WM vs. UNP
Compare and contrast key facts about Waste Management, Inc. (WM) and Union Pacific Corporation (UNP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WM or UNP.
Performance
WM vs. UNP - Performance Comparison
Returns By Period
In the year-to-date period, WM achieves a 23.00% return, which is significantly higher than UNP's -2.53% return. Over the past 10 years, WM has outperformed UNP with an annualized return of 18.51%, while UNP has yielded a comparatively lower 9.34% annualized return.
WM
23.00%
2.23%
4.31%
29.02%
16.17%
18.51%
UNP
-2.53%
-5.05%
-2.77%
9.75%
8.32%
9.34%
Fundamentals
WM | UNP | |
---|---|---|
Market Cap | $90.22B | $144.84B |
EPS | $6.54 | $10.89 |
PE Ratio | 34.37 | 21.94 |
PEG Ratio | 2.38 | 2.53 |
Total Revenue (TTM) | $21.39B | $24.29B |
Gross Profit (TTM) | $7.35B | $10.99B |
EBITDA (TTM) | $6.17B | $12.09B |
Key characteristics
WM | UNP | |
---|---|---|
Sharpe Ratio | 1.63 | 0.55 |
Sortino Ratio | 2.14 | 0.95 |
Omega Ratio | 1.35 | 1.11 |
Calmar Ratio | 2.47 | 0.58 |
Martin Ratio | 7.11 | 1.75 |
Ulcer Index | 4.11% | 5.95% |
Daily Std Dev | 17.97% | 18.93% |
Max Drawdown | -77.85% | -67.49% |
Current Drawdown | -3.45% | -9.72% |
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Correlation
The correlation between WM and UNP is 0.27, 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.
Risk-Adjusted Performance
WM vs. UNP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and Union Pacific Corporation (UNP). 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.
Dividends
WM vs. UNP - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.35%, less than UNP's 2.22% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Waste Management, Inc. | 1.35% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
Union Pacific Corporation | 2.22% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
Drawdowns
WM vs. UNP - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, which is greater than UNP's maximum drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for WM and UNP. For additional features, visit the drawdowns tool.
Volatility
WM vs. UNP - Volatility Comparison
The current volatility for Waste Management, Inc. (WM) is 6.99%, while Union Pacific Corporation (UNP) has a volatility of 9.01%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WM vs. UNP - Financials Comparison
This section allows you to compare key financial metrics between Waste Management, Inc. and Union Pacific Corporation. 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