Waste Management, Inc. (WM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Waste Management, Inc. (WM): 1Y return 6.4%, Sharpe ratio 0.41, volatility 19.3%, max drawdown -16.7%. A Stock in the Equity asset class. Compare WM with other assets and invest through your own broker with pfolio.
Waste Management, Inc. (WM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
WM Performance
- MTD
- Return: 6.2%, Sharpe: 6.43, Volatility: 26.8%, Max Drawdown: -2.3%
- YTD
- Return: 8.6%, Sharpe: 0.84, Volatility: 20.5%, Max Drawdown: -13.9%
- 1Y
- Return: 6.4%, Sharpe: 0.41, Volatility: 19.3%, Max Drawdown: -16.7%
- 5Y
- Return: 79.6%, Sharpe: 0.71, Volatility: 18.4%, Max Drawdown: -18.1%
- 10Y
- Return: 318.0%, Sharpe: 0.81, Volatility: 19.3%, Max Drawdown: -30.1%
Frequently Asked Questions
- What is Waste Management, Inc. (WM)?
- Waste Management, Inc. (WM) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does WM compare to other assets?
- You can compare WM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in WM through pfolio?
- pfolio helps you build diversified portfolios that may include WM. You invest through your own broker — pfolio provides the analytics.