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

Correlation

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.


-0.50.00.51.00.4

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.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,580.80%
900.99%
WCN
RELX

Key characteristics

Sharpe Ratio

WCN:

1.39

RELX:

1.15

Sortino Ratio

WCN:

2.08

RELX:

1.65

Omega Ratio

WCN:

1.25

RELX:

1.20

Calmar Ratio

WCN:

2.01

RELX:

2.18

Martin Ratio

WCN:

6.91

RELX:

5.91

Ulcer Index

WCN:

2.87%

RELX:

3.32%

Daily Std Dev

WCN:

14.31%

RELX:

17.15%

Max Drawdown

WCN:

-31.59%

RELX:

-55.06%

Current Drawdown

WCN:

-9.82%

RELX:

-6.94%

Fundamentals

Market Cap

WCN:

$45.48B

RELX:

$87.67B

EPS

WCN:

$3.65

RELX:

$1.26

PE Ratio

WCN:

48.29

RELX:

37.29

PEG Ratio

WCN:

2.09

RELX:

2.72

Total Revenue (TTM)

WCN:

$8.74B

RELX:

$9.30B

Gross Profit (TTM)

WCN:

$2.84B

RELX:

$5.94B

EBITDA (TTM)

WCN:

$2.61B

RELX:

$2.84B

Returns By Period

The year-to-date returns for both stocks are quite close, with WCN having a 17.55% return and RELX slightly lower at 16.74%. Over the past 10 years, WCN has outperformed RELX with an annualized return of 16.59%, while RELX has yielded a comparatively lower 13.10% annualized return.


WCN

YTD

17.55%

1M

-7.79%

6M

0.15%

1Y

19.09%

5Y*

14.94%

10Y*

16.59%

RELX

YTD

16.74%

1M

0.80%

6M

0.22%

1Y

18.39%

5Y*

15.29%

10Y*

13.10%

Compare stocks, funds, or ETFs

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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 1.39, compared to the broader market-4.00-2.000.002.001.391.15
The chart of Sortino ratio for WCN, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.081.65
The chart of Omega ratio for WCN, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.20
The chart of Calmar ratio for WCN, currently valued at 2.01, compared to the broader market0.002.004.006.002.012.18
The chart of Martin ratio for WCN, currently valued at 6.91, compared to the broader market-5.000.005.0010.0015.0020.0025.006.915.91
WCN
RELX

The current WCN Sharpe Ratio is 1.39, which is comparable to the RELX Sharpe Ratio of 1.15. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.39
1.15
WCN
RELX

Dividends

WCN vs. RELX - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.67%, less than RELX's 1.67% yield.


TTM20232022202120202019201820172016201520142013
WCN
Waste Connections, Inc.
0.67%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
1.67%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%JulyAugustSeptemberOctoberNovemberDecember
-9.82%
-6.94%
WCN
RELX

Volatility

WCN vs. RELX - Volatility Comparison

Waste Connections, Inc. (WCN) and RELX PLC (RELX) have volatilities of 4.24% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
4.21%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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