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

Correlation

The correlation between WMS and WCC 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

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-31.07%
7.62%
WMS
WCC

Key characteristics

Sharpe Ratio

WMS:

-0.37

WCC:

0.03

Sortino Ratio

WMS:

-0.31

WCC:

0.38

Omega Ratio

WMS:

0.96

WCC:

1.07

Calmar Ratio

WMS:

-0.40

WCC:

0.05

Martin Ratio

WMS:

-1.07

WCC:

0.12

Ulcer Index

WMS:

13.03%

WCC:

13.35%

Daily Std Dev

WMS:

37.22%

WCC:

48.36%

Max Drawdown

WMS:

-53.58%

WCC:

-86.27%

Current Drawdown

WMS:

-34.68%

WCC:

-17.41%

Fundamentals

Market Cap

WMS:

$9.44B

WCC:

$9.12B

EPS

WMS:

$6.28

WCC:

$12.47

PE Ratio

WMS:

19.39

WCC:

14.93

PEG Ratio

WMS:

1.02

WCC:

1.68

Total Revenue (TTM)

WMS:

$2.91B

WCC:

$21.79B

Gross Profit (TTM)

WMS:

$1.11B

WCC:

$4.63B

EBITDA (TTM)

WMS:

$881.15M

WCC:

$1.46B

Returns By Period

In the year-to-date period, WMS achieves a -16.68% return, which is significantly lower than WCC's 2.03% return. Over the past 10 years, WMS has outperformed WCC with an annualized return of 19.22%, while WCC has yielded a comparatively lower 8.83% annualized return.


WMS

YTD

-16.68%

1M

-12.30%

6M

-33.96%

1Y

-15.80%

5Y*

24.70%

10Y*

19.22%

WCC

YTD

2.03%

1M

-13.42%

6M

7.83%

1Y

0.84%

5Y*

26.27%

10Y*

8.83%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for WMS, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.370.03
The chart of Sortino ratio for WMS, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.310.38
The chart of Omega ratio for WMS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.07
The chart of Calmar ratio for WMS, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.400.05
The chart of Martin ratio for WMS, currently valued at -1.07, compared to the broader market0.0010.0020.00-1.070.12
WMS
WCC

The current WMS Sharpe Ratio is -0.37, which is lower than the WCC Sharpe Ratio of 0.03. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.37
0.03
WMS
WCC

Dividends

WMS vs. WCC - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.53%, less than WCC's 0.94% yield.


TTM2023202220212020201920182017201620152014
WMS
Advanced Drainage Systems, Inc.
0.53%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%
WCC
WESCO International, Inc.
0.94%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.68%
-17.41%
WMS
WCC

Volatility

WMS vs. WCC - Volatility Comparison

Advanced Drainage Systems, Inc. (WMS) has a higher volatility of 8.53% compared to WESCO International, Inc. (WCC) at 8.09%. This indicates that WMS's price experiences larger fluctuations and is considered to be riskier than WCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.53%
8.09%
WMS
WCC

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


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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