CDW vs. CTSH
Compare and contrast key facts about CDW Corporation (CDW) and Cognizant Technology Solutions Corporation (CTSH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDW or CTSH.
Correlation
The correlation between CDW and CTSH is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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CDW vs. CTSH - Performance Comparison
Key characteristics
CDW:
-1.42
CTSH:
-0.13
CDW:
-1.98
CTSH:
-0.02
CDW:
0.73
CTSH:
1.00
CDW:
-0.99
CTSH:
-0.10
CDW:
-2.05
CTSH:
-0.49
CDW:
20.92%
CTSH:
5.76%
CDW:
30.15%
CTSH:
22.13%
CDW:
-44.83%
CTSH:
-71.38%
CDW:
-43.28%
CTSH:
-23.95%
Fundamentals
CDW:
$19.14B
CTSH:
$34.00B
CDW:
$7.97
CTSH:
$4.51
CDW:
18.13
CTSH:
15.24
CDW:
1.53
CTSH:
1.54
CDW:
$16.13B
CTSH:
$14.98B
CDW:
$3.54B
CTSH:
$4.90B
CDW:
$1.46B
CTSH:
$2.67B
Returns By Period
In the year-to-date period, CDW achieves a -16.70% return, which is significantly lower than CTSH's -10.30% return. Over the past 10 years, CDW has outperformed CTSH with an annualized return of 15.86%, while CTSH has yielded a comparatively lower 2.13% annualized return.
CDW
-16.70%
-16.28%
-34.38%
-42.08%
12.03%
15.86%
CTSH
-10.30%
-18.44%
-10.23%
-2.50%
11.32%
2.13%
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Risk-Adjusted Performance
CDW vs. CTSH — Risk-Adjusted Performance Rank
CDW
CTSH
CDW vs. CTSH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CDW Corporation (CDW) and Cognizant Technology Solutions Corporation (CTSH). 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
CDW vs. CTSH - Dividend Comparison
CDW's dividend yield for the trailing twelve months is around 1.72%, less than CTSH's 1.76% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CDW CDW Corporation | 1.72% | 1.43% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.56% |
CTSH Cognizant Technology Solutions Corporation | 1.76% | 1.56% | 1.54% | 1.89% | 1.08% | 1.07% | 1.29% | 1.26% | 0.63% | 0.00% | 0.00% | 0.00% |
Drawdowns
CDW vs. CTSH - Drawdown Comparison
The maximum CDW drawdown since its inception was -44.83%, smaller than the maximum CTSH drawdown of -71.38%. Use the drawdown chart below to compare losses from any high point for CDW and CTSH. For additional features, visit the drawdowns tool.
Volatility
CDW vs. CTSH - Volatility Comparison
CDW Corporation (CDW) has a higher volatility of 11.64% compared to Cognizant Technology Solutions Corporation (CTSH) at 9.70%. This indicates that CDW's price experiences larger fluctuations and is considered to be riskier than CTSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CDW vs. CTSH - Financials Comparison
This section allows you to compare key financial metrics between CDW Corporation and Cognizant Technology Solutions Corporation. 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
User Portfolios with CDW or CTSH
Recent discussions
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4803heights
VUG vs FOCPX
FOCPX vs VUG is absolutely incorrect. I ran the same comparison on Morning star and FOCPX has out performed but your graph shows the opposite.
what is the source of this data. is it trust worthy.
SK
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas