CTSH vs. IUIT.L
Compare and contrast key facts about Cognizant Technology Solutions Corporation (CTSH) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).
IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTSH or IUIT.L.
Key characteristics
| CTSH | IUIT.L | |
|---|---|---|
| YTD Return | 9.54% | 35.84% |
| 1Y Return | 26.49% | 46.08% |
| 3Y Return (Ann) | 1.51% | 16.97% |
| 5Y Return (Ann) | 6.90% | 25.63% |
| Sharpe Ratio | 1.30 | 2.13 |
| Sortino Ratio | 1.94 | 2.80 |
| Omega Ratio | 1.23 | 1.37 |
| Calmar Ratio | 0.92 | 2.98 |
| Martin Ratio | 2.99 | 9.96 |
| Ulcer Index | 8.68% | 4.38% |
| Daily Std Dev | 19.99% | 20.48% |
| Max Drawdown | -71.38% | -33.46% |
| Current Drawdown | -8.48% | -0.50% |
Correlation
The correlation between CTSH and IUIT.L is 0.36, 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
CTSH vs. IUIT.L - Performance Comparison
In the year-to-date period, CTSH achieves a 9.54% return, which is significantly lower than IUIT.L's 35.84% 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
CTSH vs. IUIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cognizant Technology Solutions Corporation (CTSH) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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
CTSH vs. IUIT.L - Dividend Comparison
CTSH's dividend yield for the trailing twelve months is around 1.46%, while IUIT.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
CTSH Cognizant Technology Solutions Corporation | 1.46% | 1.54% | 1.89% | 1.08% | 1.07% | 1.29% | 1.26% | 0.63% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CTSH vs. IUIT.L - Drawdown Comparison
The maximum CTSH drawdown since its inception was -71.38%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for CTSH and IUIT.L. For additional features, visit the drawdowns tool.
Volatility
CTSH vs. IUIT.L - Volatility Comparison
Cognizant Technology Solutions Corporation (CTSH) has a higher volatility of 6.96% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 5.78%. This indicates that CTSH's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.