WM vs. FRCOY
WM (Waste Management, Inc.) and FRCOY (Fast Retailing Co Ltd ADR) are both stocks. WM operates in Waste Management (Industrials), while FRCOY operates in Apparel Retail (Consumer Cyclical). Over the past 10 years, WM returned 15.36%/yr vs 19.37%/yr for FRCOY. At a 0.17 correlation, their price movements are largely independent.
Performance
WM vs. FRCOY - Performance Comparison
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Returns By Period
In the year-to-date period, WM achieves a 0.71% return, which is significantly lower than FRCOY's 40.23% return. Over the past 10 years, WM has underperformed FRCOY with an annualized return of 15.36%, while FRCOY has yielded a comparatively higher 19.37% annualized return.
WM
- 1D
- 0.30%
- 1M
- 0.26%
- YTD
- 0.71%
- 6M
- 2.63%
- 1Y
- -5.72%
- 3Y*
- 12.33%
- 5Y*
- 11.14%
- 10Y*
- 15.36%
FRCOY
- 1D
- 1.28%
- 1M
- 11.79%
- YTD
- 40.23%
- 6M
- 41.13%
- 1Y
- 57.26%
- 3Y*
- 25.64%
- 5Y*
- 15.35%
- 10Y*
- 19.37%
WM vs. FRCOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WM Waste Management, Inc. | 0.71% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
FRCOY Fast Retailing Co Ltd ADR | 40.23% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | 17.05% | 27.87% | 12.63% |
Correlation
The correlation between WM and FRCOY is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2008 | 0.17 |
The correlation between WM and FRCOY shifts across timeframes, from -0.05 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WM:
$88.75B
FRCOY:
$155.99B
WM:
$6.91
FRCOY:
¥157.47
WM:
31.76
FRCOY:
51.64
WM:
2.60
FRCOY:
1.86
WM:
3.49
FRCOY:
6.75
WM:
8.86
FRCOY:
9.47
WM:
$25.41B
FRCOY:
¥3.70T
WM:
$5.61B
FRCOY:
¥1.89T
WM:
$6.96B
FRCOY:
¥923.74B
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Return for Risk
WM vs. FRCOY — Risk / Return Rank
WM
FRCOY
WM vs. FRCOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and Fast Retailing Co Ltd ADR (FRCOY). 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.
| WM | FRCOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.26 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 3.14 | -3.50 |
| Martin ratioReturn relative to average drawdown | -0.79 | 8.25 | -9.05 |
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Drawdowns
WM vs. FRCOY - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, which is greater than FRCOY's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for WM and FRCOY.
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Drawdown Indicators
| WM | FRCOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.85% | -57.39% | -20.46% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -17.59% | +0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -22.72% | +4.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -42.64% | +24.50% |
Max Drawdown (10Y)Largest decline over 10 years | -30.07% | -57.39% | +27.32% |
Current DrawdownCurrent decline from peak | -10.24% | -2.21% | -8.03% |
Average DrawdownAverage peak-to-trough decline | -17.69% | -19.23% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 6.68% | +0.90% |
Volatility
WM vs. FRCOY - Volatility Comparison
The current volatility for Waste Management, Inc. (WM) is 6.13%, while Fast Retailing Co Ltd ADR (FRCOY) has a volatility of 11.60%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than FRCOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WM | FRCOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 11.60% | -5.47% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 25.42% | -11.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 35.15% | -16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 30.20% | -11.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 30.00% | -10.46% |
Dividends
WM vs. FRCOY - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.61%, while FRCOY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
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. FRCOY - Financials Comparison
This section allows you to compare key financial metrics between Waste Management, Inc. and Fast Retailing Co Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
WM vs. FRCOY - Profitability Comparison
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%.
FRCOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.
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%.
FRCOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.
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%.
FRCOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.
Frequently Asked Questions
WM and FRCOY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRCOY has higher volatility (11.60%) compared to WM (6.13%). In terms of maximum drawdown, WM dropped -77.85% vs FRCOY's -57.39%.
FRCOY currently has the higher Sharpe Ratio (1.57 vs -0.32), 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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