WCC vs. GWW
WCC (WESCO International, Inc.) and GWW (W.W. Grainger, Inc.) are both stocks. Both operate in the Industrial Distribution industry within the Industrials sector. Over the past 10 years, WCC returned 20.57%/yr vs 22.21%/yr for GWW. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
WCC vs. GWW - Performance Comparison
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Returns By Period
In the year-to-date period, WCC achieves a 40.88% return, which is significantly higher than GWW's 37.52% return. Over the past 10 years, WCC has underperformed GWW with an annualized return of 20.57%, while GWW has yielded a comparatively higher 22.21% annualized return.
WCC
- 1D
- 0.24%
- 1M
- 11.56%
- 6M
- 19.08%
- YTD
- 40.88%
- 1Y
- 70.00%
- 3Y*
- 25.08%
- 5Y*
- 27.20%
- 10Y*
- 20.57%
- ALL TIME*
- 11.14%
GWW
- 1D
- 1.97%
- 1M
- 2.92%
- 6M
- 28.49%
- YTD
- 37.52%
- 1Y
- 49.53%
- 3Y*
- 25.05%
- 5Y*
- 26.76%
- 10Y*
- 22.21%
- ALL TIME*
- 15.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $387.12M | $359.88M | $405.44M | |
| $255.89M | $266.79M | $225.20M |
WCC vs. GWW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCC WESCO International, Inc. | 40.88% | 36.43% | 5.09% | 40.19% | -4.86% | 67.63% | 32.18% | 23.73% | -29.57% | 2.40% |
GWW W.W. Grainger, Inc. | 37.52% | -3.41% | 28.21% | 50.53% | 8.75% | 28.80% | 22.85% | 22.25% | 21.69% | 4.35% |
Correlation
The correlation between WCC and GWW is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 12, 1999 | 0.48 |
The correlation between WCC and GWW has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
Fundamentals
WCC:
$16.73B
GWW:
$65.26B
WCC:
$14.35
GWW:
$37.36
WCC:
23.93
GWW:
37.00
WCC:
1.22
GWW:
2.14
WCC:
0.68
GWW:
3.59
WCC:
3.26
GWW:
16.67
WCC:
$25.01B
GWW:
$18.38B
WCC:
$2.48B
GWW:
$7.20B
WCC:
$1.57B
GWW:
$2.82B
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Return for Risk
WCC vs. GWW — Risk / Return Rank
WCC
GWW
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.
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 | GWW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.57 | +0.72 |
| Martin ratioReturn relative to average drawdown | 9.12 | 6.73 | +2.39 |
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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.
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Drawdown Indicators
| WCC | GWW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.28% | -56.73% | -29.55% |
Max Drawdown (1Y)Largest decline over 1 year | -20.54% | -13.35% | -7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -37.37% | -24.50% | -12.87% |
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 DrawdownCurrent decline from peak | -8.15% | -1.41% | -6.74% |
Average DrawdownAverage peak-to-trough decline | -34.66% | -10.98% | -23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 5.68% | +1.71% |
Volatility
WCC vs. GWW - Volatility Comparison
WESCO International, Inc. (WCC) has a higher volatility of 16.33% compared to W.W. Grainger, Inc. (GWW) at 6.07%. 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.
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Volatility by Period
| WCC | GWW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 6.07% | +10.26% |
Volatility (6M)Calculated over the trailing 6-month period | 35.07% | 18.19% | +16.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.60% | 25.43% | +18.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.10% | 24.72% | +20.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.25% | 28.53% | +16.72% |
Dividends
WCC vs. GWW - Dividend Comparison
WCC's dividend yield for the trailing twelve months is around 0.56%, less than GWW's 0.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWW W.W. Grainger, Inc. | 0.67% | 0.88% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% |
WCC WESCO International, Inc. | 0.56% | 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. GWW - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
WCC vs. GWW - Profitability Comparison
WCC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, WESCO International, Inc. reported a gross profit of -1.24B and revenue of 6.67B. Therefore, the gross margin over that period was -18.6%.
GWW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a gross profit of 1.90B and revenue of 4.74B. Therefore, the gross margin over that period was 40.0%.
WCC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, WESCO International, Inc. reported an operating income of 382.20M and revenue of 6.67B, resulting in an operating margin of 5.7%.
GWW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported an operating income of 793.00M and revenue of 4.74B, resulting in an operating margin of 16.7%.
WCC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, WESCO International, Inc. reported a net income of 209.00M and revenue of 6.67B, resulting in a net margin of 3.1%.
GWW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a net income of 555.00M and revenue of 4.74B, resulting in a net margin of 11.7%.
Frequently Asked Questions
WCC and GWW 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.
WCC has higher volatility (16.33%) compared to GWW (6.07%). In terms of maximum drawdown, WCC dropped -86.28% vs GWW's -56.73%.
WCC currently has the higher Sharpe Ratio (1.55 vs 1.35), 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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