Waste Management (WM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Waste Management, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $225.15 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +13.37% |
| Total return over period | +45.42% |
| Annualized volatility | 19.11% |
| Period volatility | 33.02% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.00 |
| Sortino ratio | 1.43 |
| Max drawdown | -18.14% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.76% |
| Correlation with the S&P 500 | 0.08 |
| Period range | $156.14 – $244.47 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Waste Management (WM) has posted an annualized return of +13.37% with annual volatility of 19.11%, a Sharpe ratio of 1.00. Its worst stretch (max drawdown from a peak) was -18.14%. Its correlation with the S&P 500 is 0.08, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how WM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Waste Management (WM) is of the S&P 500.
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