GWW vs. WCC
GWW (W.W. Grainger, Inc.) and WCC (WESCO International, Inc.) are both stocks. Both operate in the Industrial Distribution industry within the Industrials sector. Over the past 10 years, GWW returned 22.21%/yr vs 20.57%/yr for WCC. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
GWW vs. WCC - Performance Comparison
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Returns By Period
In the year-to-date period, GWW achieves a 37.52% return, which is significantly lower than WCC's 40.88% return. Over the past 10 years, GWW has outperformed WCC with an annualized return of 22.21%, while WCC has yielded a comparatively lower 20.57% annualized return.
GWW
- 1D
- 1.97%
- 1M
- 2.92%
- 6M
- 28.49%
- YTD
- 37.52%
- 1Y
- 49.53%
- 3Y*
- 25.05%
- 5Y*
- 26.76%
- 10Y*
- 22.21%
- ALL TIME*
- 15.18%
WCC
- 1D
- 0.24%
- 1M
- 11.56%
- 6M
- 19.08%
- YTD
- 40.88%
- 1Y
- 70.00%
- 3Y*
- 25.08%
- 5Y*
- 27.20%
- 10Y*
- 20.57%
- ALL TIME*
- 11.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $387.12M | $359.88M | $405.44M | |
| $255.89M | $266.79M | $225.20M |
GWW vs. WCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWW W.W. Grainger, Inc. | 37.52% | -3.41% | 28.21% | 50.53% | 8.75% | 28.80% | 22.85% | 22.25% | 21.69% | 4.35% |
WCC WESCO International, Inc. | 40.88% | 36.43% | 5.09% | 40.19% | -4.86% | 67.63% | 32.18% | 23.73% | -29.57% | 2.40% |
Correlation
The correlation between GWW and WCC is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 12, 1999 | 0.48 |
The correlation between GWW and WCC has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
Fundamentals
GWW:
$65.26B
WCC:
$16.73B
GWW:
$37.36
WCC:
$14.35
GWW:
37.00
WCC:
23.93
GWW:
2.14
WCC:
1.22
GWW:
3.59
WCC:
0.68
GWW:
16.67
WCC:
3.26
GWW:
$18.38B
WCC:
$25.01B
GWW:
$7.20B
WCC:
$2.48B
GWW:
$2.82B
WCC:
$1.57B
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Return for Risk
GWW vs. WCC — Risk / Return Rank
GWW
WCC
GWW vs. WCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) 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.
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.
| GWW | WCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.29 | -0.72 |
| Martin ratioReturn relative to average drawdown | 6.73 | 9.12 | -2.39 |
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Drawdowns
GWW vs. WCC - Drawdown Comparison
The maximum GWW drawdown since its inception was -56.73%, smaller than the maximum WCC drawdown of -86.28%. Use the drawdown chart below to compare losses from any high point for GWW and WCC.
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Drawdown Indicators
| GWW | WCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.73% | -86.28% | +29.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -20.54% | +7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -37.37% | +12.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -37.37% | +12.87% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -78.82% | +37.22% |
Current DrawdownCurrent decline from peak | -1.41% | -8.15% | +6.74% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -34.66% | +23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 7.39% | -1.71% |
Volatility
GWW vs. WCC - Volatility Comparison
The current volatility for W.W. Grainger, Inc. (GWW) is 6.07%, while WESCO International, Inc. (WCC) has a volatility of 16.33%. This indicates that GWW 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.
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Volatility by Period
| GWW | WCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 16.33% | -10.26% |
Volatility (6M)Calculated over the trailing 6-month period | 18.19% | 35.07% | -16.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 43.60% | -18.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.72% | 45.10% | -20.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.53% | 45.25% | -16.72% |
Dividends
GWW vs. WCC - Dividend Comparison
GWW's dividend yield for the trailing twelve months is around 0.67%, more than WCC's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWW W.W. Grainger, Inc. | 0.67% | 0.88% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% |
WCC WESCO International, Inc. | 0.56% | 0.74% | 0.91% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GWW vs. WCC - Financials Comparison
This section allows you to compare key financial metrics between W.W. Grainger, 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.
Total Revenue: Total amount of money received from sales and other business activities
GWW vs. WCC - Profitability Comparison
GWW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a gross profit of 1.90B and revenue of 4.74B. Therefore, the gross margin over that period was 40.0%.
WCC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, WESCO International, Inc. reported a gross profit of -1.24B and revenue of 6.67B. Therefore, the gross margin over that period was -18.6%.
GWW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported an operating income of 793.00M and revenue of 4.74B, resulting in an operating margin of 16.7%.
WCC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, WESCO International, Inc. reported an operating income of 382.20M and revenue of 6.67B, resulting in an operating margin of 5.7%.
GWW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a net income of 555.00M and revenue of 4.74B, resulting in a net margin of 11.7%.
WCC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, WESCO International, Inc. reported a net income of 209.00M and revenue of 6.67B, resulting in a net margin of 3.1%.
Frequently Asked Questions
GWW and WCC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCC has higher volatility (16.33%) compared to GWW (6.07%). In terms of maximum drawdown, GWW dropped -56.73% vs WCC's -86.28%.
WCC currently has the higher Sharpe Ratio (1.55 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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