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X.TO vs. WCN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

X.TO vs. WCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TMX Group Limited (X.TO) and Waste Connections, Inc. (WCN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, X.TO achieves a -2.41% return, which is significantly higher than WCN.TO's -8.90% return. Over the past 10 years, X.TO has outperformed WCN.TO with an annualized return of 30.69%, while WCN.TO has yielded a comparatively lower 18.98% annualized return.


X.TO

1D
0.74%
1M
-5.58%
YTD
-2.41%
6M
-0.90%
1Y
-8.21%
3Y*
21.82%
5Y*
24.37%
10Y*
30.69%

WCN.TO

1D
0.55%
1M
1.38%
YTD
-8.90%
6M
-7.68%
1Y
-15.08%
3Y*
7.40%
5Y*
9.00%
10Y*
18.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X.TO vs. WCN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X.TO
TMX Group Limited
-2.41%19.83%40.85%27.51%20.20%28.63%25.96%80.88%15.53%13.73%
WCN.TO
Waste Connections, Inc.
-8.90%-1.69%25.48%11.09%4.86%33.02%11.52%17.27%14.53%92.32%

Correlation

The correlation between X.TO and WCN.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.18

Fundamentals

Market Cap

X.TO:

CA$14.10B

WCN.TO:

CA$55.87B

EPS

X.TO:

CA$9.15

WCN.TO:

$4.09

PE Ratio

X.TO:

5.51

WCN.TO:

38.23

PEG Ratio

X.TO:

0.46

WCN.TO:

1.82

PS Ratio

X.TO:

1.42

WCN.TO:

4.20

PB Ratio

X.TO:

0.29

WCN.TO:

4.96

Total Revenue (TTM)

X.TO:

CA$9.91B

WCN.TO:

$9.57B

Gross Profit (TTM)

X.TO:

CA$4.54B

WCN.TO:

$3.76B

EBITDA (TTM)

X.TO:

CA$4.93B

WCN.TO:

$2.97B

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Return for Risk

X.TO vs. WCN.TO — Risk / Return Rank

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

X.TO
X.TO Risk / Return Rank: 2727
Overall Rank
X.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
X.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
X.TO Omega Ratio Rank: 2424
Omega Ratio Rank
X.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
X.TO Martin Ratio Rank: 2828
Martin Ratio Rank

WCN.TO
WCN.TO Risk / Return Rank: 1313
Overall Rank
WCN.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WCN.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
WCN.TO Omega Ratio Rank: 1414
Omega Ratio Rank
WCN.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
WCN.TO Martin Ratio Rank: 1010
Martin Ratio Rank
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.

X.TO vs. WCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TMX Group Limited (X.TO) and Waste Connections, Inc. (WCN.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


X.TOWCN.TODifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

0.95

0.89

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.72

+0.35

Martin ratioReturn relative to average drawdown

-0.80

-1.36

+0.57

X.TO vs. WCN.TO - Sharpe Ratio Comparison

The current X.TO Sharpe Ratio is -0.37, which is higher than the WCN.TO Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of X.TO and WCN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

X.TO vs. WCN.TO - Drawdown Comparison

The maximum X.TO drawdown since its inception was -51.85%, smaller than the maximum WCN.TO drawdown of -71.10%. Use the drawdown chart below to compare losses from any high point for X.TO and WCN.TO.


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Drawdown Indicators


X.TOWCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.85%

-71.10%

+19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-22.81%

-21.51%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.81%

-26.21%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-22.81%

-26.21%

+3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

-26.53%

-0.73%

Current Drawdown

Current decline from peak

-11.37%

-21.70%

+10.33%

Average Drawdown

Average peak-to-trough decline

-6.93%

-10.25%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.66%

11.43%

-0.77%

Volatility

X.TO vs. WCN.TO - Volatility Comparison

TMX Group Limited (X.TO) has a higher volatility of 8.91% compared to Waste Connections, Inc. (WCN.TO) at 5.88%. This indicates that X.TO's price experiences larger fluctuations and is considered to be riskier than WCN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X.TOWCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.91%

5.88%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

18.48%

18.32%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

23.45%

22.04%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.66%

18.59%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

24.81%

-3.32%

Dividends

X.TO vs. WCN.TO - Dividend Comparison

X.TO's dividend yield for the trailing twelve months is around 1.82%, more than WCN.TO's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
WCN.TO
Waste Connections, Inc.
0.86%0.75%0.65%0.72%0.68%0.61%0.78%0.75%0.74%0.74%1.22%1.09%
X.TO
TMX Group Limited
1.82%1.61%1.69%6.55%12.25%23.74%10.70%11.20%15.83%13.84%11.54%22.35%

Financials

X.TO vs. WCN.TO - Financials Comparison

This section allows you to compare key financial metrics between TMX Group Limited and Waste Connections, 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


0.002.00B4.00B6.00B8.00B20222023202420252026
7.41B
2.33B
(X.TO) Total Revenue
(WCN.TO) Total Revenue
Please note, different currencies. X.TO values in CAD, WCN.TO values in USD

X.TO vs. WCN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between TMX Group Limited and Waste Connections, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
48.3%
29.3%
Portfolio components
X.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TMX Group Limited reported a gross profit of 3.58B and revenue of 7.41B. Therefore, the gross margin over that period was 48.3%.

WCN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported a gross profit of 683.40M and revenue of 2.33B. Therefore, the gross margin over that period was 29.3%.

X.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TMX Group Limited reported an operating income of 2.39B and revenue of 7.41B, resulting in an operating margin of 32.2%.

WCN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported an operating income of 358.11M and revenue of 2.33B, resulting in an operating margin of 15.4%.

X.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TMX Group Limited reported a net income of 2.25B and revenue of 7.41B, resulting in a net margin of 30.3%.

WCN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported a net income of 215.75M and revenue of 2.33B, resulting in a net margin of 9.3%.


Frequently Asked Questions


X.TO and WCN.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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