WCC vs. GTX
WCC (WESCO International, Inc.) and GTX (Garrett Motion Inc.) are both stocks. WCC operates in Industrial Distribution (Industrials), while GTX operates in Auto Parts (Consumer Cyclical). Over the past 5 years, WCC returned 30.15%/yr vs 34.36%/yr for GTX. At a 0.33 correlation, their price movements are largely independent.
Performance
WCC vs. GTX - Performance Comparison
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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*
- —
WCC vs. GTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
WCC:
$18.30B
GTX:
$6.66B
WCC:
$13.66
GTX:
$1.72
WCC:
27.07
GTX:
20.06
WCC:
1.41
GTX:
0.16
WCC:
0.75
GTX:
2.54
WCC:
$24.24B
GTX:
$2.71B
WCC:
$3.72B
GTX:
$855.00M
WCC:
$1.50B
GTX:
$452.00M
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Return for Risk
WCC vs. GTX — Risk / Return Rank
WCC
GTX
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.
| WCC | GTX | Difference | |
|---|---|---|---|
| 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 |
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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
| WCC | GTX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.14% | -0.35% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -34.76% | -56.17% | +21.41% |
Ulcer IndexDepth 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
| WCC | GTX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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