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

Correlation

The correlation between WM and CLH is 0.38, 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.


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.

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Key characteristics

Sharpe Ratio

WM:

0.41

CLH:

0.28

Sortino Ratio

WM:

0.71

CLH:

0.61

Omega Ratio

WM:

1.11

CLH:

1.08

Calmar Ratio

WM:

0.75

CLH:

0.28

Martin Ratio

WM:

1.70

CLH:

0.73

Ulcer Index

WM:

5.29%

CLH:

12.02%

Daily Std Dev

WM:

20.30%

CLH:

29.34%

Max Drawdown

WM:

-77.85%

CLH:

-95.54%

Current Drawdown

WM:

-4.75%

CLH:

-13.23%

Fundamentals

Market Cap

WM:

$90.77B

CLH:

$12.25B

EPS

WM:

$6.64

CLH:

$7.22

PE Ratio

WM:

33.97

CLH:

31.65

PEG Ratio

WM:

2.94

CLH:

188.43

PS Ratio

WM:

3.96

CLH:

2.06

PB Ratio

WM:

10.49

CLH:

4.64

Total Revenue (TTM)

WM:

$22.92B

CLH:

$5.95B

Gross Profit (TTM)

WM:

$8.49B

CLH:

$1.72B

EBITDA (TTM)

WM:

$6.60B

CLH:

$1.10B

Returns By Period

In the year-to-date period, WM achieves a 12.20% return, which is significantly higher than CLH's -0.70% return. Over the past 10 years, WM has outperformed CLH with an annualized return of 18.68%, while CLH has yielded a comparatively lower 15.14% annualized return.


WM

YTD

12.20%

1M

-1.66%

6M

1.59%

1Y

8.20%

5Y*

20.55%

10Y*

18.68%

CLH

YTD

-0.70%

1M

14.10%

6M

-13.14%

1Y

8.14%

5Y*

37.80%

10Y*

15.14%

*Annualized

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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 6666
Overall Rank
The Sharpe Ratio Rank of WM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of WM is 5959
Omega Ratio Rank
The Calmar Ratio Rank of WM is 7878
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7070
Martin Ratio Rank

CLH
The Risk-Adjusted Performance Rank of CLH is 5959
Overall Rank
The Sharpe Ratio Rank of CLH is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of CLH is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CLH is 5353
Omega Ratio Rank
The Calmar Ratio Rank of CLH is 6363
Calmar Ratio Rank
The Martin Ratio Rank of CLH is 6060
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.


The current WM Sharpe Ratio is 0.41, which is higher than the CLH Sharpe Ratio of 0.28. 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.


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Dividends

WM vs. CLH - Dividend Comparison

WM's dividend yield for the trailing twelve months is around 1.36%, while CLH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WM
Waste Management, Inc.
1.36%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.


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Volatility

WM vs. CLH - Volatility Comparison

Waste Management, Inc. (WM) and Clean Harbors, Inc. (CLH) have volatilities of 5.01% and 4.90%, 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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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


1.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
6.02B
1.43B
(WM) Total Revenue
(CLH) Total Revenue
Values in USD except per share items

WM vs. CLH - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%20212022202320242025
39.4%
28.6%
(WM) Gross Margin
(CLH) Gross Margin
WM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported a gross profit of 2.37B and revenue of 6.02B. Therefore, the gross margin over that period was 39.4%.

CLH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Clean Harbors, Inc. reported a gross profit of 410.07M and revenue of 1.43B. Therefore, the gross margin over that period was 28.6%.

WM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported an operating income of 1.01B and revenue of 6.02B, resulting in an operating margin of 16.8%.

CLH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Clean Harbors, Inc. reported an operating income of 111.62M and revenue of 1.43B, resulting in an operating margin of 7.8%.

WM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported a net income of 637.00M and revenue of 6.02B, resulting in a net margin of 10.6%.

CLH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Clean Harbors, Inc. reported a net income of 58.68M and revenue of 1.43B, resulting in a net margin of 4.1%.