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

Correlation

The correlation between CTSH and CDW 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.


-0.50.00.51.00.5

Performance

CTSH vs. CDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cognizant Technology Solutions Corporation (CTSH) and CDW Corporation (CDW). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.24%
-25.96%
CTSH
CDW

Key characteristics

Sharpe Ratio

CTSH:

0.35

CDW:

-0.80

Sortino Ratio

CTSH:

0.63

CDW:

-0.91

Omega Ratio

CTSH:

1.07

CDW:

0.87

Calmar Ratio

CTSH:

0.25

CDW:

-0.66

Martin Ratio

CTSH:

0.81

CDW:

-1.48

Ulcer Index

CTSH:

8.73%

CDW:

14.65%

Daily Std Dev

CTSH:

20.53%

CDW:

27.27%

Max Drawdown

CTSH:

-71.38%

CDW:

-44.83%

Current Drawdown

CTSH:

-10.65%

CDW:

-32.21%

Fundamentals

Market Cap

CTSH:

$40.18B

CDW:

$23.54B

EPS

CTSH:

$4.52

CDW:

$8.18

PE Ratio

CTSH:

17.93

CDW:

21.60

PEG Ratio

CTSH:

1.35

CDW:

1.53

Total Revenue (TTM)

CTSH:

$19.41B

CDW:

$20.83B

Gross Profit (TTM)

CTSH:

$6.15B

CDW:

$4.64B

EBITDA (TTM)

CTSH:

$3.50B

CDW:

$1.93B

Returns By Period

In the year-to-date period, CTSH achieves a 6.94% return, which is significantly higher than CDW's -22.90% return. Over the past 10 years, CTSH has underperformed CDW with an annualized return of 4.98%, while CDW has yielded a comparatively higher 18.66% annualized return.


CTSH

YTD

6.94%

1M

4.15%

6M

17.58%

1Y

9.11%

5Y*

6.28%

10Y*

4.98%

CDW

YTD

-22.90%

1M

-0.09%

6M

-24.82%

1Y

-21.20%

5Y*

5.00%

10Y*

18.66%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CTSH vs. CDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cognizant Technology Solutions Corporation (CTSH) and CDW Corporation (CDW). 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.


Sharpe ratio
The chart of Sharpe ratio for CTSH, currently valued at 0.34, compared to the broader market-4.00-2.000.002.000.35-0.80
The chart of Sortino ratio for CTSH, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.63-0.91
The chart of Omega ratio for CTSH, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.87
The chart of Calmar ratio for CTSH, currently valued at 0.25, compared to the broader market0.002.004.006.000.25-0.66
The chart of Martin ratio for CTSH, currently valued at 0.81, compared to the broader market0.0010.0020.000.81-1.48
CTSH
CDW

The current CTSH Sharpe Ratio is 0.35, which is higher than the CDW Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of CTSH and CDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.35
-0.80
CTSH
CDW

Dividends

CTSH vs. CDW - Dividend Comparison

CTSH's dividend yield for the trailing twelve months is around 1.51%, more than CDW's 1.43% yield.


TTM20232022202120202019201820172016201520142013
CTSH
Cognizant Technology Solutions Corporation
1.51%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%0.00%0.00%
CDW
CDW Corporation
1.43%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.56%0.18%

Drawdowns

CTSH vs. CDW - Drawdown Comparison

The maximum CTSH drawdown since its inception was -71.38%, which is greater than CDW's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for CTSH and CDW. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.65%
-32.21%
CTSH
CDW

Volatility

CTSH vs. CDW - Volatility Comparison

The current volatility for Cognizant Technology Solutions Corporation (CTSH) is 5.57%, while CDW Corporation (CDW) has a volatility of 6.24%. This indicates that CTSH experiences smaller price fluctuations and is considered to be less risky than CDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.57%
6.24%
CTSH
CDW

Financials

CTSH vs. CDW - Financials Comparison

This section allows you to compare key financial metrics between Cognizant Technology Solutions Corporation and CDW 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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