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WM vs. CLH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WM and CLH is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

WM vs. CLH - Performance Comparison

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

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%AugustSeptemberOctoberNovemberDecember2025
7,891.77%
3,010.19%
WM
CLH

Key characteristics

Sharpe Ratio

WM:

1.01

CLH:

1.72

Sortino Ratio

WM:

1.42

CLH:

2.30

Omega Ratio

WM:

1.22

CLH:

1.32

Calmar Ratio

WM:

1.54

CLH:

3.50

Martin Ratio

WM:

3.60

CLH:

10.23

Ulcer Index

WM:

5.09%

CLH:

4.56%

Daily Std Dev

WM:

18.11%

CLH:

27.10%

Max Drawdown

WM:

-77.85%

CLH:

-95.54%

Current Drawdown

WM:

-7.02%

CLH:

-8.49%

Fundamentals

Market Cap

WM:

$84.97B

CLH:

$12.99B

EPS

WM:

$6.56

CLH:

$7.74

PE Ratio

WM:

32.27

CLH:

31.14

PEG Ratio

WM:

2.26

CLH:

188.43

Total Revenue (TTM)

WM:

$16.17B

CLH:

$4.46B

Gross Profit (TTM)

WM:

$5.28B

CLH:

$1.19B

EBITDA (TTM)

WM:

$4.86B

CLH:

$856.88M

Returns By Period

The year-to-date returns for both stocks are quite close, with WM having a 4.92% return and CLH slightly lower at 4.74%. Both investments have delivered pretty close results over the past 10 years, with WM having a 17.24% annualized return and CLH not far ahead at 17.47%.


WM

YTD

4.92%

1M

3.06%

6M

-4.31%

1Y

17.02%

5Y*

14.00%

10Y*

17.24%

CLH

YTD

4.74%

1M

3.18%

6M

5.84%

1Y

41.98%

5Y*

23.50%

10Y*

17.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WM vs. CLH — Risk-Adjusted Performance Rank

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

WM
The Risk-Adjusted Performance Rank of WM is 7777
Overall Rank
The Sharpe Ratio Rank of WM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7676
Martin Ratio Rank

CLH
The Risk-Adjusted Performance Rank of CLH is 8989
Overall Rank
The Sharpe Ratio Rank of CLH is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of CLH is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CLH is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CLH is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CLH is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WM vs. CLH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and Clean Harbors, Inc. (CLH). 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.


Sharpe ratio
The chart of Sharpe ratio for WM, currently valued at 1.01, compared to the broader market-2.000.002.004.001.011.72
The chart of Sortino ratio for WM, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.422.30
The chart of Omega ratio for WM, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.32
The chart of Calmar ratio for WM, currently valued at 1.54, compared to the broader market0.002.004.006.001.543.50
The chart of Martin ratio for WM, currently valued at 3.60, compared to the broader market-10.000.0010.0020.0030.003.6010.23
WM
CLH

The current WM Sharpe Ratio is 1.01, which is lower than the CLH Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of WM and CLH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.01
1.72
WM
CLH

Dividends

WM vs. CLH - Dividend Comparison

WM's dividend yield for the trailing twelve months is around 1.42%, while CLH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WM
Waste Management, Inc.
1.42%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
CLH
Clean Harbors, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WM vs. CLH - Drawdown Comparison

The maximum WM drawdown since its inception was -77.85%, smaller than the maximum CLH drawdown of -95.54%. Use the drawdown chart below to compare losses from any high point for WM and CLH. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.02%
-8.49%
WM
CLH

Volatility

WM vs. CLH - Volatility Comparison

The current volatility for Waste Management, Inc. (WM) is 3.76%, while Clean Harbors, Inc. (CLH) has a volatility of 5.42%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than CLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
3.76%
5.42%
WM
CLH

Financials

WM vs. CLH - Financials Comparison

This section allows you to compare key financial metrics between Waste Management, Inc. and Clean Harbors, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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