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

Key characteristics


WCCWMS
YTD Return-4.82%15.24%
1Y Return15.66%89.68%
3Y Return (Ann)22.27%13.71%
5Y Return (Ann)24.00%43.21%
10Y Return (Ann)6.83%22.30%
Sharpe Ratio0.322.75
Daily Std Dev50.95%34.42%
Max Drawdown-86.27%-93.77%
Current Drawdown-14.62%-6.22%

Fundamentals


WCCWMS
Market Cap$7.92B$12.63B
EPS$13.54$6.30
PE Ratio11.5125.83
PEG Ratio1.501.37
Revenue (TTM)$22.39B$2.84B
Gross Profit (TTM)$4.66B$819.57M
EBITDA (TTM)$1.62B$851.19M

Correlation

-0.50.00.51.00.4

The correlation between WCC and WMS is 0.36, 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.

Performance

WCC vs. WMS - Performance Comparison

In the year-to-date period, WCC achieves a -4.82% return, which is significantly lower than WMS's 15.24% return. Over the past 10 years, WCC has underperformed WMS with an annualized return of 6.83%, while WMS has yielded a comparatively higher 22.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2024FebruaryMarchAprilMay
735.28%
1,154.92%
WCC
WMS

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.

Advanced Drainage Systems, Inc.

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.


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
WMS
Sharpe ratio
The chart of Sharpe ratio for WMS, currently valued at 2.75, compared to the broader market-2.00-1.000.001.002.003.004.002.75
Sortino ratio
The chart of Sortino ratio for WMS, currently valued at 4.03, compared to the broader market-4.00-2.000.002.004.006.004.03
Omega ratio
The chart of Omega ratio for WMS, currently valued at 1.46, compared to the broader market0.501.001.501.46
Calmar ratio
The chart of Calmar ratio for WMS, currently valued at 2.07, compared to the broader market0.002.004.006.002.07
Martin ratio
The chart of Martin ratio for WMS, currently valued at 11.67, compared to the broader market-10.000.0010.0020.0030.0011.67

WCC vs. WMS - Sharpe Ratio Comparison

The current WCC Sharpe Ratio is 0.32, which is lower than the WMS Sharpe Ratio of 2.75. The chart below compares the 12-month rolling Sharpe Ratio of WCC and WMS.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
0.32
2.75
WCC
WMS

Dividends

WCC vs. WMS - Dividend Comparison

WCC's dividend yield for the trailing twelve months is around 0.93%, more than WMS's 0.35% yield.


TTM2023202220212020201920182017201620152014
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%
WMS
Advanced Drainage Systems, Inc.
0.35%0.38%0.57%0.31%0.43%3.47%1.24%1.09%1.08%0.76%0.17%

Drawdowns

WCC vs. WMS - Drawdown Comparison

The maximum WCC drawdown since its inception was -86.27%, smaller than the maximum WMS drawdown of -93.77%. Use the drawdown chart below to compare losses from any high point for WCC and WMS. 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%
-6.22%
WCC
WMS

Volatility

WCC vs. WMS - Volatility Comparison

WESCO International, Inc. (WCC) has a higher volatility of 10.58% compared to Advanced Drainage Systems, Inc. (WMS) at 7.38%. 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%25.00%30.00%35.00%40.00%December2024FebruaryMarchAprilMay
10.58%
7.38%
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