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

Performance

WM vs. UNP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waste Management, Inc. (WM) and Union Pacific Corporation (UNP). The values are adjusted to include any dividend payments, if applicable.

7,500.00%8,000.00%8,500.00%9,000.00%9,500.00%JuneJulyAugustSeptemberOctoberNovember
8,097.28%
8,897.06%
WM
UNP

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

YTD

23.00%

1M

2.23%

6M

4.31%

1Y

29.02%

5Y (annualized)

16.17%

10Y (annualized)

18.51%

UNP

YTD

-2.53%

1M

-5.05%

6M

-2.77%

1Y

9.75%

5Y (annualized)

8.32%

10Y (annualized)

9.34%

Fundamentals


WMUNP
Market Cap$90.22B$144.84B
EPS$6.54$10.89
PE Ratio34.3721.94
PEG Ratio2.382.53
Total Revenue (TTM)$21.39B$24.29B
Gross Profit (TTM)$7.35B$10.99B
EBITDA (TTM)$6.17B$12.09B

Key characteristics


WMUNP
Sharpe Ratio1.630.55
Sortino Ratio2.140.95
Omega Ratio1.351.11
Calmar Ratio2.470.58
Martin Ratio7.111.75
Ulcer Index4.11%5.95%
Daily Std Dev17.97%18.93%
Max Drawdown-77.85%-67.49%
Current Drawdown-3.45%-9.72%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for WM, currently valued at 1.63, compared to the broader market-4.00-2.000.002.001.630.55
The chart of Sortino ratio for WM, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.140.95
The chart of Omega ratio for WM, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.11
The chart of Calmar ratio for WM, currently valued at 2.47, compared to the broader market0.002.004.006.002.470.58
The chart of Martin ratio for WM, currently valued at 7.11, compared to the broader market0.0010.0020.0030.007.111.75
WM
UNP

The current WM Sharpe Ratio is 1.63, which is higher than the UNP Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WM and UNP, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.63
0.55
WM
UNP

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.


TTM20232022202120202019201820172016201520142013
WM
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%
UNP
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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.45%
-9.72%
WM
UNP

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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.99%
9.01%
WM
UNP

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items