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

Performance

WCN vs. RELX - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.72%
2.60%
WCN
RELX

Returns By Period

In the year-to-date period, WCN achieves a 25.46% return, which is significantly higher than RELX's 15.64% return. Over the past 10 years, WCN has outperformed RELX with an annualized return of 17.43%, while RELX has yielded a comparatively lower 13.37% annualized return.


WCN

YTD

25.46%

1M

2.05%

6M

12.72%

1Y

38.88%

5Y (annualized)

16.57%

10Y (annualized)

17.43%

RELX

YTD

15.64%

1M

-6.50%

6M

2.60%

1Y

23.79%

5Y (annualized)

16.13%

10Y (annualized)

13.37%

Fundamentals


WCNRELX
Market Cap$48.40B$88.84B
EPS$3.63$1.29
PE Ratio51.6836.12
PEG Ratio2.092.71
Total Revenue (TTM)$8.74B$9.30B
Gross Profit (TTM)$2.84B$5.81B
EBITDA (TTM)$2.79B$2.91B

Key characteristics


WCNRELX
Sharpe Ratio2.581.43
Sortino Ratio3.831.99
Omega Ratio1.471.25
Calmar Ratio3.792.73
Martin Ratio15.578.00
Ulcer Index2.49%3.08%
Daily Std Dev15.05%17.26%
Max Drawdown-31.59%-55.06%
Current Drawdown-0.85%-7.82%

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Correlation

-0.50.00.51.00.4

The correlation between WCN and RELX is 0.35, 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.

Risk-Adjusted Performance

WCN vs. RELX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for WCN, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.581.43
The chart of Sortino ratio for WCN, currently valued at 3.83, compared to the broader market-4.00-2.000.002.004.003.831.99
The chart of Omega ratio for WCN, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.25
The chart of Calmar ratio for WCN, currently valued at 3.79, compared to the broader market0.002.004.006.003.792.73
The chart of Martin ratio for WCN, currently valued at 15.57, compared to the broader market-10.000.0010.0020.0030.0015.578.00
WCN
RELX

The current WCN Sharpe Ratio is 2.58, which is higher than the RELX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of WCN and RELX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.58
1.43
WCN
RELX

Dividends

WCN vs. RELX - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.63%, less than RELX's 1.69% yield.


TTM20232022202120202019201820172016201520142013
WCN
Waste Connections, Inc.
0.63%0.70%0.71%0.62%0.74%0.73%0.78%0.70%1.64%3.25%2.61%3.06%
RELX
RELX PLC
1.69%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%2.38%

Drawdowns

WCN vs. RELX - Drawdown Comparison

The maximum WCN drawdown since its inception was -31.59%, smaller than the maximum RELX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for WCN and RELX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.85%
-7.82%
WCN
RELX

Volatility

WCN vs. RELX - Volatility Comparison

The current volatility for Waste Connections, Inc. (WCN) is 4.93%, while RELX PLC (RELX) has a volatility of 6.40%. This indicates that WCN experiences smaller price fluctuations and is considered to be less risky than RELX 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%7.00%JuneJulyAugustSeptemberOctoberNovember
4.93%
6.40%
WCN
RELX

Financials

WCN vs. RELX - Financials Comparison

This section allows you to compare key financial metrics between Waste Connections, Inc. and RELX PLC. 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