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

Correlation

The correlation between WMS and WCC is 0.54, 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.


Performance

WMS vs. WCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Drainage Systems, Inc. (WMS) and WESCO International, Inc. (WCC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WMS:

-0.86

WCC:

-0.15

Sortino Ratio

WMS:

-1.07

WCC:

0.00

Omega Ratio

WMS:

0.87

WCC:

1.00

Calmar Ratio

WMS:

-0.68

WCC:

-0.25

Martin Ratio

WMS:

-1.21

WCC:

-0.60

Ulcer Index

WMS:

25.70%

WCC:

15.74%

Daily Std Dev

WMS:

38.23%

WCC:

44.91%

Max Drawdown

WMS:

-53.58%

WCC:

-86.27%

Current Drawdown

WMS:

-35.41%

WCC:

-23.70%

Fundamentals

Market Cap

WMS:

$9.00B

WCC:

$7.96B

EPS

WMS:

$5.98

WCC:

$13.20

PE Ratio

WMS:

19.25

WCC:

12.32

PEG Ratio

WMS:

1.03

WCC:

1.44

PS Ratio

WMS:

3.06

WCC:

0.36

PB Ratio

WMS:

5.82

WCC:

1.58

Total Revenue (TTM)

WMS:

$2.29B

WCC:

$21.81B

Gross Profit (TTM)

WMS:

$856.09M

WCC:

$4.65B

EBITDA (TTM)

WMS:

$686.17M

WCC:

$1.43B

Returns By Period

In the year-to-date period, WMS achieves a -0.17% return, which is significantly higher than WCC's -10.30% return. Over the past 10 years, WMS has outperformed WCC with an annualized return of 15.81%, while WCC has yielded a comparatively lower 8.75% annualized return.


WMS

YTD

-0.17%

1M

5.99%

6M

-15.14%

1Y

-32.83%

5Y*

23.63%

10Y*

15.81%

WCC

YTD

-10.30%

1M

5.19%

6M

-20.95%

1Y

-6.71%

5Y*

43.07%

10Y*

8.75%

*Annualized

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Risk-Adjusted Performance

WMS vs. WCC — Risk-Adjusted Performance Rank

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

WMS
The Risk-Adjusted Performance Rank of WMS is 1313
Overall Rank
The Sharpe Ratio Rank of WMS is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of WMS is 1212
Sortino Ratio Rank
The Omega Ratio Rank of WMS is 1313
Omega Ratio Rank
The Calmar Ratio Rank of WMS is 1010
Calmar Ratio Rank
The Martin Ratio Rank of WMS is 1919
Martin Ratio Rank

WCC
The Risk-Adjusted Performance Rank of WCC is 3939
Overall Rank
The Sharpe Ratio Rank of WCC is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of WCC is 3737
Sortino Ratio Rank
The Omega Ratio Rank of WCC is 3737
Omega Ratio Rank
The Calmar Ratio Rank of WCC is 3636
Calmar Ratio Rank
The Martin Ratio Rank of WCC is 3939
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.

WMS vs. WCC - Risk-Adjusted Performance Comparison

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


The current WMS Sharpe Ratio is -0.86, which is lower than the WCC Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of WMS and WCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WMS vs. WCC - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.56%, less than WCC's 1.05% yield.


TTM20242023202220212020201920182017201620152014
WMS
Advanced Drainage Systems, Inc.
0.56%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%
WCC
WESCO International, Inc.
1.05%0.91%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WMS vs. WCC - Drawdown Comparison

The maximum WMS drawdown since its inception was -53.58%, smaller than the maximum WCC drawdown of -86.27%. Use the drawdown chart below to compare losses from any high point for WMS and WCC. For additional features, visit the drawdowns tool.


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Volatility

WMS vs. WCC - Volatility Comparison


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Financials

WMS vs. WCC - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
690.54M
5.34B
(WMS) Total Revenue
(WCC) Total Revenue
Values in USD except per share items

WMS vs. WCC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20212022202320242025
35.0%
21.1%
(WMS) Gross Margin
(WCC) Gross Margin
WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Advanced Drainage Systems, Inc. reported a gross profit of 241.59M and revenue of 690.54M. Therefore, the gross margin over that period was 35.0%.

WCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, WESCO International, Inc. reported a gross profit of 1.13B and revenue of 5.34B. Therefore, the gross margin over that period was 21.1%.

WMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Advanced Drainage Systems, Inc. reported an operating income of 126.86M and revenue of 690.54M, resulting in an operating margin of 18.4%.

WCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, WESCO International, Inc. reported an operating income of 240.90M and revenue of 5.34B, resulting in an operating margin of 4.5%.

WMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Advanced Drainage Systems, Inc. reported a net income of 81.23M and revenue of 690.54M, resulting in a net margin of 11.8%.

WCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, WESCO International, Inc. reported a net income of 118.40M and revenue of 5.34B, resulting in a net margin of 2.2%.