WCC vs. GE
WCC (WESCO International, Inc.) and GE (General Electric Company) are both stocks. Both are in the Industrials sector — WCC in Industrial Distribution, GE in Specialty Industrial Machinery. Over the past 10 years, WCC returned 20.17%/yr vs 10.10%/yr for GE. At a 0.40 correlation, their price movements are largely independent.
Performance
WCC vs. GE - Performance Comparison
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Returns By Period
In the year-to-date period, WCC achieves a 40.97% return, which is significantly higher than GE's 8.19% return. Over the past 10 years, WCC has outperformed GE with an annualized return of 20.17%, while GE has yielded a comparatively lower 10.10% annualized return.
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%
GE
- 1D
- 4.41%
- 1M
- 11.87%
- YTD
- 8.19%
- 6M
- 15.67%
- 1Y
- 36.25%
- 3Y*
- 58.57%
- 5Y*
- 37.93%
- 10Y*
- 10.10%
WCC vs. GE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCC WESCO International, Inc. | 40.97% | 36.43% | 5.09% | 40.19% | -4.86% | 67.63% | 32.18% | 23.73% | -29.57% | 2.40% |
GE General Electric Company | 8.19% | 85.73% | 64.83% | 95.71% | -10.92% | 9.69% | -2.73% | 54.00% | -55.39% | -42.92% |
Correlation
The correlation between WCC and GE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 12, 1999 | 0.40 |
The correlation between WCC and GE shifts across timeframes, from 0.30 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WCC:
$17.04B
GE:
$349.13B
WCC:
$13.66
GE:
$8.15
WCC:
25.20
GE:
40.82
WCC:
1.31
GE:
0.01
WCC:
0.70
GE:
7.31
WCC:
3.34
GE:
19.33
WCC:
$24.24B
GE:
$48.35B
WCC:
$3.72B
GE:
$16.84B
WCC:
$1.50B
GE:
$11.01B
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Return for Risk
WCC vs. GE — Risk / Return Rank
WCC
GE
WCC vs. GE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and General Electric Company (GE). 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 | GE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 1.75 | +2.92 |
| Martin ratioReturn relative to average drawdown | 15.13 | 4.72 | +10.41 |
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Drawdowns
WCC vs. GE - Drawdown Comparison
The maximum WCC drawdown since its inception was -86.28%, roughly equal to the maximum GE drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for WCC and GE.
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Drawdown Indicators
| WCC | GE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.28% | -85.53% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -20.54% | -20.85% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -37.37% | -21.36% | -16.01% |
Max Drawdown (5Y)Largest decline over 5 years | -37.37% | -44.94% | +7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -78.82% | -81.18% | +2.36% |
Current DrawdownCurrent decline from peak | -8.09% | -3.61% | -4.48% |
Average DrawdownAverage peak-to-trough decline | -34.78% | -25.79% | -8.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.32% | 7.72% | -1.40% |
Volatility
WCC vs. GE - Volatility Comparison
WESCO International, Inc. (WCC) has a higher volatility of 12.89% compared to General Electric Company (GE) at 11.12%. This indicates that WCC's price experiences larger fluctuations and is considered to be riskier than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCC | GE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.89% | 11.12% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 32.19% | 27.28% | +4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.17% | 31.66% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.69% | 31.14% | +13.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.06% | 36.37% | +8.69% |
Dividends
WCC vs. GE - Dividend Comparison
WCC's dividend yield for the trailing twelve months is around 0.54%, more than GE's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GE General Electric Company | 0.47% | 0.47% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 4.12% | 4.89% | 4.81% | 2.94% | 2.95% |
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
WCC vs. GE - Financials Comparison
This section allows you to compare key financial metrics between WESCO International, Inc. and General Electric Company. 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
WCC vs. GE - Profitability Comparison
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%.
GE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Electric Company reported a gross profit of 3.85B and revenue of 12.39B. Therefore, the gross margin over that period was 31.0%.
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%.
GE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Electric Company reported an operating income of 1.70B and revenue of 12.39B, resulting in an operating margin of 13.7%.
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%.
GE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Electric Company reported a net income of 1.94B and revenue of 12.39B, resulting in a net margin of 15.6%.
Frequently Asked Questions
WCC and GE have a correlation of 0.30, 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 GE (11.12%). In terms of maximum drawdown, WCC dropped -86.28% vs GE's -85.53%.
WCC currently has the higher Sharpe Ratio (2.39 vs 1.15), 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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