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WM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

WM vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WM vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WM
Waste Management, Inc.
-0.81%10.50%14.28%16.20%-4.49%43.82%5.46%30.45%5.32%24.46%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

WM vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WM
WM Risk / Return Rank: 2424
Overall Rank
WM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
WM Sortino Ratio Rank: 2222
Sortino Ratio Rank
WM Omega Ratio Rank: 2323
Omega Ratio Rank
WM Calmar Ratio Rank: 2828
Calmar Ratio Rank
WM Martin Ratio Rank: 2323
Martin Ratio Rank

USD=X
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WM vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and USD Cash (USD=X). 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.


WMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.43

Martin ratioReturn relative to average drawdown

-0.95

WM vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WMUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

Drawdowns

WM vs. USD=X - Drawdown Comparison

The maximum WM drawdown since its inception was -77.85%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WM and USD=X.


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Drawdown Indicators


WMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-77.85%

0.00%

-77.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.72%

0.00%

-16.72%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

0.00%

-18.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

0.00%

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-30.07%

0.00%

-30.07%

Current Drawdown

Current decline from peak

-11.59%

0.00%

-11.59%

Average Drawdown

Average peak-to-trough decline

-17.69%

0.00%

-17.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

0.00%

+7.49%

Volatility

WM vs. USD=X - Volatility Comparison

Waste Management, Inc. (WM) has a higher volatility of 5.91% compared to USD Cash (USD=X) at 0.00%. This indicates that WM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

0.00%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

0.00%

+13.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

0.00%

+18.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

0.00%

+18.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

0.00%

+19.51%

Frequently Asked Questions


WM has higher volatility (5.91%) compared to USD=X (0.00%). In terms of maximum drawdown, WM dropped -77.85% vs USD=X's 0.00%.

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