PortfoliosLab logo
EPAM Systems, Inc. (EPAM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US29414B1044

CUSIP

29414B104

IPO Date

Feb 8, 2012

Highlights

Market Cap

$9.01B

EPS (TTM)

$7.84

PE Ratio

20.30

PEG Ratio

1.44

Total Revenue (TTM)

$3.56B

Gross Profit (TTM)

$1.10B

EBITDA (TTM)

$533.49M

Year Range

$138.15 - $269.00

Target Price

$224.16

Short %

3.44%

Short Ratio

2.03

Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EPAM Systems, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,036.57%
309.29%
EPAM (EPAM Systems, Inc.)
Benchmark (^GSPC)

Returns By Period

EPAM Systems, Inc. had a return of -31.95% year-to-date (YTD) and -33.07% in the last 12 months. Over the past 10 years, EPAM Systems, Inc. had an annualized return of 9.45%, while the S&P 500 had an annualized return of 10.27%, indicating that EPAM Systems, Inc. did not perform as well as the benchmark.


EPAM

YTD

-31.95%

1M

-5.81%

6M

-16.92%

1Y

-33.07%

5Y*

-5.29%

10Y*

9.45%

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

Monthly Returns

The table below presents the monthly returns of EPAM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.61%-18.83%-18.09%-5.76%-31.95%
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%
20231.50%-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%
20207.53%-2.17%-16.82%18.98%4.41%9.27%15.11%12.76%-1.17%-4.43%4.33%11.17%68.91%
201921.96%14.35%4.54%6.05%-3.77%0.30%11.95%-1.27%-4.71%-3.49%20.40%0.15%82.88%
20189.35%-3.71%1.24%-0.15%7.72%0.93%4.73%9.77%-3.66%-13.24%9.02%-10.93%7.99%
20170.08%14.40%2.57%1.96%8.94%0.25%2.19%-5.35%8.12%3.66%11.29%5.90%67.05%
2016-4.73%-8.70%9.20%-2.33%4.91%-15.95%9.22%-2.89%1.61%-7.13%2.38%-2.41%-18.20%
20152.47%26.06%-0.63%5.58%11.13%-0.95%4.04%-4.72%5.54%3.80%1.78%-0.14%64.65%
201417.06%2.52%-21.54%-5.38%35.14%3.99%-11.63%-2.61%16.31%9.02%6.89%-6.43%36.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EPAM is 14, meaning it’s performing worse than 86% of other stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EPAM is 1414
Overall Rank
The Sharpe Ratio Rank of EPAM is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of EPAM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of EPAM is 1313
Omega Ratio Rank
The Calmar Ratio Rank of EPAM is 2323
Calmar Ratio Rank
The Martin Ratio Rank of EPAM is 55
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for EPAM, currently valued at -0.74, compared to the broader market-2.00-1.000.001.002.003.00
EPAM: -0.74
^GSPC: 0.46
The chart of Sortino ratio for EPAM, currently valued at -0.81, compared to the broader market-6.00-4.00-2.000.002.004.00
EPAM: -0.81
^GSPC: 0.77
The chart of Omega ratio for EPAM, currently valued at 0.87, compared to the broader market0.501.001.502.00
EPAM: 0.87
^GSPC: 1.11
The chart of Calmar ratio for EPAM, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00
EPAM: -0.45
^GSPC: 0.47
The chart of Martin ratio for EPAM, currently valued at -1.61, compared to the broader market-5.000.005.0010.0015.0020.00
EPAM: -1.61
^GSPC: 1.94

The current EPAM Systems, Inc. Sharpe ratio is -0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of EPAM Systems, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.74
0.46
EPAM (EPAM Systems, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


EPAM Systems, Inc. doesn't pay dividends

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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-77.82%
-10.07%
EPAM (EPAM Systems, Inc.)
Benchmark (^GSPC)

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 80.02%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current EPAM Systems, Inc. drawdown is 77.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.02%Nov 9, 2021856Apr 8, 2025
-39.27%Apr 13, 201271Jul 24, 2012153Mar 6, 2013224
-33.28%Feb 20, 202018Mar 16, 202065Jun 17, 202083
-32.29%Feb 19, 201434Apr 7, 201442Jun 6, 201476
-30.91%Dec 9, 201545Feb 12, 2016320May 22, 2017365

Volatility

Volatility Chart

The current EPAM Systems, Inc. volatility is 19.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.25%
14.23%
EPAM (EPAM Systems, Inc.)
Benchmark (^GSPC)

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.

Annual
Quarterly

0.0

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
20.040.060.080.0100.0
EPAM: 20.3
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 20.3. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PEG Ratio
1.02.03.04.05.06.07.0
EPAM: 1.4
The chart shows the Price/Earnings to Growth (PEG) ratio for EPAM compared to other companies in the Information Technology Services industry. EPAM currently has a PEG ratio of 1.4. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
2.04.06.08.010.0
EPAM: 1.9
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 1.9. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
2.04.06.08.010.0
EPAM: 2.5
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 2.5. 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

Values in undefined except per share items