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

Performance

WCC vs. WMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WESCO International, Inc. (WCC) and Advanced Drainage Systems, Inc. (WMS). 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 40.88% return, which is significantly higher than WMS's -4.15% return. Over the past 10 years, WCC has outperformed WMS with an annualized return of 20.57%, while WMS has yielded a comparatively lower 19.30% 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%

WMS

1D
0.66%
1M
-9.00%
6M
-8.69%
YTD
-4.15%
1Y
22.33%
3Y*
3.68%
5Y*
3.02%
10Y*
19.30%
ALL TIME*
20.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$255.89M$266.79M$225.20M
$81.32M$85.77M$122.07M

WCC vs. WMS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCC
WESCO International, Inc.
40.88%36.43%5.09%40.19%-4.86%67.63%32.18%23.73%-29.57%2.40%
WMS
Advanced Drainage Systems, Inc.
-4.15%25.97%-17.48%72.44%-39.53%63.46%116.70%67.74%2.78%17.27%

Correlation

The correlation between WCC and WMS is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.55

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.59

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2014

0.50

The correlation between WCC and WMS has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

Fundamentals

Market Cap

WCC:

$16.73B

WMS:

$10.61B

EPS

WCC:

$14.35

WMS:

$5.44

PE Ratio

WCC:

23.93

WMS:

25.45

PEG Ratio

WCC:

1.22

WMS:

1.26

PS Ratio

WCC:

0.68

WMS:

3.40

Total Revenue (TTM)

WCC:

$25.01B

WMS:

$3.19B

Gross Profit (TTM)

WCC:

$2.48B

WMS:

$1.27B

EBITDA (TTM)

WCC:

$1.57B

WMS:

$586.61M

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Return for Risk

WCC vs. WMS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WCC
WCC Risk / Return Rank: 8686
Overall Rank
WCC Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WCC Sortino Ratio Rank: 8484
Sortino Ratio Rank
WCC Omega Ratio Rank: 8181
Omega Ratio Rank
WCC Calmar Ratio Rank: 8989
Calmar Ratio Rank
WCC Martin Ratio Rank: 8989
Martin Ratio Rank

WMS
WMS Risk / Return Rank: 6262
Overall Rank
WMS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WMS Sortino Ratio Rank: 6262
Sortino Ratio Rank
WMS Omega Ratio Rank: 5858
Omega Ratio Rank
WMS Calmar Ratio Rank: 6464
Calmar Ratio Rank
WMS Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WCC vs. WMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WESCO International, Inc. (WCC) and Advanced Drainage Systems, Inc. (WMS). 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.


WCCWMSDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.27

1.13

+0.14

Calmar ratioReturn relative to maximum drawdown

3.29

0.82

+2.46

Martin ratioReturn relative to average drawdown

9.12

1.72

+7.40

WCC vs. WMS - Sharpe Ratio Comparison

The current WCC Sharpe Ratio is 1.55, which is higher than the WMS Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of WCC and WMS, 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. WMS - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.28%, which is greater than WMS's maximum drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for WCC and WMS.


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Drawdown Indicators


WCCWMSDifference

Max Drawdown

Largest peak-to-trough decline

-86.28%

-53.58%

-32.70%

Max Drawdown (1Y)

Largest decline over 1 year

-20.54%

-25.98%

+5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-37.37%

-45.75%

+8.38%

Max Drawdown (5Y)

Largest decline over 5 years

-37.37%

-50.12%

+12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-78.82%

-53.58%

-25.24%

Current Drawdown

Current decline from peak

-8.15%

-21.88%

+13.73%

Average Drawdown

Average peak-to-trough decline

-34.66%

-17.90%

-16.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

12.42%

-5.03%

Volatility

WCC vs. WMS - Volatility Comparison

WESCO International, Inc. (WCC) has a higher volatility of 16.33% compared to Advanced Drainage Systems, Inc. (WMS) at 9.14%. This indicates that WCC's price experiences larger fluctuations and is considered to be riskier than WMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCCWMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.33%

9.14%

+7.19%

Volatility (6M)

Calculated over the trailing 6-month period

35.07%

29.14%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

43.60%

40.96%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.10%

42.37%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.25%

41.74%

+3.51%

Dividends

WCC vs. WMS - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.56%, more than WMS's 0.53% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WMS
Advanced Drainage Systems, Inc.
0.53%0.48%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%

Financials

WCC vs. WMS - Financials Comparison

This section allows you to compare key financial metrics between WESCO International, Inc. and Advanced Drainage Systems, 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


Values in USD except per share items

WCC vs. WMS - Profitability Comparison

The chart below illustrates the profitability comparison between WESCO International, Inc. and Advanced Drainage Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

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%.

WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Advanced Drainage Systems, Inc. reported a gross profit of 354.44M and revenue of 816.10M. Therefore, the gross margin over that period was 43.4%.

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%.

WMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Advanced Drainage Systems, Inc. reported an operating income of 53.25M and revenue of 816.10M, resulting in an operating margin of 6.5%.

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%.

WMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Advanced Drainage Systems, Inc. reported a net income of 32.90M and revenue of 816.10M, resulting in a net margin of 4.0%.


Frequently Asked Questions


WCC and WMS have a correlation of 0.55, 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 WMS (9.14%). In terms of maximum drawdown, WCC dropped -86.28% vs WMS's -53.58%.

WCC currently has the higher Sharpe Ratio (1.55 vs 0.52), 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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