WCC vs. COPX
WCC (WESCO International, Inc.) is a stock, while COPX (Global X Copper Miners ETF) is Copper fund tracking the Solactive Global Copper Miners Total Return Index. Over the past 10 years, WCC returned 20.57%/yr vs 18.83%/yr for COPX. Their 0.50 correlation means they have sometimes moved together and sometimes differently.
Performance
WCC vs. COPX - Performance Comparison
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Returns By Period
In the year-to-date period, WCC achieves a 40.88% return, which is significantly higher than COPX's 10.22% return. Over the past 10 years, WCC has outperformed COPX with an annualized return of 20.57%, while COPX has yielded a comparatively lower 18.83% annualized return.
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%
COPX
- 1D
- -0.81%
- 1M
- 2.88%
- 6M
- -6.70%
- YTD
- 10.22%
- 1Y
- 89.44%
- 3Y*
- 27.01%
- 5Y*
- 18.54%
- 10Y*
- 18.83%
- ALL TIME*
- 5.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $193.89M | $197.23M | $300.83M | |
| $255.89M | $266.79M | $225.20M |
WCC vs. COPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCC WESCO International, Inc. | 40.88% | 36.43% | 5.09% | 40.19% | -4.86% | 67.63% | 32.18% | 23.73% | -29.57% | 2.40% |
COPX Global X Copper Miners ETF | 10.22% | 93.50% | 3.57% | 8.38% | -0.76% | 23.39% | 51.66% | 12.48% | -31.31% | 38.92% |
Correlation
The correlation between WCC and COPX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2010 | 0.50 |
The correlation between WCC and COPX has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
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Return for Risk
WCC vs. COPX — Risk / Return Rank
WCC
COPX
WCC vs. COPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and Global X Copper Miners ETF (COPX). 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.
| WCC | COPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.18 | +0.10 |
| Martin ratioReturn relative to average drawdown | 9.12 | 7.96 | +1.16 |
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Drawdowns
WCC vs. COPX - Drawdown Comparison
The maximum WCC drawdown since its inception was -86.28%, roughly equal to the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for WCC and COPX.
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Drawdown Indicators
| WCC | COPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.28% | -83.16% | -3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -20.54% | -27.82% | +7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -37.37% | -39.72% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -37.37% | -42.12% | +4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -78.82% | -65.41% | -13.41% |
Current DrawdownCurrent decline from peak | -8.15% | -17.32% | +9.17% |
Average DrawdownAverage peak-to-trough decline | -34.66% | -39.11% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 11.11% | -3.72% |
Volatility
WCC vs. COPX - Volatility Comparison
WESCO International, Inc. (WCC) has a higher volatility of 16.33% compared to Global X Copper Miners ETF (COPX) at 13.58%. This indicates that WCC's price experiences larger fluctuations and is considered to be riskier than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCC | COPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 13.58% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 35.07% | 39.74% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.60% | 45.77% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.10% | 37.28% | +7.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.25% | 35.87% | +9.38% |
Dividends
WCC vs. COPX - Dividend Comparison
WCC's dividend yield for the trailing twelve months is around 0.56%, less than COPX's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPX Global X Copper Miners ETF | 2.45% | 2.68% | 1.80% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.59% | 1.57% | 0.60% | 1.20% |
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% |
Frequently Asked Questions
WCC and COPX have a correlation of 0.47, 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 COPX (13.58%). In terms of maximum drawdown, WCC dropped -86.28% vs COPX's -83.16%.
COPX currently has the higher Sharpe Ratio (1.94 vs 1.55), 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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