WM vs. RTH
WM (Waste Management, Inc.) is a stock, while RTH (VanEck Vectors Retail ETF) is Consumer Discretionary Equities fund tracking the MVIS US Listed Retail 25 Index. Over the past 10 years, WM returned 15.36%/yr vs 14.35%/yr for RTH. At a 0.45 correlation, their price movements are largely independent.
Performance
WM vs. RTH - 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 RTH's 4.33% return. Over the past 10 years, WM has outperformed RTH with an annualized return of 15.36%, while RTH has yielded a comparatively lower 14.35% 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%
RTH
- 1D
- -0.06%
- 1M
- -1.59%
- YTD
- 4.33%
- 6M
- 2.84%
- 1Y
- 12.87%
- 3Y*
- 16.16%
- 5Y*
- 9.69%
- 10Y*
- 14.35%
WM vs. RTH - 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% |
RTH VanEck Vectors Retail ETF | 4.33% | 12.36% | 20.02% | 20.07% | -17.67% | 24.94% | 31.62% | 29.06% | 3.87% | 22.45% |
Correlation
The correlation between WM and RTH is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 17, 2001 | 0.45 |
Over the past year, the correlation between WM and RTH has dropped to 0.16 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
WM vs. RTH — Risk / Return Rank
WM
RTH
WM vs. RTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and VanEck Vectors Retail ETF (RTH). 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 | RTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.18 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.50 | -1.86 |
| Martin ratioReturn relative to average drawdown | -0.79 | 4.99 | -5.78 |
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Drawdowns
WM vs. RTH - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, which is greater than RTH's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for WM and RTH.
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Drawdown Indicators
| WM | RTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.85% | -42.32% | -35.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -7.83% | -8.87% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -13.80% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -25.00% | +6.86% |
Max Drawdown (10Y)Largest decline over 10 years | -30.07% | -25.00% | -5.07% |
Current DrawdownCurrent decline from peak | -10.24% | -3.58% | -6.66% |
Average DrawdownAverage peak-to-trough decline | -17.69% | -7.34% | -10.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 2.35% | +5.23% |
Volatility
WM vs. RTH - Volatility Comparison
Waste Management, Inc. (WM) has a higher volatility of 6.13% compared to VanEck Vectors Retail ETF (RTH) at 3.85%. This indicates that WM's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WM | RTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 3.85% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 9.28% | +4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 12.09% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 16.81% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 17.54% | +2.00% |
Dividends
WM vs. RTH - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.61%, more than RTH's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTH VanEck Vectors Retail ETF | 0.93% | 0.97% | 0.77% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% |
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% |
Frequently Asked Questions
WM and RTH have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WM has higher volatility (6.13%) compared to RTH (3.85%). In terms of maximum drawdown, WM dropped -77.85% vs RTH's -42.32%.
RTH currently has the higher Sharpe Ratio (0.97 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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