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WCN vs. XLI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCN vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waste Connections, Inc. (WCN) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

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WCN vs. XLI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WCN vs. XLI — Risk / Return Rank

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

WCN
WCN Risk / Return Rank: 1212
Overall Rank
WCN Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WCN Sortino Ratio Rank: 1212
Sortino Ratio Rank
WCN Omega Ratio Rank: 1111
Omega Ratio Rank
WCN Calmar Ratio Rank: 1414
Calmar Ratio Rank
WCN Martin Ratio Rank: 1313
Martin Ratio Rank

XLI
XLI Risk / Return Rank: 7575
Overall Rank
XLI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 7575
Sortino Ratio Rank
XLI Omega Ratio Rank: 7272
Omega Ratio Rank
XLI Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLI Martin Ratio Rank: 7676
Martin Ratio Rank
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. 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.


WCNXLIDifference

Sharpe ratio

Return per unit of total volatility

-0.77

1.36

-2.13

Sortino ratio

Return per unit of downside risk

-0.93

1.95

-2.87

Omega ratio

Gain probability vs. loss probability

0.87

1.28

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.75

2.17

-2.92

Martin ratio

Return relative to average drawdown

-1.37

8.46

-9.83

WCN vs. XLI - Sharpe Ratio Comparison

The current WCN Sharpe Ratio is -0.77, which is lower than the XLI Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of WCN and XLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WCNXLIDifference

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.


TTM20252024202320222021202020192018201720162015
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


WCNXLIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-17.96%

-7.83%

-10.13%

Average Drawdown

Average peak-to-trough decline

-8.31%

-9.24%

+0.93%

Ulcer Index

Depth 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


WCNXLIDifference

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%