WM vs. USD=X
WM (Waste Management, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, WM returned 15.25%/yr vs 0.00%/yr for USD=X.
Performance
WM vs. USD=X - Performance Comparison
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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%
WM vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
WM
USD=X
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.
| WM | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WM | USD=X | Difference | |
|---|---|---|---|
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
| WM | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.59% | 0.00% | -11.59% |
Average DrawdownAverage peak-to-trough decline | -17.69% | 0.00% | -17.69% |
Ulcer IndexDepth 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
| WM | USD=X | Difference | |
|---|---|---|---|
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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