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CDW vs. WIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CDWWIT
YTD Return-3.68%-3.39%
1Y Return33.96%15.48%
3Y Return (Ann)8.03%-8.89%
5Y Return (Ann)16.24%4.45%
10Y Return (Ann)23.92%2.54%
Sharpe Ratio1.450.48
Daily Std Dev21.78%28.46%
Max Drawdown-44.83%-74.86%
Current Drawdown-15.30%-45.25%

Fundamentals


CDWWIT
Market Cap$32.55B$29.11B
EPS$8.09$0.26
PE Ratio29.9521.00
PEG Ratio1.531.35
Revenue (TTM)$21.38B$897.60B
Gross Profit (TTM)$4.69B$259.43B
EBITDA (TTM)$2.03B$162.00B

Correlation

-0.50.00.51.00.3

The correlation between CDW and WIT is 0.34, 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

CDW vs. WIT - Performance Comparison

In the year-to-date period, CDW achieves a -3.68% return, which is significantly lower than WIT's -3.39% return. Over the past 10 years, CDW has outperformed WIT with an annualized return of 23.92%, while WIT has yielded a comparatively lower 2.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%December2024FebruaryMarchAprilMay
1,226.92%
113.64%
CDW
WIT

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CDW Corporation

Wipro Limited

Risk-Adjusted Performance

CDW vs. WIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CDW Corporation (CDW) and Wipro Limited (WIT). 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.


CDW
Sharpe ratio
The chart of Sharpe ratio for CDW, currently valued at 1.45, compared to the broader market-2.00-1.000.001.002.003.004.001.45
Sortino ratio
The chart of Sortino ratio for CDW, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.006.001.88
Omega ratio
The chart of Omega ratio for CDW, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for CDW, currently valued at 1.36, compared to the broader market0.002.004.006.001.36
Martin ratio
The chart of Martin ratio for CDW, currently valued at 9.92, compared to the broader market-10.000.0010.0020.0030.009.92
WIT
Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.004.000.48
Sortino ratio
The chart of Sortino ratio for WIT, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.006.001.01
Omega ratio
The chart of Omega ratio for WIT, currently valued at 1.13, compared to the broader market0.501.001.501.13
Calmar ratio
The chart of Calmar ratio for WIT, currently valued at 0.25, compared to the broader market0.002.004.006.000.25
Martin ratio
The chart of Martin ratio for WIT, currently valued at 1.76, compared to the broader market-10.000.0010.0020.0030.001.76

CDW vs. WIT - Sharpe Ratio Comparison

The current CDW Sharpe Ratio is 1.45, which is higher than the WIT Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of CDW and WIT.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.45
0.48
CDW
WIT

Dividends

CDW vs. WIT - Dividend Comparison

CDW's dividend yield for the trailing twelve months is around 1.11%, more than WIT's 0.22% yield.


TTM20232022202120202019201820172016201520142013
CDW
CDW Corporation
1.11%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.55%0.18%
WIT
Wipro Limited
0.22%0.22%1.69%0.14%0.25%0.28%0.30%0.27%0.91%2.20%1.39%1.27%

Drawdowns

CDW vs. WIT - Drawdown Comparison

The maximum CDW drawdown since its inception was -44.83%, smaller than the maximum WIT drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for CDW and WIT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-15.30%
-45.25%
CDW
WIT

Volatility

CDW vs. WIT - Volatility Comparison

CDW Corporation (CDW) has a higher volatility of 12.98% compared to Wipro Limited (WIT) at 7.72%. This indicates that CDW's price experiences larger fluctuations and is considered to be riskier than WIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
12.98%
7.72%
CDW
WIT

Financials

CDW vs. WIT - Financials Comparison

This section allows you to compare key financial metrics between CDW Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items