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WCN vs. GFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WCN and GFL is 0.51, 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 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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Key characteristics

Sharpe Ratio

WCN:

0.76

GFL:

1.82

Sortino Ratio

WCN:

1.03

GFL:

2.43

Omega Ratio

WCN:

1.14

GFL:

1.31

Calmar Ratio

WCN:

1.00

GFL:

1.78

Martin Ratio

WCN:

2.96

GFL:

10.33

Ulcer Index

WCN:

4.07%

GFL:

4.64%

Daily Std Dev

WCN:

17.58%

GFL:

29.65%

Max Drawdown

WCN:

-31.59%

GFL:

-42.85%

Current Drawdown

WCN:

-6.69%

GFL:

-7.31%

Fundamentals

Market Cap

WCN:

$48.00B

GFL:

$17.85B

EPS

WCN:

$2.43

GFL:

-$1.50

PS Ratio

WCN:

5.29

GFL:

2.23

PB Ratio

WCN:

6.02

GFL:

3.09

Total Revenue (TTM)

WCN:

$9.07B

GFL:

$7.62B

Gross Profit (TTM)

WCN:

$3.53B

GFL:

$1.48B

EBITDA (TTM)

WCN:

$2.30B

GFL:

$1.14B

Returns By Period

In the year-to-date period, WCN achieves a 8.92% return, which is significantly higher than GFL's 7.34% return.


WCN

YTD

8.92%

1M

-4.71%

6M

-0.33%

1Y

13.20%

5Y*

16.48%

10Y*

18.04%

GFL

YTD

7.34%

1M

-2.33%

6M

6.84%

1Y

52.99%

5Y*

22.15%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WCN vs. GFL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WCN
The Risk-Adjusted Performance Rank of WCN is 7474
Overall Rank
The Sharpe Ratio Rank of WCN is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WCN is 6666
Sortino Ratio Rank
The Omega Ratio Rank of WCN is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WCN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of WCN is 7979
Martin Ratio Rank

GFL
The Risk-Adjusted Performance Rank of GFL is 9292
Overall Rank
The Sharpe Ratio Rank of GFL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of GFL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GFL is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GFL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GFL is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WCN vs. GFL - Risk-Adjusted Performance 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.


The current WCN Sharpe Ratio is 0.76, which is lower than the GFL Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of WCN and GFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WCN vs. GFL - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.66%, more than GFL's 0.12% yield.


TTM20242023202220212020201920182017201620152014
WCN
Waste Connections, Inc.
0.66%0.68%0.70%0.71%0.62%0.74%0.73%0.78%0.70%1.64%3.25%2.61%
GFL
GFL Environmental Inc.
0.12%0.12%0.15%0.50%0.11%0.10%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WCN vs. GFL - Drawdown Comparison

The maximum WCN drawdown since its inception was -31.59%, smaller than the maximum GFL drawdown of -42.85%. Use the drawdown chart below to compare losses from any high point for WCN and GFL. For additional features, visit the drawdowns tool.


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Volatility

WCN vs. GFL - Volatility Comparison

The current volatility for Waste Connections, Inc. (WCN) is 5.92%, while GFL Environmental Inc. (GFL) has a volatility of 6.51%. 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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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


1.00B1.50B2.00B20212022202320242025
2.23B
1.56B
(WCN) Total Revenue
(GFL) Total Revenue
Values in USD except per share items