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

Performance

WCC vs. GTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, WCC achieves a 51.64% return, which is significantly lower than GTX's 99.14% return.


WCC

1D
1.19%
1M
1.84%
YTD
51.64%
6M
45.76%
1Y
109.02%
3Y*
31.27%
5Y*
30.15%
10Y*
21.48%

GTX

1D
0.50%
1M
3.86%
YTD
99.14%
6M
96.22%
1Y
250.41%
3Y*
68.91%
5Y*
34.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCC vs. GTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WCC
WESCO International, Inc.
51.64%36.43%5.09%40.19%-4.86%67.63%32.18%23.73%-20.73%
GTX
Garrett Motion Inc.
99.14%97.23%-6.62%26.90%-5.11%81.26%-55.66%-19.04%-43.91%

Correlation

The correlation between WCC and GTX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.39

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

0.34

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2018

0.33

The correlation between WCC and GTX shifts across timeframes, from 0.33 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WCC:

$18.30B

GTX:

$6.66B

EPS

WCC:

$13.66

GTX:

$1.72

PE Ratio

WCC:

27.07

GTX:

20.06

PEG Ratio

WCC:

1.41

GTX:

0.16

PS Ratio

WCC:

0.75

GTX:

2.54

Total Revenue (TTM)

WCC:

$24.24B

GTX:

$2.71B

Gross Profit (TTM)

WCC:

$3.72B

GTX:

$855.00M

EBITDA (TTM)

WCC:

$1.50B

GTX:

$452.00M

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Return for Risk

WCC vs. GTX — Risk / Return Rank

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

WCC
WCC Risk / Return Rank: 9393
Overall Rank
WCC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WCC Sortino Ratio Rank: 9393
Sortino Ratio Rank
WCC Omega Ratio Rank: 9090
Omega Ratio Rank
WCC Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCC Martin Ratio Rank: 9595
Martin Ratio Rank

GTX
GTX Risk / Return Rank: 9999
Overall Rank
GTX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GTX Sortino Ratio Rank: 9999
Sortino Ratio Rank
GTX Omega Ratio Rank: 9898
Omega Ratio Rank
GTX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GTX Martin Ratio Rank: 9999
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.

WCC vs. GTX - Risk-Adjusted Trends Comparison

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


WCCGTXDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-3.53

Omega ratioGain probability vs. loss probability

1.41

1.85

-0.44

Calmar ratioReturn relative to maximum drawdown

5.34

12.69

-7.35

Martin ratioReturn relative to average drawdown

17.17

41.29

-24.11

WCC vs. GTX - Sharpe Ratio Comparison

The current WCC Sharpe Ratio is 2.73, which is lower than the GTX Sharpe Ratio of 5.26. The chart below compares the historical Sharpe Ratios of WCC and GTX, 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

WCC vs. GTX - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.28%, smaller than the maximum GTX drawdown of -93.91%. Use the drawdown chart below to compare losses from any high point for WCC and GTX.


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Drawdown Indicators


WCCGTXDifference

Max Drawdown

Largest peak-to-trough decline

-86.28%

-93.91%

+7.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.54%

-19.87%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-37.37%

-26.82%

-10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-37.37%

-31.66%

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-78.82%

Current Drawdown

Current decline from peak

-1.14%

-0.35%

-0.79%

Average Drawdown

Average peak-to-trough decline

-34.76%

-56.17%

+21.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

6.10%

+0.27%

Volatility

WCC vs. GTX - Volatility Comparison

The current volatility for WESCO International, Inc. (WCC) is 11.45%, while Garrett Motion Inc. (GTX) has a volatility of 12.34%. This indicates that WCC experiences smaller price fluctuations and is considered to be less risky than GTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCCGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.45%

12.34%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

31.42%

35.34%

-3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

40.20%

48.06%

-7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.62%

41.54%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.09%

64.01%

-18.92%

Dividends

WCC vs. GTX - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.52%, less than GTX's 0.87% yield.


PositionTTM202520242023
GTX
Garrett Motion Inc.
0.87%1.49%0.00%0.00%
WCC
WESCO International, Inc.
0.52%0.74%0.91%0.86%

Financials

WCC vs. GTX - Financials Comparison

This section allows you to compare key financial metrics between WESCO International, Inc. and Garrett Motion 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
6.08B
0
(WCC) Total Revenue
(GTX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WCC and GTX 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.

GTX has higher volatility (12.34%) compared to WCC (11.45%). In terms of maximum drawdown, WCC dropped -86.28% vs GTX's -93.91%.

GTX currently has the higher Sharpe Ratio (5.26 vs 2.73), 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.

Portfolio Optimizer

Find the right allocation for WCC and GTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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