WM vs. VTV
WM (Waste Management, Inc.) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, WM returned 15.25%/yr vs 12.42%/yr for VTV. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
WM vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, WM achieves a -0.81% return, which is significantly lower than VTV's 11.91% return. Over the past 10 years, WM has outperformed VTV with an annualized return of 15.25%, while VTV has yielded a comparatively lower 12.42% annualized return.
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%
VTV
- 1D
- 0.25%
- 1M
- 2.67%
- YTD
- 11.91%
- 6M
- 13.41%
- 1Y
- 25.49%
- 3Y*
- 17.72%
- 5Y*
- 11.30%
- 10Y*
- 12.42%
WM vs. VTV - 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% |
VTV Vanguard Value ETF | 11.91% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between WM and VTV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.55 |
Over the past year, the correlation between WM and VTV has dropped to 0.18 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
WM vs. VTV — Risk / Return Rank
WM
VTV
WM vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.45 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 4.03 | -4.46 |
| Martin ratioReturn relative to average drawdown | -0.95 | 15.20 | -16.15 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.52 | -2.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.82 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.75 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Drawdowns
WM vs. VTV - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for WM and VTV.
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Drawdown Indicators
| WM | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.85% | -59.27% | -18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -6.35% | -10.37% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -14.52% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -17.04% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -30.07% | -36.78% | +6.71% |
Current DrawdownCurrent decline from peak | -11.59% | -1.11% | -10.48% |
Average DrawdownAverage peak-to-trough decline | -17.69% | -7.87% | -9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 1.68% | +5.81% |
Volatility
WM vs. VTV - Volatility Comparison
Waste Management, Inc. (WM) has a higher volatility of 5.91% compared to Vanguard Value ETF (VTV) at 2.65%. This indicates that WM's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WM | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 2.65% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 7.67% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 10.18% | +8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 13.89% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 16.68% | +2.83% |
Dividends
WM vs. VTV - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.64%, less than VTV's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTV Vanguard Value ETF | 1.87% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
WM Waste Management, Inc. | 1.64% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Frequently Asked Questions
WM and VTV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WM has higher volatility (5.91%) compared to VTV (2.65%). In terms of maximum drawdown, WM dropped -77.85% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.52 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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