CAP.PA vs. WIPRO.NS
Compare and contrast key facts about Capgemini SE (CAP.PA) and Wipro Limited (WIPRO.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAP.PA or WIPRO.NS.
Key characteristics
| CAP.PA | WIPRO.NS | |
|---|---|---|
| YTD Return | -14.94% | 21.11% |
| 1Y Return | -6.82% | 49.25% |
| 3Y Return (Ann) | -7.88% | -4.47% |
| 5Y Return (Ann) | 9.72% | 18.40% |
| 10Y Return (Ann) | 12.68% | 11.30% |
| Sharpe Ratio | -0.41 | 1.77 |
| Sortino Ratio | -0.44 | 2.52 |
| Omega Ratio | 0.94 | 1.32 |
| Calmar Ratio | -0.30 | 1.06 |
| Martin Ratio | -0.75 | 5.73 |
| Ulcer Index | 12.97% | 8.66% |
| Daily Std Dev | 23.44% | 28.14% |
| Max Drawdown | -96.22% | -91.67% |
| Current Drawdown | -32.89% | -20.04% |
Fundamentals
| CAP.PA | WIPRO.NS | |
|---|---|---|
| Market Cap | €27.53B | ₹2.97T |
| EPS | €9.54 | ₹22.43 |
| PE Ratio | 17.23 | 25.35 |
| PEG Ratio | 2.37 | 2.12 |
| Total Revenue (TTM) | €22.23B | ₹886.79B |
| Gross Profit (TTM) | €5.80B | ₹267.39B |
| EBITDA (TTM) | €3.26B | ₹184.04B |
Correlation
The correlation between CAP.PA and WIPRO.NS is 0.22, 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
CAP.PA vs. WIPRO.NS - Performance Comparison
In the year-to-date period, CAP.PA achieves a -14.94% return, which is significantly lower than WIPRO.NS's 21.11% return. Over the past 10 years, CAP.PA has outperformed WIPRO.NS with an annualized return of 12.68%, while WIPRO.NS has yielded a comparatively lower 11.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CAP.PA vs. WIPRO.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capgemini SE (CAP.PA) and Wipro Limited (WIPRO.NS). 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.
Dividends
CAP.PA vs. WIPRO.NS - Dividend Comparison
CAP.PA's dividend yield for the trailing twelve months is around 2.15%, more than WIPRO.NS's 0.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAP.PA Capgemini SE | 2.15% | 1.72% | 1.54% | 0.90% | 1.06% | 1.56% | 1.96% | 1.57% | 1.68% | 1.40% | 1.85% | 2.04% |
WIPRO.NS Wipro Limited | 0.18% | 0.21% | 1.53% | 0.14% | 0.26% | 0.30% | 0.30% | 0.32% | 1.26% | 2.13% | 3.84% | 1.25% |
Drawdowns
CAP.PA vs. WIPRO.NS - Drawdown Comparison
The maximum CAP.PA drawdown since its inception was -96.22%, roughly equal to the maximum WIPRO.NS drawdown of -91.67%. Use the drawdown chart below to compare losses from any high point for CAP.PA and WIPRO.NS. For additional features, visit the drawdowns tool.
Volatility
CAP.PA vs. WIPRO.NS - Volatility Comparison
Capgemini SE (CAP.PA) has a higher volatility of 10.09% compared to Wipro Limited (WIPRO.NS) at 6.83%. This indicates that CAP.PA's price experiences larger fluctuations and is considered to be riskier than WIPRO.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CAP.PA vs. WIPRO.NS - Financials Comparison
This section allows you to compare key financial metrics between Capgemini SE and Wipro Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities