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

Key characteristics


WMSWCC
YTD Return19.65%4.06%
1Y Return93.97%40.28%
3Y Return (Ann)13.88%18.65%
5Y Return (Ann)45.50%27.56%
10Y Return (Ann)22.74%7.94%
Sharpe Ratio2.770.83
Daily Std Dev33.92%48.69%
Max Drawdown-93.77%-86.27%
Current Drawdown-2.63%-6.65%

Fundamentals


WMSWCC
Market Cap$12.80B$8.52B
EPS$6.30$12.01
PE Ratio26.1713.96
PEG Ratio1.371.50
Revenue (TTM)$2.84B$22.21B
Gross Profit (TTM)$819.57M$4.66B
EBITDA (TTM)$851.19M$1.52B

Correlation

-0.50.00.51.00.4

The correlation between WMS and WCC 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

WMS vs. WCC - Performance Comparison

In the year-to-date period, WMS achieves a 19.65% return, which is significantly higher than WCC's 4.06% return. Over the past 10 years, WMS has outperformed WCC with an annualized return of 22.74%, while WCC has yielded a comparatively lower 7.94% 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
1,202.89%
813.20%
WMS
WCC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Advanced Drainage Systems, Inc.

WESCO International, Inc.

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.


WMS
Sharpe ratio
The chart of Sharpe ratio for WMS, currently valued at 2.77, compared to the broader market-2.00-1.000.001.002.003.004.002.77
Sortino ratio
The chart of Sortino ratio for WMS, currently valued at 4.07, compared to the broader market-4.00-2.000.002.004.006.004.07
Omega ratio
The chart of Omega ratio for WMS, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for WMS, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Martin ratio
The chart of Martin ratio for WMS, currently valued at 11.57, compared to the broader market-10.000.0010.0020.0030.0011.57
WCC
Sharpe ratio
The chart of Sharpe ratio for WCC, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.004.000.83
Sortino ratio
The chart of Sortino ratio for WCC, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.006.001.19
Omega ratio
The chart of Omega ratio for WCC, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for WCC, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Martin ratio
The chart of Martin ratio for WCC, currently valued at 2.66, compared to the broader market-10.000.0010.0020.0030.002.66

WMS vs. WCC - Sharpe Ratio Comparison

The current WMS Sharpe Ratio is 2.77, which is higher than the WCC Sharpe Ratio of 0.83. The chart below compares the 12-month rolling Sharpe Ratio of WMS and WCC.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.77
0.83
WMS
WCC

Dividends

WMS vs. WCC - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.33%, less than WCC's 0.85% yield.


TTM2023202220212020201920182017201620152014
WMS
Advanced Drainage Systems, Inc.
0.33%0.38%0.57%0.31%0.43%3.47%1.24%1.09%1.08%0.76%0.17%
WCC
WESCO International, Inc.
0.85%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 -93.77%, which is greater than WCC's maximum 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%December2024FebruaryMarchAprilMay
-2.63%
-6.65%
WMS
WCC

Volatility

WMS vs. WCC - Volatility Comparison

The current volatility for Advanced Drainage Systems, Inc. (WMS) is 7.52%, while WESCO International, Inc. (WCC) has a volatility of 11.72%. This indicates that WMS experiences smaller price fluctuations and is considered to be less risky 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%25.00%30.00%35.00%40.00%December2024FebruaryMarchAprilMay
7.52%
11.72%
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