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WMS vs. WCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, WMS achieves a 2.18% return, which is significantly lower than WCC's 35.70% return. Both investments have delivered pretty close results over the past 10 years, with WMS having a 19.28% annualized return and WCC not far ahead at 20.04%.


WMS

1D
-1.89%
1M
9.39%
6M
-5.61%
YTD
2.18%
1Y
23.39%
3Y*
7.97%
5Y*
5.85%
10Y*
19.28%

WCC

1D
-1.25%
1M
-4.59%
6M
21.34%
YTD
35.70%
1Y
67.40%
3Y*
25.41%
5Y*
27.51%
10Y*
20.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMS vs. WCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMS
Advanced Drainage Systems, Inc.
2.18%25.97%-17.48%72.44%-39.53%63.46%116.70%67.74%2.78%17.27%
WCC
WESCO International, Inc.
35.70%36.43%5.09%40.19%-4.86%67.63%32.18%23.73%-29.57%2.40%

Correlation

The correlation between WMS and WCC is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2014

0.50

The correlation between WMS and WCC has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.

Fundamentals

Market Cap

WMS:

$11.31B

WCC:

$16.11B

EPS

WMS:

$5.44

WCC:

$13.66

PE Ratio

WMS:

27.13

WCC:

24.22

PEG Ratio

WMS:

1.35

WCC:

1.26

PS Ratio

WMS:

3.63

WCC:

0.68

Total Revenue (TTM)

WMS:

$3.19B

WCC:

$24.24B

Gross Profit (TTM)

WMS:

$1.27B

WCC:

$3.72B

EBITDA (TTM)

WMS:

$586.61M

WCC:

$1.50B

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Return for Risk

WMS vs. WCC — Risk / Return Rank

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

WMS
WMS Risk / Return Rank: 6464
Overall Rank
WMS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WMS Sortino Ratio Rank: 6464
Sortino Ratio Rank
WMS Omega Ratio Rank: 6060
Omega Ratio Rank
WMS Calmar Ratio Rank: 6565
Calmar Ratio Rank
WMS Martin Ratio Rank: 6565
Martin Ratio Rank

WCC
WCC Risk / Return Rank: 8787
Overall Rank
WCC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
WCC Sortino Ratio Rank: 8585
Sortino Ratio Rank
WCC Omega Ratio Rank: 8282
Omega Ratio Rank
WCC Calmar Ratio Rank: 8888
Calmar Ratio Rank
WCC Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WMS vs. WCC - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WMSWCCDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratioReturn relative to maximum drawdown

0.90

3.30

-2.39

Martin ratioReturn relative to average drawdown

2.01

9.73

-7.72

WMS vs. WCC - Sharpe Ratio Comparison

The current WMS Sharpe Ratio is 0.58, which is lower than the WCC Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of WMS and WCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WMS vs. WCC - Drawdown Comparison

The maximum WMS drawdown since its inception was -53.58%, smaller than the maximum WCC drawdown of -86.28%. Use the drawdown chart below to compare losses from any high point for WMS and WCC.


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Drawdown Indicators


WMSWCCDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-86.28%

+32.70%

Max Drawdown (1Y)

Largest decline over 1 year

-25.98%

-20.54%

-5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-45.75%

-37.37%

-8.38%

Max Drawdown (5Y)

Largest decline over 5 years

-50.12%

-37.37%

-12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-53.58%

-78.82%

+25.24%

Current Drawdown

Current decline from peak

-16.72%

-11.53%

-5.19%

Average Drawdown

Average peak-to-trough decline

-17.89%

-34.71%

+16.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.73%

6.95%

+4.78%

Volatility

WMS vs. WCC - Volatility Comparison

Advanced Drainage Systems, Inc. (WMS) and WESCO International, Inc. (WCC) have volatilities of 13.81% and 13.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMSWCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.81%

13.94%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

28.75%

32.67%

-3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

40.86%

41.65%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.34%

44.83%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.69%

45.12%

-3.43%

Dividends

WMS vs. WCC - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.50%, less than WCC's 0.58% yield.


PositionTTM20252024202320222021202020192018201720162015
WCC
WESCO International, Inc.
0.58%0.74%0.91%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMS
Advanced Drainage Systems, Inc.
0.50%0.48%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%

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


1.00B2.00B3.00B4.00B5.00B6.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
816.10M
6.08B
(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

0.0%10.0%20.0%30.0%40.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
43.4%
0
Portfolio components
WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Advanced Drainage Systems, Inc. reported a gross profit of 354.44M and revenue of 816.10M. Therefore, the gross margin over that period was 43.4%.

WCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, WESCO International, Inc. reported a gross profit of 0.00 and revenue of 6.08B. Therefore, the gross margin over that period was 0.0%.

WMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Advanced Drainage Systems, Inc. reported an operating income of 53.25M and revenue of 816.10M, resulting in an operating margin of 6.5%.

WCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, WESCO International, Inc. reported an operating income of 293.50M and revenue of 6.08B, resulting in an operating margin of 4.8%.

WMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Advanced Drainage Systems, Inc. reported a net income of 32.90M and revenue of 816.10M, resulting in a net margin of 4.0%.

WCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, WESCO International, Inc. reported a net income of 153.80M and revenue of 6.08B, resulting in a net margin of 2.5%.


Frequently Asked Questions


WMS and WCC have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WCC has higher volatility (13.94%) compared to WMS (13.81%). In terms of maximum drawdown, WMS dropped -53.58% vs WCC's -86.28%.

WCC currently has the higher Sharpe Ratio (1.63 vs 0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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