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WM vs. GFL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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WM vs. GFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WM
Waste Management, Inc.
5.00%10.50%14.28%16.20%-4.49%43.82%6.63%
GFL
GFL Environmental Inc.
-2.83%-3.44%29.26%18.24%-22.65%29.88%73.97%

Fundamentals

Market Cap

WM:

$92.95B

GFL:

$15.32B

EPS

WM:

$6.70

GFL:

$10.26

PE Ratio

WM:

34.31

GFL:

4.06

PS Ratio

WM:

3.69

GFL:

2.36

PB Ratio

WM:

9.30

GFL:

2.10

Total Revenue (TTM)

WM:

$25.20B

GFL:

$6.62B

Gross Profit (TTM)

WM:

$7.33B

GFL:

$1.37B

EBITDA (TTM)

WM:

$7.27B

GFL:

$2.07B

Returns By Period

In the year-to-date period, WM achieves a 5.00% return, which is significantly higher than GFL's -2.83% return.


WM

1D
-0.07%
1M
-4.21%
YTD
5.00%
6M
4.88%
1Y
0.76%
3Y*
13.82%
5Y*
13.95%
10Y*
16.64%

GFL

1D
3.24%
1M
-5.59%
YTD
-2.83%
6M
-11.88%
1Y
-13.53%
3Y*
6.75%
5Y*
3.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WM vs. GFL — Risk / Return Rank

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

WM
WM Risk / Return Rank: 4141
Overall Rank
WM Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WM Sortino Ratio Rank: 3535
Sortino Ratio Rank
WM Omega Ratio Rank: 3535
Omega Ratio Rank
WM Calmar Ratio Rank: 4646
Calmar Ratio Rank
WM Martin Ratio Rank: 4646
Martin Ratio Rank

GFL
GFL Risk / Return Rank: 2020
Overall Rank
GFL Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GFL Sortino Ratio Rank: 1717
Sortino Ratio Rank
GFL Omega Ratio Rank: 1818
Omega Ratio Rank
GFL Calmar Ratio Rank: 2525
Calmar Ratio Rank
GFL Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WM vs. GFL - Risk-Adjusted Trends 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.


WMGFLDifference

Sharpe ratio

Return per unit of total volatility

0.04

-0.53

+0.57

Sortino ratio

Return per unit of downside risk

0.18

-0.65

+0.84

Omega ratio

Gain probability vs. loss probability

1.02

0.92

+0.10

Calmar ratio

Return relative to maximum drawdown

0.13

-0.51

+0.64

Martin ratio

Return relative to average drawdown

0.31

-1.09

+1.40

WM vs. GFL - Sharpe Ratio Comparison

The current WM Sharpe Ratio is 0.04, which is higher than the GFL Sharpe Ratio of -0.53. 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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Sharpe Ratios by Period


WMGFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

-0.53

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.12

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.13

Correlation

The correlation between WM and GFL is 0.40, 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.


Dividends

WM vs. GFL - Dividend Comparison

WM's dividend yield for the trailing twelve months is around 1.49%, more than GFL's 0.15% yield.


TTM20252024202320222021202020192018201720162015
WM
Waste Management, Inc.
1.49%1.50%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%
GFL
GFL Environmental Inc.
0.15%0.14%0.12%0.15%0.16%0.11%0.10%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 -42.76%. Use the drawdown chart below to compare losses from any high point for WM and GFL.


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Drawdown Indicators


WMGFLDifference

Max Drawdown

Largest peak-to-trough decline

-77.85%

-42.76%

-35.09%

Max Drawdown (1Y)

Largest decline over 1 year

-18.14%

-24.39%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-42.76%

+24.62%

Max Drawdown (10Y)

Largest decline over 10 years

-30.07%

Current Drawdown

Current decline from peak

-6.41%

-19.03%

+12.62%

Average Drawdown

Average peak-to-trough decline

-17.74%

-14.03%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

11.52%

-3.99%

Volatility

WM vs. GFL - Volatility Comparison

The current volatility for Waste Management, Inc. (WM) is 5.94%, while GFL Environmental Inc. (GFL) has a volatility of 8.47%. 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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Volatility by Period


WMGFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

8.47%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

16.97%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.06%

25.60%

-6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

29.55%

-11.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

32.88%

-13.50%

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


1.00B2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.31B
1.69B
(WM) Total Revenue
(GFL) Total Revenue
Values in USD except per share items

WM vs. GFL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
29.3%
20.0%
Portfolio components
WM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Waste Management, Inc. reported a gross profit of 1.85B and revenue of 6.31B. Therefore, the gross margin over that period was 29.3%.

GFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, GFL Environmental Inc. reported a gross profit of 337.60M and revenue of 1.69B. Therefore, the gross margin over that period was 20.0%.

WM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Waste Management, Inc. reported an operating income of 1.18B and revenue of 6.31B, resulting in an operating margin of 18.6%.

GFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, GFL Environmental Inc. reported an operating income of 82.90M and revenue of 1.69B, resulting in an operating margin of 4.9%.

WM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Waste Management, Inc. reported a net income of 742.00M and revenue of 6.31B, resulting in a net margin of 11.8%.

GFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, GFL Environmental Inc. reported a net income of 33.90M and revenue of 1.69B, resulting in a net margin of 2.0%.