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

Correlation

The correlation between WM and PG is 0.25, 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.


-0.50.00.51.00.2

Performance

WM vs. PG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-4.31%
-3.50%
WM
PG

Key characteristics

Sharpe Ratio

WM:

1.01

PG:

0.66

Sortino Ratio

WM:

1.42

PG:

1.00

Omega Ratio

WM:

1.22

PG:

1.13

Calmar Ratio

WM:

1.54

PG:

0.86

Martin Ratio

WM:

3.60

PG:

2.87

Ulcer Index

WM:

5.09%

PG:

3.54%

Daily Std Dev

WM:

18.11%

PG:

15.33%

Max Drawdown

WM:

-77.85%

PG:

-54.23%

Current Drawdown

WM:

-7.02%

PG:

-10.33%

Fundamentals

Market Cap

WM:

$84.97B

PG:

$379.47B

EPS

WM:

$6.56

PG:

$5.80

PE Ratio

WM:

32.27

PG:

27.78

PEG Ratio

WM:

2.26

PG:

3.39

Total Revenue (TTM)

WM:

$16.17B

PG:

$62.46B

Gross Profit (TTM)

WM:

$5.28B

PG:

$31.84B

EBITDA (TTM)

WM:

$4.86B

PG:

$16.49B

Returns By Period

In the year-to-date period, WM achieves a 4.92% return, which is significantly higher than PG's -3.89% return. Over the past 10 years, WM has outperformed PG with an annualized return of 17.24%, while PG has yielded a comparatively lower 8.89% annualized return.


WM

YTD

4.92%

1M

3.06%

6M

-4.31%

1Y

17.02%

5Y*

14.00%

10Y*

17.24%

PG

YTD

-3.89%

1M

-4.70%

6M

-3.50%

1Y

10.78%

5Y*

7.62%

10Y*

8.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WM vs. PG — 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 7777
Overall Rank
The Sharpe Ratio Rank of WM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7676
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 6767
Overall Rank
The Sharpe Ratio Rank of PG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of PG is 7272
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. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and The Procter & Gamble Company (PG). 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.


Sharpe ratio
The chart of Sharpe ratio for WM, currently valued at 1.01, compared to the broader market-2.000.002.004.001.010.66
The chart of Sortino ratio for WM, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.421.00
The chart of Omega ratio for WM, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.13
The chart of Calmar ratio for WM, currently valued at 1.54, compared to the broader market0.002.004.006.001.540.86
The chart of Martin ratio for WM, currently valued at 3.60, compared to the broader market-10.000.0010.0020.003.602.87
WM
PG

The current WM Sharpe Ratio is 1.01, which is higher than the PG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of WM and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.01
0.66
WM
PG

Dividends

WM vs. PG - Dividend Comparison

WM's dividend yield for the trailing twelve months is around 1.42%, less than PG's 1.87% yield.


TTM20242023202220212020201920182017201620152014
WM
Waste Management, Inc.
1.42%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
PG
The Procter & Gamble Company
1.87%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

WM vs. PG - Drawdown Comparison

The maximum WM drawdown since its inception was -77.85%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for WM and PG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.02%
-10.33%
WM
PG

Volatility

WM vs. PG - Volatility Comparison

The current volatility for Waste Management, Inc. (WM) is 3.76%, while The Procter & Gamble Company (PG) has a volatility of 4.31%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.76%
4.31%
WM
PG

Financials

WM vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Waste Management, Inc. and The Procter & Gamble Company. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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