ACA vs. WCC

In the year-to-date period, ACA achieves a -16.96% return, which is significantly lower than WCC's -10.44% return.

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This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) and WESCO International, Inc. (WCC). 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 ACA Sharpe Ratio is 0.10, which is higher than the WCC Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of ACA and WCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACA's dividend yield for the trailing twelve months is around 0.25%, less than WCC's 1.05% yield.

The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum WCC drawdown of -86.27%. Use the drawdown chart below to compare losses from any high point for ACA and WCC. For additional features, visit the drawdowns tool.

The current volatility for Arcosa, Inc. (ACA) is 16.76%, while WESCO International, Inc. (WCC) has a volatility of 23.27%. This indicates that ACA experiences smaller price fluctuations and is considered to be less risky than WCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Arcosa, Inc. and WESCO International, 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.