WCC vs. GWW

Last updated Apr 1, 2026

Compare and contrast key facts about WESCO International, Inc. (WCC) and W.W. Grainger, Inc. (GWW).

Performance

WCC vs. GWW - Performance Comparison

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

WCC vs. GWW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCC WESCO International, Inc.	12.06%	36.43%	5.09%	40.19%	-4.86%	67.63%	32.18%	23.73%	-29.57%	2.40%
GWW W.W. Grainger, Inc.	9.97%	-3.41%	28.21%	50.53%	8.75%	28.80%	22.85%	22.25%	21.69%	4.35%

Fundamentals

Market Cap WCC : $13.52B GWW : $52.72B
EPS WCC : $13.05 GWW : $35.57
PE Ratio WCC : 20.97 GWW : 31.14
PEG Ratio WCC : 1.09 GWW : 1.80
PS Ratio WCC : 0.58 GWW : 2.96
PB Ratio WCC : 2.69 GWW : 12.44
Total Revenue (TTM) WCC : $23.50B GWW : $17.94B
Gross Profit (TTM) WCC : $3.62B GWW : $7.01B
EBITDA (TTM) WCC : $1.44B GWW : $2.70B

Returns By Period

In the year-to-date period, WCC achieves a 12.06% return, which is significantly higher than GWW's 9.97% return. Both investments have delivered pretty close results over the past 10 years, with WCC having a 17.75% annualized return and GWW not far ahead at 18.62%.

WCC

• 1D: 6.41%
• 1M: -5.30%
• YTD: 12.06%
• 6M: 29.84%
• 1Y: 77.64%
• 3Y*: 22.10%
• 5Y*: 26.50%
• 10Y*: 17.75%

GWW

• 1D: 1.54%
• 1M: -3.88%
• YTD: 9.97%
• 6M: 17.83%
• 1Y: 12.41%
• 3Y*: 18.19%
• 5Y*: 23.50%
• 10Y*: 18.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WCC vs. GWW — Risk / Return Rank

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

WCC

WCC Risk / Return Rank: 88
WCC Sharpe Ratio Rank: 89
WCC Sortino Ratio Rank: 86
WCC Omega Ratio Rank: 84
WCC Calmar Ratio Rank: 89
WCC Martin Ratio Rank: 91

GWW

GWW Risk / Return Rank: 55
GWW Sharpe Ratio Rank: 58
GWW Sortino Ratio Rank: 49
GWW Omega Ratio Rank: 51
GWW Calmar Ratio Rank: 59
GWW Martin Ratio Rank: 56

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. GWW - Risk-Adjusted Trends Comparison

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.

	WCC	GWW	Difference
Sharpe ratio Return per unit of total volatility	1.81	0.49	+1.32
Sortino ratio Return per unit of downside risk	2.49	0.82	+1.67
Omega ratio Gain probability vs. loss probability	1.32	1.11	+0.20
Calmar ratio Return relative to maximum drawdown	3.72	0.81	+2.91
Martin ratio Return relative to average drawdown	11.76	1.52	+10.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WCC vs. GWW - Sharpe Ratio Comparison

The current WCC Sharpe Ratio is 1.81, which is higher than the GWW Sharpe Ratio of 0.49. 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.

Sharpe Ratios by Period

	WCC	GWW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	0.49	+1.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.96	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.66	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.54	-0.32

Correlation

The correlation between WCC and GWW is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WCC vs. GWW - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.68%, less than GWW's 0.82% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WCC WESCO International, Inc.	0.68%	0.74%	0.91%	0.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GWW W.W. Grainger, Inc.	0.82%	0.88%	0.76%	0.88%	1.22%	1.23%	1.45%	1.68%	1.90%	2.14%	2.08%	2.27%

Drawdowns

WCC vs. GWW - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.28%, which is greater than GWW's maximum drawdown of -56.73%. Use the drawdown chart below to compare losses from any high point for WCC and GWW.

Drawdown Indicators

	WCC	GWW	Difference
Max Drawdown Largest peak-to-trough decline	-86.28%	-56.73%	-29.55%
Max Drawdown (1Y) Largest decline over 1 year	-20.54%	-16.26%	-4.28%
Max Drawdown (5Y) Largest decline over 5 years	-37.37%	-24.50%	-12.87%
Max Drawdown (10Y) Largest decline over 10 years	-78.82%	-41.60%	-37.22%
Current Drawdown Current decline from peak	-13.04%	-8.30%	-4.74%
Average Drawdown Average peak-to-trough decline	-35.02%	-11.05%	-23.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.49%	8.61%	-2.12%

Volatility

WCC vs. GWW - Volatility Comparison

WESCO International, Inc. (WCC) has a higher volatility of 14.45% compared to W.W. Grainger, Inc. (GWW) at 6.36%. 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.

Volatility by Period

	WCC	GWW	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.45%	6.36%	+8.09%
Volatility (6M) Calculated over the trailing 6-month period	29.92%	17.12%	+12.80%
Volatility (1Y) Calculated over the trailing 1-year period	43.03%	25.31%	+17.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.29%	24.56%	+19.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.70%	28.44%	+16.26%

Financials

WCC vs. GWW - Profitability Comparison

The chart below illustrates the profitability comparison between WESCO International, Inc. and W.W. Grainger, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, WESCO International, Inc. reported a gross profit of 0.00 and revenue of 6.07B. Therefore, the gross margin over that period was 0.0%.

GWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported a gross profit of 1.75B and revenue of 4.43B. Therefore, the gross margin over that period was 39.5%.

WCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, WESCO International, Inc. reported an operating income of 324.60M and revenue of 6.07B, resulting in an operating margin of 5.4%.

GWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported an operating income of 634.00M and revenue of 4.43B, resulting in an operating margin of 14.3%.

WCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, WESCO International, Inc. reported a net income of 165.20M and revenue of 6.07B, resulting in a net margin of 2.7%.

GWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported a net income of 451.00M and revenue of 4.43B, resulting in a net margin of 10.2%.