WCC vs. GWW

In the year-to-date period, WCC achieves a -10.44% return, which is significantly lower than GWW's -3.62% return. Over the past 10 years, WCC has underperformed GWW with an annualized return of 8.74%, while GWW has yielded a comparatively higher 17.02% annualized return.

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

The current WCC Sharpe Ratio is 0.06, which is lower than the GWW Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of WCC and GWW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WCC's dividend yield for the trailing twelve months is around 1.05%, more than GWW's 0.81% yield.

The maximum WCC drawdown since its inception was -86.27%, which is greater than GWW's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for WCC and GWW. For additional features, visit the drawdowns tool.

WESCO International, Inc. (WCC) has a higher volatility of 23.27% compared to W.W. Grainger, Inc. (GWW) at 9.60%. This indicates that WCC's price experiences larger fluctuations and is considered to be riskier than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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