WCN vs. VTI

Last updated Jul 14, 2026

WCN (Waste Connections, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, WCN returned 14.23%/yr vs 14.67%/yr for VTI. At a 0.50 correlation, their price movements are largely independent.

Performance

WCN vs. VTI - Performance Comparison

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

Returns By Period

In the year-to-date period, WCN achieves a -1.96% return, which is significantly lower than VTI's 10.96% return. Both investments have delivered pretty close results over the past 10 years, with WCN having a 14.23% annualized return and VTI not far ahead at 14.67%.

WCN

• 1D: 0.06%
• 1M: 9.65%
• 6M: 3.43%
• YTD: -1.96%
• 1Y: -5.90%
• 3Y*: 7.36%
• 5Y*: 7.78%
• 10Y*: 14.23%

VTI

• 1D: -0.78%
• 1M: 1.22%
• 6M: 8.45%
• YTD: 10.96%
• 1Y: 21.85%
• 3Y*: 19.76%
• 5Y*: 12.01%
• 10Y*: 14.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WCN vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCN Waste Connections, Inc.	-1.96%	2.92%	15.72%	13.47%	-2.02%	33.80%	13.86%	23.19%	5.47%	36.38%
VTI Vanguard Total Stock Market ETF	10.96%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between WCN and VTI is -0.05, 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	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since May 31, 2001	0.50

The correlation between WCN and VTI shifts across timeframes, from -0.05 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WCN vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WCN

WCN Risk / Return Rank: 33
WCN Sharpe Ratio Rank: 34
WCN Sortino Ratio Rank: 28
WCN Omega Ratio Rank: 29
WCN Calmar Ratio Rank: 36
WCN Martin Ratio Rank: 37

VTI

VTI Risk / Return Rank: 66
VTI Sharpe Ratio Rank: 66
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WCN vs. VTI - Risk-Adjusted Trends 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.

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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	1.71	-1.98
Sortino ratio: Return per unit of downside risk	-0.23	2.36	-2.60
Omega ratio: Gain probability vs. loss probability	0.97	1.31	-0.34
Calmar ratio: Return relative to maximum drawdown	-0.27	2.46	-2.73
Martin ratio: Return relative to average drawdown	-0.49	10.78	-11.26

WCN vs. VTI - Sharpe Ratio Comparison

The current WCN Sharpe Ratio is -0.26, which is lower than the VTI Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of WCN and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WCN vs. VTI - Drawdown Comparison

The maximum WCN drawdown since its inception was -68.85%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WCN and VTI.

Drawdown Indicators

	WCN	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-68.85%	-55.45%	-13.40%
Max Drawdown (1Y) Largest decline over 1 year	-21.69%	-8.92%	-12.77%
Max Drawdown (3Y) Largest decline over 3 years	-24.75%	-19.30%	-5.45%
Max Drawdown (5Y) Largest decline over 5 years	-24.75%	-25.36%	+0.61%
Max Drawdown (10Y) Largest decline over 10 years	-31.59%	-35.00%	+3.41%
Current Drawdown Current decline from peak	-13.56%	-0.94%	-12.62%
Average Drawdown Average peak-to-trough decline	-8.42%	-8.00%	-0.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.14%	2.03%	+10.11%

Volatility

WCN vs. VTI - Volatility Comparison

Waste Connections, Inc. (WCN) has a higher volatility of 8.02% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. 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.

Volatility by Period

	WCN	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.02%	4.08%	+3.94%
Volatility (6M) Calculated over the trailing 6-month period	19.03%	10.13%	+8.90%
Volatility (1Y) Calculated over the trailing 1-year period	22.46%	12.85%	+9.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.60%	17.51%	+2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	18.29%	+1.53%

Dividends

WCN vs. VTI - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.80%, less than VTI's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTI Vanguard Total Stock Market ETF	1.05%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
WCN Waste Connections, Inc.	0.80%	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

Can I hold both WCN and VTI in my portfolio?

WCN and VTI have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WCN or VTI?

WCN has higher volatility (8.02%) compared to VTI (4.08%). In terms of maximum drawdown, WCN dropped -68.85% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.71 vs -0.26), 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.