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WCC vs. WMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WCC and WMS is 0.49, 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.


-0.50.00.51.00.5

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.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%AugustSeptemberOctoberNovemberDecember2025
134.37%
769.65%
WCC
WMS

Key characteristics

Sharpe Ratio

WCC:

0.30

WMS:

-0.11

Sortino Ratio

WCC:

0.69

WMS:

0.11

Omega Ratio

WCC:

1.12

WMS:

1.01

Calmar Ratio

WCC:

0.46

WMS:

-0.11

Martin Ratio

WCC:

1.04

WMS:

-0.25

Ulcer Index

WCC:

13.90%

WMS:

15.93%

Daily Std Dev

WCC:

48.51%

WMS:

36.98%

Max Drawdown

WCC:

-86.27%

WMS:

-53.58%

Current Drawdown

WCC:

-9.93%

WMS:

-29.77%

Fundamentals

Market Cap

WCC:

$9.49B

WMS:

$9.73B

EPS

WCC:

$12.34

WMS:

$6.36

PE Ratio

WCC:

15.53

WMS:

19.73

PEG Ratio

WCC:

1.75

WMS:

1.05

Total Revenue (TTM)

WCC:

$16.32B

WMS:

$2.25B

Gross Profit (TTM)

WCC:

$3.46B

WMS:

$851.32M

EBITDA (TTM)

WCC:

$1.11B

WMS:

$687.31M

Returns By Period

In the year-to-date period, WCC achieves a 5.89% return, which is significantly lower than WMS's 8.56% return. Over the past 10 years, WCC has underperformed WMS with an annualized return of 11.40%, while WMS has yielded a comparatively higher 19.65% annualized return.


WCC

YTD

5.89%

1M

9.06%

6M

13.63%

1Y

12.50%

5Y*

28.54%

10Y*

11.40%

WMS

YTD

8.56%

1M

7.52%

6M

-24.51%

1Y

-5.08%

5Y*

25.26%

10Y*

19.65%

*Annualized

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Risk-Adjusted Performance

WCC vs. WMS — Risk-Adjusted Performance Rank

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

WCC
The Risk-Adjusted Performance Rank of WCC is 5858
Overall Rank
The Sharpe Ratio Rank of WCC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of WCC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of WCC is 5757
Omega Ratio Rank
The Calmar Ratio Rank of WCC is 6666
Calmar Ratio Rank
The Martin Ratio Rank of WCC is 5858
Martin Ratio Rank

WMS
The Risk-Adjusted Performance Rank of WMS is 3737
Overall Rank
The Sharpe Ratio Rank of WMS is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of WMS is 3434
Sortino Ratio Rank
The Omega Ratio Rank of WMS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of WMS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of WMS is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WCC vs. WMS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WCC, currently valued at 0.30, compared to the broader market-2.000.002.004.000.30-0.11
The chart of Sortino ratio for WCC, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.690.11
The chart of Omega ratio for WCC, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.01
The chart of Calmar ratio for WCC, currently valued at 0.46, compared to the broader market0.002.004.006.000.46-0.11
The chart of Martin ratio for WCC, currently valued at 1.04, compared to the broader market-10.000.0010.0020.001.04-0.25
WCC
WMS

The current WCC Sharpe Ratio is 0.30, which is higher than the WMS Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of WCC and WMS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.30
-0.11
WCC
WMS

Dividends

WCC vs. WMS - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.86%, more than WMS's 0.49% yield.


TTM20242023202220212020201920182017201620152014
WCC
WESCO International, Inc.
0.86%0.91%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMS
Advanced Drainage Systems, Inc.
0.49%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%

Drawdowns

WCC vs. WMS - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.27%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.93%
-29.77%
WCC
WMS

Volatility

WCC vs. WMS - Volatility Comparison

WESCO International, Inc. (WCC) has a higher volatility of 9.37% compared to Advanced Drainage Systems, Inc. (WMS) at 8.02%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.37%
8.02%
WCC
WMS

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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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