PortfoliosLab logo
WCN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WCN and VOO is 0.46, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waste Connections, Inc. (WCN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

WCN:

0.90

VOO:

0.72

Sortino Ratio

WCN:

1.35

VOO:

1.20

Omega Ratio

WCN:

1.19

VOO:

1.18

Calmar Ratio

WCN:

1.38

VOO:

0.81

Martin Ratio

WCN:

4.07

VOO:

3.09

Ulcer Index

WCN:

4.08%

VOO:

4.88%

Daily Std Dev

WCN:

17.75%

VOO:

19.37%

Max Drawdown

WCN:

-31.59%

VOO:

-33.99%

Current Drawdown

WCN:

-3.86%

VOO:

-2.75%

Returns By Period

In the year-to-date period, WCN achieves a 12.22% return, which is significantly higher than VOO's 1.73% return. Over the past 10 years, WCN has outperformed VOO with an annualized return of 18.43%, while VOO has yielded a comparatively lower 12.86% annualized return.


WCN

YTD

12.22%

1M

-2.61%

6M

4.93%

1Y

15.28%

5Y*

16.83%

10Y*

18.43%

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WCN vs. VOO — 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 8080
Overall Rank
The Sharpe Ratio Rank of WCN is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of WCN is 7474
Sortino Ratio Rank
The Omega Ratio Rank of WCN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of WCN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of WCN is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) and Vanguard S&P 500 ETF (VOO). 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 0.90, which is comparable to the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WCN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

WCN vs. VOO - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.64%, less than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
WCN
Waste Connections, Inc.
0.64%0.68%0.70%0.71%0.62%0.74%0.73%0.78%0.70%1.64%3.25%2.61%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WCN vs. VOO - Drawdown Comparison

The maximum WCN drawdown since its inception was -31.59%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WCN and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

WCN vs. VOO - Volatility Comparison

Waste Connections, Inc. (WCN) has a higher volatility of 6.53% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that WCN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...