WCC vs. SPY

Last updated Jun 23, 2026

WCC (WESCO International, Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WCC returned 21.48%/yr vs 15.70%/yr for SPY. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

WCC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WESCO International, Inc. (WCC) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCC achieves a 51.64% return, which is significantly higher than SPY's 9.74% return. Over the past 10 years, WCC has outperformed SPY with an annualized return of 21.48%, while SPY has yielded a comparatively lower 15.70% annualized 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%

SPY

• 1D: -0.31%
• 1M: 0.09%
• YTD: 9.74%
• 6M: 9.27%
• 1Y: 26.65%
• 3Y*: 21.27%
• 5Y*: 13.51%
• 10Y*: 15.70%

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

WCC vs. SPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCC WESCO International, Inc.	51.64%	36.43%	5.09%	40.19%	-4.86%	67.63%	32.18%	23.73%	-29.57%	2.40%
SPY State Street SPDR S&P 500 ETF	9.74%	17.72%	24.89%	26.18%	-18.18%	28.73%	18.33%	31.22%	-4.57%	21.71%

Correlation

The correlation between WCC and SPY is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since May 12, 1999	0.54

The correlation between WCC and SPY has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

Return for Risk

WCC vs. SPY — Risk / Return Rank

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

WCC

WCC Risk / Return Rank: 93
WCC Sharpe Ratio Rank: 94
WCC Sortino Ratio Rank: 93
WCC Omega Ratio Rank: 90
WCC Calmar Ratio Rank: 93
WCC Martin Ratio Rank: 95

SPY

SPY Risk / Return Rank: 68
SPY Sharpe Ratio Rank: 69
SPY Sortino Ratio Rank: 66
SPY Omega Ratio Rank: 68
SPY Calmar Ratio Rank: 63
SPY Martin Ratio Rank: 74

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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and State Street SPDR S&P 500 ETF (SPY). 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	SPY	Difference
Sharpe ratio: Return per unit of total volatility	2.73	2.16	+0.58
Sortino ratio: Return per unit of downside risk	3.46	2.91	+0.55
Omega ratio: Gain probability vs. loss probability	1.41	1.39	+0.02
Calmar ratio: Return relative to maximum drawdown	5.34	3.01	+2.32
Martin ratio: Return relative to average drawdown	17.17	13.54	+3.64

WCC vs. SPY - Sharpe Ratio Comparison

The current WCC Sharpe Ratio is 2.73, which is comparable to the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WCC and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WCC vs. SPY - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.28%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WCC and SPY.

Drawdown Indicators

	WCC	SPY	Difference
Max Drawdown Largest peak-to-trough decline	-86.28%	-55.19%	-31.09%
Max Drawdown (1Y) Largest decline over 1 year	-20.54%	-8.88%	-11.66%
Max Drawdown (3Y) Largest decline over 3 years	-37.37%	-18.76%	-18.61%
Max Drawdown (5Y) Largest decline over 5 years	-37.37%	-24.50%	-12.87%
Max Drawdown (10Y) Largest decline over 10 years	-78.82%	-33.72%	-45.10%
Current Drawdown Current decline from peak	-1.14%	-1.75%	+0.61%
Average Drawdown Average peak-to-trough decline	-34.76%	-9.04%	-25.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.37%	1.97%	+4.40%

Volatility

WCC vs. SPY - Volatility Comparison

WESCO International, Inc. (WCC) has a higher volatility of 11.45% compared to State Street SPDR S&P 500 ETF (SPY) at 4.64%. This indicates that WCC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCC	SPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.45%	4.64%	+6.81%
Volatility (6M) Calculated over the trailing 6-month period	31.42%	9.75%	+21.67%
Volatility (1Y) Calculated over the trailing 1-year period	40.20%	12.43%	+27.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.62%	17.14%	+27.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.09%	17.99%	+27.10%

Dividends

WCC vs. SPY - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.52%, less than SPY's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPY State Street SPDR S&P 500 ETF	1.01%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
WCC WESCO International, Inc.	0.52%	0.74%	0.91%	0.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCC and SPY in my portfolio?

WCC and SPY have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WCC or SPY?

WCC has higher volatility (11.45%) compared to SPY (4.64%). In terms of maximum drawdown, WCC dropped -86.28% vs SPY's -55.19%.

Which has better risk-adjusted returns?

WCC currently has the higher Sharpe Ratio (2.73 vs 2.16), 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.