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

Performance

WCC vs. NOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WESCO International, Inc. (WCC) and Northern Oil and Gas, Inc. (NOG). 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 40.97% return, which is significantly higher than NOG's -3.48% return. Over the past 10 years, WCC has outperformed NOG with an annualized return of 20.17%, while NOG has yielded a comparatively lower -5.15% annualized return.


WCC

1D
3.00%
1M
-4.97%
YTD
40.97%
6M
24.52%
1Y
95.32%
3Y*
30.01%
5Y*
26.16%
10Y*
20.17%

NOG

1D
-4.36%
1M
-14.45%
YTD
-3.48%
6M
-9.31%
1Y
-29.75%
3Y*
-9.64%
5Y*
5.51%
10Y*
-5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCC vs. NOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCC
WESCO International, Inc.
40.97%36.43%5.09%40.19%-4.86%67.63%32.18%23.73%-29.57%2.40%
NOG
Northern Oil and Gas, Inc.
-3.48%-38.20%4.84%25.54%54.51%136.72%-62.56%3.54%10.24%-25.45%

Correlation

The correlation between WCC and NOG is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.25

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

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2007

0.37

Over the past year, the correlation between WCC and NOG has dropped to 0.06 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

WCC:

$17.04B

NOG:

$2.01B

EPS

WCC:

$13.66

NOG:

-$6.32

PS Ratio

WCC:

0.70

NOG:

1.32

PB Ratio

WCC:

3.34

NOG:

1.13

Total Revenue (TTM)

WCC:

$24.24B

NOG:

$1.52B

Gross Profit (TTM)

WCC:

$3.72B

NOG:

$450.66M

EBITDA (TTM)

WCC:

$1.50B

NOG:

$73.21M

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Return for Risk

WCC vs. NOG — Risk / Return Rank

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

WCC
WCC Risk / Return Rank: 9292
Overall Rank
WCC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WCC Sortino Ratio Rank: 9191
Sortino Ratio Rank
WCC Omega Ratio Rank: 8888
Omega Ratio Rank
WCC Calmar Ratio Rank: 9292
Calmar Ratio Rank
WCC Martin Ratio Rank: 9494
Martin Ratio Rank

NOG
NOG Risk / Return Rank: 1313
Overall Rank
NOG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 1717
Sortino Ratio Rank
NOG Omega Ratio Rank: 1818
Omega Ratio Rank
NOG Calmar Ratio Rank: 88
Calmar Ratio Rank
NOG Martin Ratio Rank: 88
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. NOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and Northern Oil and Gas, Inc. (NOG). 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.


WCCNOGDifference
Sharpe ratioReturn per unit of total volatility

+3.05

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

1.37

0.91

+0.46

Calmar ratioReturn relative to maximum drawdown

4.67

-0.87

+5.54

Martin ratioReturn relative to average drawdown

15.13

-1.43

+16.55

WCC vs. NOG - Sharpe Ratio Comparison

The current WCC Sharpe Ratio is 2.39, which is higher than the NOG Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of WCC and NOG, 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. NOG - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.28%, smaller than the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for WCC and NOG.


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Drawdown Indicators


WCCNOGDifference

Max Drawdown

Largest peak-to-trough decline

-86.28%

-98.96%

+12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-20.54%

-34.26%

+13.72%

Max Drawdown (3Y)

Largest decline over 3 years

-37.37%

-51.36%

+13.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.37%

-51.36%

+13.99%

Max Drawdown (10Y)

Largest decline over 10 years

-78.82%

-93.06%

+14.24%

Current Drawdown

Current decline from peak

-8.09%

-92.31%

+84.22%

Average Drawdown

Average peak-to-trough decline

-34.78%

-69.73%

+34.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

20.88%

-14.56%

Volatility

WCC vs. NOG - Volatility Comparison

WESCO International, Inc. (WCC) and Northern Oil and Gas, Inc. (NOG) have volatilities of 12.89% and 13.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCCNOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.89%

13.29%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

32.19%

31.99%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

40.17%

44.90%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.69%

49.16%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.06%

70.62%

-25.56%

Dividends

WCC vs. NOG - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.54%, less than NOG's 8.81% yield.


PositionTTM20252024202320222021
NOG
Northern Oil and Gas, Inc.
8.81%8.38%4.41%4.02%2.86%0.75%
WCC
WESCO International, Inc.
0.54%0.74%0.91%0.86%0.00%0.00%

Financials

WCC vs. NOG - Financials Comparison

This section allows you to compare key financial metrics between WESCO International, Inc. and Northern Oil and Gas, 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
5.03M
(WCC) Total Revenue
(NOG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WCC and NOG have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (13.29%) compared to WCC (12.89%). In terms of maximum drawdown, WCC dropped -86.28% vs NOG's -98.96%.

WCC currently has the higher Sharpe Ratio (2.39 vs -0.67), 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 NOG

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