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WM vs. BYDDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WM vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waste Management, Inc. (WM) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WM achieves a 0.71% return, which is significantly higher than BYDDY's -8.48% return. Over the past 10 years, WM has underperformed BYDDY with an annualized return of 15.36%, while BYDDY has yielded a comparatively higher 20.45% annualized return.


WM

1D
0.30%
1M
1.83%
YTD
0.71%
6M
2.63%
1Y
-5.98%
3Y*
12.33%
5Y*
11.14%
10Y*
15.36%

BYDDY

1D
0.66%
1M
-13.95%
YTD
-8.48%
6M
-10.33%
1Y
-36.06%
3Y*
1.04%
5Y*
4.37%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WM vs. BYDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WM
Waste Management, Inc.
0.71%10.50%14.28%16.20%-4.49%43.82%5.46%30.45%5.32%24.46%
BYDDY
BYD Company Limited ADR
-8.48%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%

Correlation

The correlation between WM and BYDDY is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.13

The correlation between WM and BYDDY shifts across timeframes, from -0.12 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WM:

$88.75B

BYDDY:

$100.56B

EPS

WM:

$6.91

BYDDY:

CN¥3.03

PE Ratio

WM:

31.76

BYDDY:

24.67

PEG Ratio

WM:

2.60

BYDDY:

0.18

PS Ratio

WM:

3.49

BYDDY:

0.87

PB Ratio

WM:

8.86

BYDDY:

2.73

Total Revenue (TTM)

WM:

$25.41B

BYDDY:

CN¥779.53B

Gross Profit (TTM)

WM:

$5.61B

BYDDY:

CN¥132.63B

EBITDA (TTM)

WM:

$6.96B

BYDDY:

CN¥33.66B

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Return for Risk

WM vs. BYDDY — Risk / Return Rank

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

WM
WM Risk / Return Rank: 2828
Overall Rank
WM Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WM Sortino Ratio Rank: 2525
Sortino Ratio Rank
WM Omega Ratio Rank: 2525
Omega Ratio Rank
WM Calmar Ratio Rank: 3131
Calmar Ratio Rank
WM Martin Ratio Rank: 2828
Martin Ratio Rank

BYDDY
BYDDY Risk / Return Rank: 55
Overall Rank
BYDDY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 77
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 99
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 00
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 55
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.

WM vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and BYD Company Limited ADR (BYDDY). 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.


WMBYDDYDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

0.96

0.84

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.36

-1.03

+0.67

Martin ratioReturn relative to average drawdown

-0.79

-1.59

+0.80

WM vs. BYDDY - Sharpe Ratio Comparison

The current WM Sharpe Ratio is -0.32, which is higher than the BYDDY Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of WM and BYDDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WM vs. BYDDY - Drawdown Comparison

The maximum WM drawdown since its inception was -77.85%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for WM and BYDDY.


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Drawdown Indicators


WMBYDDYDifference

Max Drawdown

Largest peak-to-trough decline

-77.85%

-97.38%

+19.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-35.21%

+18.51%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-43.68%

+25.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-48.16%

+30.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.07%

-58.18%

+28.11%

Current Drawdown

Current decline from peak

-10.24%

-43.25%

+33.01%

Average Drawdown

Average peak-to-trough decline

-17.69%

-63.73%

+46.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

24.19%

-16.61%

Volatility

WM vs. BYDDY - Volatility Comparison

The current volatility for Waste Management, Inc. (WM) is 6.13%, while BYD Company Limited ADR (BYDDY) has a volatility of 8.66%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than BYDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMBYDDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

8.66%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

28.41%

-14.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

37.02%

-17.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

45.80%

-27.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

47.24%

-27.70%

Dividends

WM vs. BYDDY - Dividend Comparison

WM's dividend yield for the trailing twelve months is around 1.61%, more than BYDDY's 0.48% yield.


PositionTTM20252024202320222021202020192018201720162015
BYDDY
BYD Company Limited ADR
0.48%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%0.00%
WM
Waste Management, Inc.
1.61%1.50%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%

Financials

WM vs. BYDDY - Financials Comparison

This section allows you to compare key financial metrics between Waste Management, Inc. and BYD Company Limited ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B250.00B20222023202420252026
6.23B
150.23B
(WM) Total Revenue
(BYDDY) Total Revenue
Please note, different currencies. WM values in USD, BYDDY values in CNY

WM vs. BYDDY - Profitability Comparison

The chart below illustrates the profitability comparison between Waste Management, Inc. and BYD Company Limited ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%202220232024202520260
18.8%
Portfolio components
WM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported a gross profit of 0.00 and revenue of 6.23B. Therefore, the gross margin over that period was 0.0%.

BYDDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a gross profit of 28.25B and revenue of 150.23B. Therefore, the gross margin over that period was 18.8%.

WM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported an operating income of 1.11B and revenue of 6.23B, resulting in an operating margin of 17.9%.

BYDDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported an operating income of 7.18B and revenue of 150.23B, resulting in an operating margin of 4.8%.

WM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported a net income of 723.00M and revenue of 6.23B, resulting in a net margin of 11.6%.

BYDDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a net income of 4.08B and revenue of 150.23B, resulting in a net margin of 2.7%.


Frequently Asked Questions


WM and BYDDY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDDY has higher volatility (8.66%) compared to WM (6.13%). In terms of maximum drawdown, WM dropped -77.85% vs BYDDY's -97.38%.

WM currently has the higher Sharpe Ratio (-0.32 vs -0.98), 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.

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