- ISIN
- US29414B1044
- CUSIP
- 29414B104
- Sector
- Technology
- Industry
- Information Technology Services
- IPO Date
- Feb 8, 2012
Highlights
- Market Cap
- $5.60B
- Enterprise Value
- $4.89B
- EPS (TTM)
- $7.02
- PE Ratio
- 15.29
- Total Revenue (TTM)
- $5.56B
- Gross Profit (TTM)
- $1.58B
- EBITDA (TTM)
- $670.13M
- Year Range
- $73.06 - $222.53
- Target Price
- $190.50
- ROA (TTM)
- 8.22%
- ROE (TTM)
- 11.27%
- Avg. Volume (1M)
- 2M
- Avg. Volume Value (1M)
- $145.23M
Share Price Chart
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Performance
EPAM Performance Chart
EPAM Systems, Inc. (EPAM) is down 47.7% since the beginning of the year. At $107 per share, EPAM is trading 51.8% below its 52-week high of $223. Investors who bought $1,000 worth of EPAM shares 5 years ago would now be looking at an investment worth $188.
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Returns By Period
EPAM Systems, Inc. (EPAM) has returned -47.65% so far this year and -28.96% over the past 12 months. Over the last ten years, EPAM has returned 4.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.29% annually.
EPAM Systems, Inc.
- 1D
- 1.61%
- 1M
- 21.51%
- 6M
- -49.03%
- YTD
- -47.65%
- 1Y
- -28.96%
- 3Y*
- -24.27%
- 5Y*
- -28.38%
- 10Y*
- 4.87%
- ALL TIME*
- 15.24%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
EPAM Monthly Returns History
Based on dividend-adjusted daily data since Feb 8, 2012, EPAM's average daily return is +0.10%, while the average monthly return is +2.05%. At this rate, an investment would double in approximately 2.8 years.
Historically, 58% of months were positive and 42% were negative. The best month was Mar 2012 with a return of +45.2%, while the worst month was Feb 2022 at -56.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EPAM closed higher 53% of trading days. The best single day was Mar 16, 2022 with a return of +25.2%, while the worst single day was Feb 28, 2022 at -45.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.82% | -32.41% | -3.97% | -15.97% | -9.95% | -22.56% | 33.03% | 1.61% | -47.65% | ||||
| 2025 | 8.61% | -18.83% | -18.09% | -7.07% | 11.20% | 1.34% | -10.81% | 11.83% | -14.50% | 8.46% | 14.35% | 9.56% | -12.38% |
| 2024 | -6.47% | 9.45% | -9.28% | -14.81% | -24.37% | 5.72% | 14.36% | -6.68% | -0.86% | -5.22% | 29.30% | -4.14% | -21.36% |
| 2023 | 1.50% | -7.52% | -2.81% | -5.54% | -9.14% | -12.42% | 5.37% | 9.37% | -1.27% | -14.91% | 18.67% | 15.16% | -9.28% |
| 2022 | -28.77% | -56.37% | 42.77% | -10.66% | 27.75% | -12.92% | 18.48% | 22.12% | -15.08% | -3.37% | 5.31% | -11.08% | -50.97% |
| 2021 | -3.88% | 8.47% | 6.18% | 15.39% | 4.34% | 6.98% | 9.56% | 13.04% | -9.85% | 18.01% | -9.61% | 9.84% | 86.54% |
Benchmark Metrics
EPAM Systems, Inc. has an annualized alpha of 7.45%, beta of 1.29, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since February 08, 2012.
- This stock captured 166.50% of S&P 500 Index gains and 153.92% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.24 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 7.45%
- Beta
- 1.29
- R²
- 0.24
- Upside Capture
- 166.50%
- Downside Capture
- 153.92%
Return for Risk
Risk / Return Rank
EPAM ranks 22 for risk / return — above 22% of stocks peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) and compare them to S&P 500 Index.
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.
| EPAM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.31 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 2.41 | -2.85 |
| Martin ratioReturn relative to average drawdown | -0.83 | 10.22 | -11.05 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the EPAM Systems, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the EPAM Systems, Inc. was 89.40%, occurring on Jun 22, 2026. The portfolio has not yet recovered.
The current EPAM Systems, Inc. drawdown is 85.05%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-89.40%Jun 2026 | 4y 7mo | — | 4y 8moNov 2021 - now | — |
-39.27%Jul 2012 | 3mo 12d | 7mo 15d | 10mo 27dApr 2012 - Mar 2013 | — |
-33.28%Mar 2020 | 25d | 3mo 3d | 3mo 28dFeb 2020 - Jun 2020 | COVID crash2020 |
-32.29%Apr 2014 | 1mo 17d | 2mo | 3mo 17dFeb 2014 - Jun 2014 | — |
-30.91%Feb 2016 | 2mo 5d | 1y 3mo | 1y 5moDec 2015 - May 2017 | — |
Drawdown Indicators
| EPAM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.40% | -56.78% | -32.62% |
Max Drawdown (1Y)Largest decline over 1 year | -65.65% | -9.10% | -56.55% |
Max Drawdown (3Y)Largest decline over 3 years | -75.83% | -18.90% | -56.93% |
Max Drawdown (5Y)Largest decline over 5 years | -89.40% | -25.43% | -63.97% |
Max Drawdown (10Y)Largest decline over 10 years | -89.40% | -33.92% | -55.48% |
Current DrawdownCurrent decline from peak | -85.05% | -0.12% | -84.93% |
Average DrawdownAverage peak-to-trough decline | -26.34% | -10.70% | -15.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.89% | 2.14% | +32.75% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of EPAM Systems, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how EPAM Systems, Inc. is priced in the market compared to other companies in the Information Technology Services industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for EPAM, comparing it with other companies in the Information Technology Services industry. Currently, EPAM has a P/E ratio of 15.3. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for EPAM relative to other companies in the Information Technology Services industry. Currently, EPAM has a P/S ratio of 1.1. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for EPAM in comparison with other companies in the Information Technology Services industry. Currently, EPAM has a P/B value of 1.7. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
Income Statement
| TTM | |
|---|---|
Revenue | |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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