WM vs. RR.L
WM (Waste Management, Inc.) and RR.L (Rolls-Royce Holdings PLC) are both stocks. Both are in the Industrials sector — WM in Waste Management, RR.L in Aerospace & Defense. Over the past 10 years, WM returned 15.25%/yr vs 19.65%/yr for RR.L. At a 0.21 correlation, their price movements are largely independent.
Performance
WM vs. RR.L - Performance Comparison
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Different Trading Currencies
WM is traded in USD, while RR.L is traded in GBp. To make them comparable, the RR.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WM achieves a -0.81% return, which is significantly lower than RR.L's 8.99% return. Over the past 10 years, WM has underperformed RR.L with an annualized return of 15.25%, while RR.L has yielded a comparatively higher 19.65% annualized return.
WM
- 1D
- -1.93%
- 1M
- 0.79%
- YTD
- -0.81%
- 6M
- 3.67%
- 1Y
- -7.08%
- 3Y*
- 11.63%
- 5Y*
- 10.86%
- 10Y*
- 15.25%
RR.L
- 1D
- -0.03%
- 1M
- 1.01%
- YTD
- 8.99%
- 6M
- 14.37%
- 1Y
- 41.49%
- 3Y*
- 108.75%
- 5Y*
- 60.80%
- 10Y*
- 19.65%
WM vs. RR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WM Waste Management, Inc. | -0.81% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
RR.L Rolls-Royce Holdings PLC | 8.99% | 120.24% | 86.56% | 238.53% | -32.26% | 9.45% | -51.10% | -13.17% | -6.26% | 39.55% |
Correlation
The correlation between WM and RR.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.21 |
The correlation between WM and RR.L shifts across timeframes, from -0.10 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WM:
$87.41B
RR.L:
£105.78B
WM:
$6.91
RR.L:
£0.99
WM:
31.28
RR.L:
12.70
WM:
2.56
RR.L:
0.03
WM:
3.44
RR.L:
2.65
WM:
8.72
RR.L:
38.81
WM:
$25.41B
RR.L:
£40.12B
WM:
$5.61B
RR.L:
£10.12B
WM:
$6.96B
RR.L:
£9.20B
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Return for Risk
WM vs. RR.L — Risk / Return Rank
WM
RR.L
WM vs. RR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and Rolls-Royce Holdings PLC (RR.L). 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.
| WM | RR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.21 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.07 | -2.49 |
| Martin ratioReturn relative to average drawdown | -0.95 | 5.93 | -6.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WM | RR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 1.10 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.39 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.39 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.20 | +0.16 |
Drawdowns
WM vs. RR.L - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, smaller than the maximum RR.L drawdown of -92.32%. Use the drawdown chart below to compare losses from any high point for WM and RR.L.
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Drawdown Indicators
| WM | RR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.85% | -92.32% | +14.47% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -19.98% | +3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -23.51% | +5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -64.03% | +45.89% |
Max Drawdown (10Y)Largest decline over 10 years | -30.07% | -89.47% | +59.40% |
Current DrawdownCurrent decline from peak | -11.59% | -7.50% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -17.69% | -36.66% | +18.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 6.97% | +0.52% |
Volatility
WM vs. RR.L - Volatility Comparison
The current volatility for Waste Management, Inc. (WM) is 5.91%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 12.27%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WM | RR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 12.27% | -6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 32.28% | -18.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 37.67% | -18.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 43.89% | -25.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 50.20% | -30.69% |
Dividends
WM vs. RR.L - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.64%, more than RR.L's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 0.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
WM Waste Management, Inc. | 1.64% | 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. RR.L - Financials Comparison
This section allows you to compare key financial metrics between Waste Management, Inc. and Rolls-Royce Holdings PLC. 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. RR.L - 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%.
RR.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.
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%.
RR.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.
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%.
RR.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.
Frequently Asked Questions
WM and RR.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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