WCC vs. VUSA.AS
Compare and contrast key facts about WESCO International, Inc. (WCC) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCC or VUSA.AS.
Performance
WCC vs. VUSA.AS - Performance Comparison
Returns By Period
In the year-to-date period, WCC achieves a 20.19% return, which is significantly lower than VUSA.AS's 32.93% return. Over the past 10 years, WCC has underperformed VUSA.AS with an annualized return of 9.60%, while VUSA.AS has yielded a comparatively higher 14.50% annualized return.
WCC
20.19%
18.61%
11.70%
37.21%
31.81%
9.60%
VUSA.AS
32.93%
5.02%
15.99%
36.69%
16.24%
14.50%
Key characteristics
| WCC | VUSA.AS | |
|---|---|---|
| Sharpe Ratio | 0.78 | 3.11 |
| Sortino Ratio | 1.18 | 4.18 |
| Omega Ratio | 1.22 | 1.64 |
| Calmar Ratio | 1.20 | 4.52 |
| Martin Ratio | 2.86 | 20.13 |
| Ulcer Index | 13.22% | 1.86% |
| Daily Std Dev | 48.47% | 12.03% |
| Max Drawdown | -86.27% | -33.64% |
| Current Drawdown | -2.38% | -0.03% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between WCC and VUSA.AS is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
WCC vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.
Dividends
WCC vs. VUSA.AS - Dividend Comparison
WCC's dividend yield for the trailing twelve months is around 0.78%, less than VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCC WESCO International, Inc. | 0.78% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
WCC vs. VUSA.AS - Drawdown Comparison
The maximum WCC drawdown since its inception was -86.27%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for WCC and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
WCC vs. VUSA.AS - Volatility Comparison
WESCO International, Inc. (WCC) has a higher volatility of 16.03% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.86%. This indicates that WCC's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.