PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WCC vs. ACA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WCC and ACA is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

WCC vs. ACA - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.63%
20.93%
WCC
ACA

Key characteristics

Sharpe Ratio

WCC:

0.03

ACA:

0.81

Sortino Ratio

WCC:

0.38

ACA:

1.24

Omega Ratio

WCC:

1.07

ACA:

1.17

Calmar Ratio

WCC:

0.05

ACA:

1.45

Martin Ratio

WCC:

0.12

ACA:

4.77

Ulcer Index

WCC:

13.35%

ACA:

5.46%

Daily Std Dev

WCC:

48.36%

ACA:

32.16%

Max Drawdown

WCC:

-86.27%

ACA:

-36.79%

Current Drawdown

WCC:

-17.41%

ACA:

-9.68%

Fundamentals

Market Cap

WCC:

$9.12B

ACA:

$5.21B

EPS

WCC:

$12.47

ACA:

$2.63

PE Ratio

WCC:

14.93

ACA:

40.60

PEG Ratio

WCC:

1.68

ACA:

6.72

Total Revenue (TTM)

WCC:

$21.79B

ACA:

$2.49B

Gross Profit (TTM)

WCC:

$4.63B

ACA:

$493.30M

EBITDA (TTM)

WCC:

$1.46B

ACA:

$374.10M

Returns By Period

In the year-to-date period, WCC achieves a 2.03% return, which is significantly lower than ACA's 22.23% return.


WCC

YTD

2.03%

1M

-13.42%

6M

7.83%

1Y

0.84%

5Y*

26.27%

10Y*

8.83%

ACA

YTD

22.23%

1M

-2.78%

6M

19.37%

1Y

24.59%

5Y*

17.85%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WCC vs. ACA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and Arcosa, Inc. (ACA). 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.


Sharpe ratio
The chart of Sharpe ratio for WCC, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.030.81
The chart of Sortino ratio for WCC, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.381.24
The chart of Omega ratio for WCC, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.17
The chart of Calmar ratio for WCC, currently valued at 0.05, compared to the broader market0.002.004.006.000.051.45
The chart of Martin ratio for WCC, currently valued at 0.12, compared to the broader market0.0010.0020.000.124.77
WCC
ACA

The current WCC Sharpe Ratio is 0.03, which is lower than the ACA Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of WCC and ACA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.03
0.81
WCC
ACA

Dividends

WCC vs. ACA - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.94%, more than ACA's 0.20% yield.


TTM20232022202120202019
WCC
WESCO International, Inc.
0.94%0.86%0.00%0.00%0.00%0.00%
ACA
Arcosa, Inc.
0.20%0.24%0.37%0.38%0.36%0.45%

Drawdowns

WCC vs. ACA - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.41%
-9.68%
WCC
ACA

Volatility

WCC vs. ACA - Volatility Comparison

WESCO International, Inc. (WCC) and Arcosa, Inc. (ACA) have volatilities of 8.09% and 8.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.09%
8.21%
WCC
ACA

Financials

WCC vs. ACA - Financials Comparison

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab