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SPXC vs. WCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPXC vs. WCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX Corporation (SPXC) and WESCO International, Inc. (WCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXC achieves a 16.71% return, which is significantly lower than WCC's 40.97% return. Over the past 10 years, SPXC has outperformed WCC with an annualized return of 31.60%, while WCC has yielded a comparatively lower 20.17% annualized return.


SPXC

1D
4.41%
1M
17.34%
YTD
16.71%
6M
3.88%
1Y
45.38%
3Y*
40.55%
5Y*
31.42%
10Y*
31.60%

WCC

1D
3.00%
1M
-4.97%
YTD
40.97%
6M
24.52%
1Y
95.32%
3Y*
30.01%
5Y*
26.16%
10Y*
20.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXC vs. WCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXC
SPX Corporation
16.71%37.48%44.06%53.86%10.00%9.42%7.19%81.65%-10.77%32.34%
WCC
WESCO International, Inc.
40.97%36.43%5.09%40.19%-4.86%67.63%32.18%23.73%-29.57%2.40%

Correlation

The correlation between SPXC and WCC is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.56

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

0.58

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

0.57

Correlation (All Time)
Calculated using the full available price history since May 12, 1999

0.47

The correlation between SPXC and WCC shifts across timeframes, from 0.47 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SPXC:

$11.80B

WCC:

$17.04B

EPS

SPXC:

$5.19

WCC:

$13.66

PE Ratio

SPXC:

45.00

WCC:

25.20

PEG Ratio

SPXC:

0.01

WCC:

1.31

PS Ratio

SPXC:

4.85

WCC:

0.70

PB Ratio

SPXC:

5.16

WCC:

3.34

Total Revenue (TTM)

SPXC:

$2.35B

WCC:

$24.24B

Gross Profit (TTM)

SPXC:

$909.30M

WCC:

$3.72B

EBITDA (TTM)

SPXC:

$475.30M

WCC:

$1.50B

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Return for Risk

SPXC vs. WCC — Risk / Return Rank

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

SPXC
SPXC Risk / Return Rank: 7777
Overall Rank
SPXC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7474
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7878
Martin Ratio Rank

WCC
WCC Risk / Return Rank: 9292
Overall Rank
WCC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WCC Sortino Ratio Rank: 9191
Sortino Ratio Rank
WCC Omega Ratio Rank: 8888
Omega Ratio Rank
WCC Calmar Ratio Rank: 9292
Calmar Ratio Rank
WCC Martin Ratio Rank: 9494
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.

SPXC vs. WCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) 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.


SPXCWCCDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.97

4.67

-2.70

Martin ratioReturn relative to average drawdown

5.04

15.13

-10.09

SPXC vs. WCC - Sharpe Ratio Comparison

The current SPXC Sharpe Ratio is 1.24, which is lower than the WCC Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SPXC and WCC, 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

SPXC vs. WCC - Drawdown Comparison

The maximum SPXC drawdown since its inception was -81.12%, smaller than the maximum WCC drawdown of -86.28%. Use the drawdown chart below to compare losses from any high point for SPXC and WCC.


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Drawdown Indicators


SPXCWCCDifference

Max Drawdown

Largest peak-to-trough decline

-81.12%

-86.28%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-23.15%

-20.54%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-33.54%

-37.37%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-37.37%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

-78.82%

+28.56%

Current Drawdown

Current decline from peak

-3.93%

-8.09%

+4.16%

Average Drawdown

Average peak-to-trough decline

-29.01%

-34.78%

+5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

6.32%

+2.72%

Volatility

SPXC vs. WCC - Volatility Comparison

The current volatility for SPX Corporation (SPXC) is 11.22%, while WESCO International, Inc. (WCC) has a volatility of 12.89%. This indicates that SPXC 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


SPXCWCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

12.89%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

28.23%

32.19%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

36.72%

40.17%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.15%

44.69%

-9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.47%

45.06%

-7.59%

Dividends

SPXC vs. WCC - Dividend Comparison

SPXC has not paid dividends to shareholders, while WCC's dividend yield for the trailing twelve months is around 0.54%.


PositionTTM20252024202320222021202020192018201720162015
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%386.22%
WCC
WESCO International, Inc.
0.54%0.74%0.91%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SPXC vs. WCC - Financials Comparison

This section allows you to compare key financial metrics between SPX Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
566.80M
6.08B
(SPXC) Total Revenue
(WCC) Total Revenue
Values in USD except per share items

SPXC vs. WCC - Profitability Comparison

The chart below illustrates the profitability comparison between SPX Corporation and WESCO International, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
40.7%
0
Portfolio components
SPXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a gross profit of 230.60M and revenue of 566.80M. Therefore, the gross margin over that period was 40.7%.

WCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WESCO International, Inc. reported a gross profit of 0.00 and revenue of 6.08B. Therefore, the gross margin over that period was 0.0%.

SPXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported an operating income of 87.70M and revenue of 566.80M, resulting in an operating margin of 15.5%.

WCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WESCO International, Inc. reported an operating income of 293.50M and revenue of 6.08B, resulting in an operating margin of 4.8%.

SPXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a net income of 59.90M and revenue of 566.80M, resulting in a net margin of 10.6%.

WCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WESCO International, Inc. reported a net income of 153.80M and revenue of 6.08B, resulting in a net margin of 2.5%.


Frequently Asked Questions


SPXC and WCC have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WCC has higher volatility (12.89%) compared to SPXC (11.22%). In terms of maximum drawdown, SPXC dropped -81.12% vs WCC's -86.28%.

WCC currently has the higher Sharpe Ratio (2.39 vs 1.24), 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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