WM vs. CLH

In the year-to-date period, WM achieves a 23.00% return, which is significantly lower than CLH's 41.76% return. Both investments have delivered pretty close results over the past 10 years, with WM having a 18.51% annualized return and CLH not far behind at 17.65%.

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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.

The current WM Sharpe Ratio is 1.63, which is comparable to the CLH Sharpe Ratio of 1.84. 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.

WM's dividend yield for the trailing twelve months is around 1.35%, while CLH has not paid dividends to shareholders.

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.

The current volatility for Waste Management, Inc. (WM) is 6.99%, while Clean Harbors, Inc. (CLH) has a volatility of 15.07%. 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.

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.