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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.70%
-26.45%
WCC
WMS

Returns By Period

In the year-to-date period, WCC achieves a 20.19% return, which is significantly higher than WMS's -8.44% return. Over the past 10 years, WCC has underperformed WMS with an annualized return of 9.60%, while WMS has yielded a comparatively higher 20.01% annualized return.


WCC

YTD

20.19%

1M

18.61%

6M

11.70%

1Y

37.21%

5Y (annualized)

31.81%

10Y (annualized)

9.60%

WMS

YTD

-8.44%

1M

-15.72%

6M

-26.45%

1Y

7.90%

5Y (annualized)

29.08%

10Y (annualized)

20.01%

Fundamentals


WCCWMS
Market Cap$9.89B$9.95B
EPS$12.48$6.29
PE Ratio16.1720.41
PEG Ratio1.841.22
Total Revenue (TTM)$21.79B$2.91B
Gross Profit (TTM)$4.63B$1.11B
EBITDA (TTM)$1.46B$881.15M

Key characteristics


WCCWMS
Sharpe Ratio0.780.25
Sortino Ratio1.180.62
Omega Ratio1.221.08
Calmar Ratio1.200.33
Martin Ratio2.860.87
Ulcer Index13.22%10.74%
Daily Std Dev48.47%37.61%
Max Drawdown-86.27%-53.58%
Current Drawdown-2.38%-28.22%

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Correlation

-0.50.00.51.00.5

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.

Risk-Adjusted Performance

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 0.78, compared to the broader market-4.00-2.000.002.004.000.780.25
The chart of Sortino ratio for WCC, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.180.62
The chart of Omega ratio for WCC, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.08
The chart of Calmar ratio for WCC, currently valued at 1.20, compared to the broader market0.002.004.006.001.200.33
The chart of Martin ratio for WCC, currently valued at 2.86, compared to the broader market0.0010.0020.0030.002.860.87
WCC
WMS

The current WCC Sharpe Ratio is 0.78, which is higher than the WMS Sharpe Ratio of 0.25. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.78
0.25
WCC
WMS

Dividends

WCC vs. WMS - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.78%, more than WMS's 0.47% yield.


TTM2023202220212020201920182017201620152014
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%
WMS
Advanced Drainage Systems, Inc.
0.47%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.38%
-28.22%
WCC
WMS

Volatility

WCC vs. WMS - Volatility Comparison

The current volatility for WESCO International, Inc. (WCC) is 16.03%, while Advanced Drainage Systems, Inc. (WMS) has a volatility of 18.07%. This indicates that WCC experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
16.03%
18.07%
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