WCN vs. VTI
Compare and contrast key facts about Waste Connections, Inc. (WCN) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCN or VTI.
Performance
WCN vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with WCN having a 25.81% return and VTI slightly lower at 24.77%. Over the past 10 years, WCN has outperformed VTI with an annualized return of 17.45%, while VTI has yielded a comparatively lower 12.63% annualized return.
WCN
25.81%
2.84%
13.04%
42.69%
16.75%
17.45%
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| WCN | VTI | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.58 |
| Sortino Ratio | 3.92 | 3.45 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 3.89 | 3.76 |
| Martin Ratio | 16.07 | 16.48 |
| Ulcer Index | 2.48% | 1.96% |
| Daily Std Dev | 15.04% | 12.50% |
| Max Drawdown | -31.59% | -55.45% |
| Current Drawdown | -0.57% | -1.53% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between WCN and VTI is 0.47, 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.
Risk-Adjusted Performance
WCN vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
WCN vs. VTI - Dividend Comparison
WCN's dividend yield for the trailing twelve months is around 0.63%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WCN vs. VTI - Drawdown Comparison
The maximum WCN drawdown since its inception was -31.59%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WCN and VTI. For additional features, visit the drawdowns tool.
Volatility
WCN vs. VTI - Volatility Comparison
Waste Connections, Inc. (WCN) has a higher volatility of 4.97% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that WCN's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.