PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WCC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WCCVOO
YTD Return-4.82%6.62%
1Y Return15.66%25.71%
3Y Return (Ann)22.27%8.15%
5Y Return (Ann)24.00%13.32%
10Y Return (Ann)6.83%12.46%
Sharpe Ratio0.322.13
Daily Std Dev50.95%11.67%
Max Drawdown-86.27%-33.99%
Current Drawdown-14.62%-3.56%

Correlation

-0.50.00.51.00.6

The correlation between WCC and VOO is 0.62, 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.

Performance

WCC vs. VOO - Performance Comparison

In the year-to-date period, WCC achieves a -4.82% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, WCC has underperformed VOO with an annualized return of 6.83%, while VOO has yielded a comparatively higher 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
373.92%
494.72%
WCC
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WESCO International, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

WCC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for WCC, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.004.000.32
Sortino ratio
The chart of Sortino ratio for WCC, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.006.000.70
Omega ratio
The chart of Omega ratio for WCC, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for WCC, currently valued at 0.50, compared to the broader market0.002.004.006.000.50
Martin ratio
The chart of Martin ratio for WCC, currently valued at 1.07, compared to the broader market-10.000.0010.0020.0030.001.07
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.84, compared to the broader market0.002.004.006.001.84
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.57, compared to the broader market-10.000.0010.0020.0030.008.57

WCC vs. VOO - Sharpe Ratio Comparison

The current WCC Sharpe Ratio is 0.32, which is lower than the VOO Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of WCC and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.32
2.13
WCC
VOO

Dividends

WCC vs. VOO - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.93%, less than VOO's 1.38% yield.


TTM20232022202120202019201820172016201520142013
WCC
WESCO International, Inc.
0.93%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WCC vs. VOO - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WCC and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-14.62%
-3.56%
WCC
VOO

Volatility

WCC vs. VOO - Volatility Comparison

WESCO International, Inc. (WCC) has a higher volatility of 10.58% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. This indicates that WCC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
10.58%
4.04%
WCC
VOO