WM vs. SAF.PA
WM (Waste Management, Inc.) and SAF.PA (Safran SA) are both stocks. Both are in the Industrials sector — WM in Waste Management, SAF.PA in Aerospace & Defense. Over the past 10 years, WM returned 15.28%/yr vs 20.27%/yr for SAF.PA. At a 0.24 correlation, their price movements are largely independent.
Performance
WM vs. SAF.PA - Performance Comparison
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Different Trading Currencies
WM is traded in USD, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WM achieves a -0.44% return, which is significantly lower than SAF.PA's 6.18% return. Over the past 10 years, WM has underperformed SAF.PA with an annualized return of 15.28%, while SAF.PA has yielded a comparatively higher 20.27% annualized return.
WM
- 1D
- -1.14%
- 1M
- -0.88%
- YTD
- -0.44%
- 6M
- 0.20%
- 1Y
- -6.80%
- 3Y*
- 11.24%
- 5Y*
- 10.90%
- 10Y*
- 15.28%
SAF.PA
- 1D
- 3.59%
- 1M
- 17.56%
- YTD
- 6.18%
- 6M
- 7.70%
- 1Y
- 26.82%
- 3Y*
- 35.10%
- 5Y*
- 20.66%
- 10Y*
- 20.27%
WM vs. SAF.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WM Waste Management, Inc. | -0.44% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
SAF.PA Safran SA | 6.18% | 60.85% | 26.05% | 42.07% | 2.59% | -13.17% | -8.31% | 30.00% | 18.84% | 44.82% |
Correlation
The correlation between WM and SAF.PA is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2007 | 0.24 |
The correlation between WM and SAF.PA shifts across timeframes, from -0.12 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WM vs. SAF.PA — Risk / Return Rank
WM
SAF.PA
WM vs. SAF.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and Safran SA (SAF.PA). 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 | SAF.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.17 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 1.09 | -1.50 |
| Martin ratioReturn relative to average drawdown | -0.90 | 2.85 | -3.76 |
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Drawdowns
WM vs. SAF.PA - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, which is greater than SAF.PA's maximum drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for WM and SAF.PA.
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Drawdown Indicators
| WM | SAF.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.85% | -65.85% | -12.00% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -24.21% | +7.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -24.21% | +6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -41.46% | +23.32% |
Max Drawdown (10Y)Largest decline over 10 years | -30.07% | -65.00% | +34.93% |
Current DrawdownCurrent decline from peak | -11.26% | -9.34% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -17.68% | -13.90% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.59% | 9.33% | -1.74% |
Volatility
WM vs. SAF.PA - Volatility Comparison
The current volatility for Waste Management, Inc. (WM) is 6.15%, while Safran SA (SAF.PA) has a volatility of 10.07%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WM | SAF.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 10.07% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.06% | 29.18% | -15.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.06% | 32.84% | -13.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 30.46% | -11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 34.61% | -15.07% |
Dividends
WM vs. SAF.PA - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.63%, more than SAF.PA's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAF.PA Safran SA | 1.06% | 0.98% | 1.04% | 0.85% | 0.43% | 0.40% | 0.00% | 1.32% | 1.52% | 0.97% | 2.15% | 1.96% |
WM Waste Management, Inc. | 1.63% | 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. SAF.PA - Financials Comparison
This section allows you to compare key financial metrics between Waste Management, Inc. and Safran SA. 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
Frequently Asked Questions
WM and SAF.PA have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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