Volatility

WCN vs. GFL - Volatility Comparison

The current volatility for Waste Connections, Inc. (WCN) is 7.24%, while GFL Environmental Inc. (GFL) has a volatility of 10.59%. This indicates that WCN experiences smaller price fluctuations and is considered to be less risky than GFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCNGFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

10.59%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

19.30%

23.98%

-4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.67%

27.80%

-5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

29.96%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

33.01%

-13.12%

Dividends

WCN vs. GFL - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.82%, more than GFL's 0.16% yield.


PositionTTM20252024202320222021202020192018201720162015
GFL
GFL Environmental Inc.
0.16%0.14%0.12%0.15%0.16%0.11%0.10%0.00%0.00%0.00%0.00%0.00%
WCN
Waste Connections, Inc.
0.82%0.74%0.68%0.70%0.71%0.62%0.74%0.73%0.78%0.65%1.20%1.86%

Financials

WCN vs. GFL - Financials Comparison

This section allows you to compare key financial metrics between Waste Connections, Inc. and GFL Environmental Inc.. 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 USD except per share items

WCN vs. GFL - Profitability Comparison

The chart below illustrates the profitability comparison between Waste Connections, Inc. and GFL Environmental Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

WCN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Waste Connections, Inc. reported a gross profit of -1.01B and revenue of 2.56B. Therefore, the gross margin over that period was -39.4%.

GFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, GFL Environmental Inc. reported a gross profit of 385.97M and revenue of 1.95B. Therefore, the gross margin over that period was 19.8%.

WCN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Waste Connections, Inc. reported an operating income of 437.55M and revenue of 2.56B, resulting in an operating margin of 17.1%.

GFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, GFL Environmental Inc. reported an operating income of 109.55M and revenue of 1.95B, resulting in an operating margin of 5.6%.

WCN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Waste Connections, Inc. reported a net income of 599.49M and revenue of 2.56B, resulting in a net margin of 23.4%.

GFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, GFL Environmental Inc. reported a net income of -159.87M and revenue of 1.95B, resulting in a net margin of -8.2%.


Frequently Asked Questions


WCN and GFL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFL has higher volatility (10.59%) compared to WCN (7.24%). In terms of maximum drawdown, WCN dropped -68.85% vs GFL's -42.76%.

WCN currently has the higher Sharpe Ratio (-0.43 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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