WCN vs. PRF
WCN (Waste Connections, Inc.) is a stock, while PRF (Invesco RAFI US 1000 ETF) is Large Cap Value Equities fund tracking the RAFI Fundamental Select US 1000 Index. Over the past 10 years, WCN returned 14.47%/yr vs 13.54%/yr for PRF. At a 0.50 correlation, their price movements are largely independent.
Performance
WCN vs. PRF - Performance Comparison
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Returns By Period
In the year-to-date period, WCN achieves a -0.16% return, which is significantly lower than PRF's 17.38% return. Over the past 10 years, WCN has outperformed PRF with an annualized return of 14.47%, while PRF has yielded a comparatively lower 13.54% annualized return.
WCN
- 1D
- 2.47%
- 1M
- 10.99%
- 6M
- 4.45%
- YTD
- -0.16%
- 1Y
- -3.88%
- 3Y*
- 8.00%
- 5Y*
- 7.99%
- 10Y*
- 14.47%
PRF
- 1D
- 0.24%
- 1M
- 1.21%
- 6M
- 13.09%
- YTD
- 17.38%
- 1Y
- 30.76%
- 3Y*
- 20.35%
- 5Y*
- 13.60%
- 10Y*
- 13.54%
WCN vs. PRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCN Waste Connections, Inc. | -0.16% | 2.92% | 15.72% | 13.47% | -2.02% | 33.80% | 13.86% | 23.19% | 5.47% | 36.38% |
PRF Invesco RAFI US 1000 ETF | 17.38% | 18.33% | 16.73% | 15.72% | -7.79% | 31.12% | 7.78% | 27.42% | -8.71% | 16.01% |
Correlation
The correlation between WCN and PRF is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2005 | 0.50 |
Over the past year, the correlation between WCN and PRF has dropped to 0.06 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
WCN vs. PRF — Risk / Return Rank
WCN
PRF
WCN vs. PRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) and Invesco RAFI US 1000 ETF (PRF). 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.
| WCN | PRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -4.06 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.53 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 4.69 | -4.87 |
| Martin ratioReturn relative to average drawdown | -0.32 | 19.15 | -19.47 |
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Drawdowns
WCN vs. PRF - Drawdown Comparison
The maximum WCN drawdown since its inception was -68.85%, which is greater than PRF's maximum drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for WCN and PRF.
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Drawdown Indicators
| WCN | PRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.85% | -60.35% | -8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -21.69% | -6.59% | -15.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -15.82% | -8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.75% | -19.72% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -31.59% | -38.16% | +6.57% |
Current DrawdownCurrent decline from peak | -11.96% | 0.00% | -11.96% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -6.89% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.19% | 1.61% | +10.58% |
Volatility
WCN vs. PRF - Volatility Comparison
Waste Connections, Inc. (WCN) has a higher volatility of 7.83% compared to Invesco RAFI US 1000 ETF (PRF) at 2.15%. This indicates that WCN's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCN | PRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 2.15% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 19.07% | 8.07% | +11.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 10.78% | +11.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 15.15% | +4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 17.58% | +2.25% |
Dividends
WCN vs. PRF - Dividend Comparison
WCN's dividend yield for the trailing twelve months is around 0.78%, less than PRF's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco RAFI US 1000 ETF | 1.36% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
WCN Waste Connections, Inc. | 0.78% | 0.74% | 0.68% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.65% | 1.20% | 1.86% |
Frequently Asked Questions
WCN and PRF have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCN has higher volatility (7.83%) compared to PRF (2.15%). In terms of maximum drawdown, WCN dropped -68.85% vs PRF's -60.35%.
PRF currently has the higher Sharpe Ratio (2.87 vs -0.17), 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.
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