WM vs. XLI

In the year-to-date period, WM achieves a 16.45% return, which is significantly higher than XLI's 7.58% return. Over the past 10 years, WM has outperformed XLI with an annualized return of 19.01%, while XLI has yielded a comparatively lower 11.55% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) and Industrial Select Sector SPDR Fund (XLI). 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.

The current WM Sharpe Ratio is 0.69, which is comparable to the XLI Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of WM and XLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WM's dividend yield for the trailing twelve months is around 1.31%, less than XLI's 1.36% yield.

The maximum WM drawdown since its inception was -77.85%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for WM and XLI. For additional features, visit the drawdowns tool.

Waste Management, Inc. (WM) has a higher volatility of 5.27% compared to Industrial Select Sector SPDR Fund (XLI) at 4.83%. This indicates that WM's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.