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

Correlation

The correlation between WM and GFL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WM vs. GFL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WM:

0.35

GFL:

1.64

Sortino Ratio

WM:

0.60

GFL:

2.49

Omega Ratio

WM:

1.09

GFL:

1.32

Calmar Ratio

WM:

0.60

GFL:

1.84

Martin Ratio

WM:

1.35

GFL:

10.73

Ulcer Index

WM:

5.30%

GFL:

4.62%

Daily Std Dev

WM:

20.31%

GFL:

29.64%

Max Drawdown

WM:

-77.85%

GFL:

-42.85%

Current Drawdown

WM:

-6.10%

GFL:

-6.75%

Fundamentals

Market Cap

WM:

$90.77B

GFL:

$17.85B

EPS

WM:

$6.64

GFL:

-$1.52

PS Ratio

WM:

3.96

GFL:

2.23

PB Ratio

WM:

10.49

GFL:

3.09

Total Revenue (TTM)

WM:

$22.92B

GFL:

$7.62B

Gross Profit (TTM)

WM:

$8.49B

GFL:

$1.48B

EBITDA (TTM)

WM:

$6.60B

GFL:

$1.14B

Returns By Period

In the year-to-date period, WM achieves a 10.61% return, which is significantly higher than GFL's 7.99% return.


WM

YTD

10.61%

1M

-3.05%

6M

-0.37%

1Y

7.01%

5Y*

20.04%

10Y*

18.51%

GFL

YTD

7.99%

1M

-0.31%

6M

8.65%

1Y

48.32%

5Y*

22.33%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WM vs. GFL — 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 6363
Overall Rank
The Sharpe Ratio Rank of WM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 5454
Sortino Ratio Rank
The Omega Ratio Rank of WM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of WM is 7575
Calmar Ratio Rank
The Martin Ratio Rank of WM is 6767
Martin Ratio Rank

GFL
The Risk-Adjusted Performance Rank of GFL is 9292
Overall Rank
The Sharpe Ratio Rank of GFL is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GFL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GFL is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GFL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GFL is 9696
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. GFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and GFL Environmental Inc. (GFL). 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 0.35, which is lower than the GFL Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of WM and GFL, 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. GFL - Dividend Comparison

WM's dividend yield for the trailing twelve months is around 1.38%, more than GFL's 0.12% yield.


TTM20242023202220212020201920182017201620152014
WM
Waste Management, Inc.
1.38%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
GFL
GFL Environmental Inc.
0.12%0.12%0.15%0.50%0.11%0.10%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WM vs. GFL - Drawdown Comparison

The maximum WM drawdown since its inception was -77.85%, which is greater than GFL's maximum drawdown of -42.85%. Use the drawdown chart below to compare losses from any high point for WM and GFL. For additional features, visit the drawdowns tool.


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Volatility

WM vs. GFL - Volatility Comparison

The current volatility for Waste Management, Inc. (WM) is 5.00%, while GFL Environmental Inc. (GFL) has a volatility of 6.67%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than GFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

WM vs. GFL - Financials Comparison

This section allows you to compare key financial metrics between Waste Management, Inc. and GFL Environmental 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
1.56B
(WM) Total Revenue
(GFL) Total Revenue
Values in USD except per share items