WCN vs. XLI
Compare and contrast key facts about Waste Connections, Inc. (WCN) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Performance
WCN vs. XLI - Performance Comparison
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WCN vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCN Waste Connections, Inc. | -6.95% | 2.92% | 15.72% | 13.47% | -2.02% | 33.80% | 13.86% | 23.19% | 5.47% | 36.47% |
XLI Industrial Select Sector SPDR Fund | 6.30% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Returns By Period
In the year-to-date period, WCN achieves a -6.95% return, which is significantly lower than XLI's 6.30% return. Over the past 10 years, WCN has outperformed XLI with an annualized return of 15.07%, while XLI has yielded a comparatively lower 13.39% annualized return.
WCN
- 1D
- 0.23%
- 1M
- -5.97%
- YTD
- -6.95%
- 6M
- -6.63%
- 1Y
- -16.52%
- 3Y*
- 6.16%
- 5Y*
- 9.06%
- 10Y*
- 15.07%
XLI
- 1D
- 1.67%
- 1M
- -7.83%
- YTD
- 6.30%
- 6M
- 7.58%
- 1Y
- 26.43%
- 3Y*
- 19.34%
- 5Y*
- 12.43%
- 10Y*
- 13.39%
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Return for Risk
WCN vs. XLI — Risk / Return Rank
WCN
XLI
WCN vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) and Industrial Select Sector SPDR Fund (XLI). 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.
| WCN | XLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.77 | 1.36 | -2.13 |
Sortino ratioReturn per unit of downside risk | -0.93 | 1.95 | -2.87 |
Omega ratioGain probability vs. loss probability | 0.87 | 1.28 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.75 | 2.17 | -2.92 |
Martin ratioReturn relative to average drawdown | -1.37 | 8.46 | -9.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WCN | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 1.36 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.72 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.68 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.44 | +0.12 |
Correlation
The correlation between WCN and XLI is 0.44, 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.
Dividends
WCN vs. XLI - Dividend Comparison
WCN's dividend yield for the trailing twelve months is around 0.82%, less than XLI's 1.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCN Waste Connections, Inc. | 0.82% | 0.74% | 0.68% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.20% | 1.86% |
XLI Industrial Select Sector SPDR Fund | 1.24% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Drawdowns
WCN vs. XLI - Drawdown Comparison
The maximum WCN drawdown since its inception was -68.85%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for WCN and XLI.
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Drawdown Indicators
| WCN | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.85% | -62.26% | -6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -12.50% | -8.89% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -21.64% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -31.59% | -42.33% | +10.74% |
Current DrawdownCurrent decline from peak | -17.96% | -7.83% | -10.13% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -9.24% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.64% | 3.21% | +8.43% |
Volatility
WCN vs. XLI - Volatility Comparison
Waste Connections, Inc. (WCN) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 6.90% and 6.58%, 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.
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Volatility by Period
| WCN | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 6.58% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.29% | 11.74% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 19.50% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 17.25% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 19.88% | -0.27% |