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WMS vs. RSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WMS and RSG is 0.28, 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.


-0.50.00.51.00.3

Performance

WMS vs. RSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Drainage Systems, Inc. (WMS) and Republic Services, Inc. (RSG). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-26.44%
8.00%
WMS
RSG

Key characteristics

Sharpe Ratio

WMS:

-0.11

RSG:

2.06

Sortino Ratio

WMS:

0.11

RSG:

2.57

Omega Ratio

WMS:

1.01

RSG:

1.38

Calmar Ratio

WMS:

-0.11

RSG:

3.64

Martin Ratio

WMS:

-0.25

RSG:

10.27

Ulcer Index

WMS:

15.93%

RSG:

2.93%

Daily Std Dev

WMS:

36.98%

RSG:

14.63%

Max Drawdown

WMS:

-53.58%

RSG:

-65.98%

Current Drawdown

WMS:

-29.77%

RSG:

-2.01%

Fundamentals

Market Cap

WMS:

$9.73B

RSG:

$66.93B

EPS

WMS:

$6.36

RSG:

$6.31

PE Ratio

WMS:

19.73

RSG:

33.87

PEG Ratio

WMS:

1.05

RSG:

3.53

Total Revenue (TTM)

WMS:

$2.25B

RSG:

$11.99B

Gross Profit (TTM)

WMS:

$851.32M

RSG:

$4.06B

EBITDA (TTM)

WMS:

$687.31M

RSG:

$3.65B

Returns By Period

In the year-to-date period, WMS achieves a 8.56% return, which is significantly higher than RSG's 6.55% return. Over the past 10 years, WMS has underperformed RSG with an annualized return of 18.84%, while RSG has yielded a comparatively higher 20.23% annualized return.


WMS

YTD

8.56%

1M

8.98%

6M

-26.65%

1Y

-6.08%

5Y*

24.90%

10Y*

18.84%

RSG

YTD

6.55%

1M

5.21%

6M

4.82%

1Y

28.16%

5Y*

19.62%

10Y*

20.23%

*Annualized

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Risk-Adjusted Performance

WMS vs. RSG — Risk-Adjusted Performance Rank

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

WMS
The Risk-Adjusted Performance Rank of WMS is 3838
Overall Rank
The Sharpe Ratio Rank of WMS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of WMS is 3434
Sortino Ratio Rank
The Omega Ratio Rank of WMS is 3434
Omega Ratio Rank
The Calmar Ratio Rank of WMS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of WMS is 4040
Martin Ratio Rank

RSG
The Risk-Adjusted Performance Rank of RSG is 9292
Overall Rank
The Sharpe Ratio Rank of RSG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of RSG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of RSG is 9090
Omega Ratio Rank
The Calmar Ratio Rank of RSG is 9696
Calmar Ratio Rank
The Martin Ratio Rank of RSG is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WMS vs. RSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Drainage Systems, Inc. (WMS) and Republic Services, Inc. (RSG). 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 WMS, currently valued at -0.11, compared to the broader market-2.000.002.004.00-0.112.06
The chart of Sortino ratio for WMS, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.006.000.112.57
The chart of Omega ratio for WMS, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.38
The chart of Calmar ratio for WMS, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.113.64
The chart of Martin ratio for WMS, currently valued at -0.25, compared to the broader market-10.000.0010.0020.0030.00-0.2510.27
WMS
RSG

The current WMS Sharpe Ratio is -0.11, which is lower than the RSG Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of WMS and RSG, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.11
2.06
WMS
RSG

Dividends

WMS vs. RSG - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.49%, less than RSG's 1.04% yield.


TTM20242023202220212020201920182017201620152014
WMS
Advanced Drainage Systems, Inc.
0.49%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%
RSG
Republic Services, Inc.
1.04%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%

Drawdowns

WMS vs. RSG - Drawdown Comparison

The maximum WMS drawdown since its inception was -53.58%, smaller than the maximum RSG drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for WMS and RSG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-29.77%
-2.01%
WMS
RSG

Volatility

WMS vs. RSG - Volatility Comparison

Advanced Drainage Systems, Inc. (WMS) has a higher volatility of 8.02% compared to Republic Services, Inc. (RSG) at 3.77%. This indicates that WMS's price experiences larger fluctuations and is considered to be riskier than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.02%
3.77%
WMS
RSG

Financials

WMS vs. RSG - Financials Comparison

This section allows you to compare key financial metrics between Advanced Drainage Systems, Inc. and Republic Services, Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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