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

Key characteristics


CTSHWIT
YTD Return6.40%22.70%
1Y Return22.70%49.22%
3Y Return (Ann)1.39%-8.31%
5Y Return (Ann)6.37%12.15%
10Y Return (Ann)5.06%4.45%
Sharpe Ratio1.091.45
Sortino Ratio1.672.18
Omega Ratio1.191.31
Calmar Ratio0.760.90
Martin Ratio2.515.06
Ulcer Index8.68%9.59%
Daily Std Dev19.92%33.54%
Max Drawdown-71.38%-74.58%
Current Drawdown-11.10%-30.45%

Fundamentals


CTSHWIT
Market Cap$39.37B$35.64B
EPS$4.76$0.27
PE Ratio16.6825.26
PEG Ratio1.252.13
Total Revenue (TTM)$19.41B$884.34B
Gross Profit (TTM)$6.55B$268.86B
EBITDA (TTM)$3.43B$136.55B

Correlation

-0.50.00.51.00.5

The correlation between CTSH and WIT is 0.47, 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.

Performance

CTSH vs. WIT - Performance Comparison

In the year-to-date period, CTSH achieves a 6.40% return, which is significantly lower than WIT's 22.70% return. Over the past 10 years, CTSH has outperformed WIT with an annualized return of 5.06%, while WIT has yielded a comparatively lower 4.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.22%
25.14%
CTSH
WIT

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Risk-Adjusted Performance

CTSH vs. WIT - Risk-Adjusted Performance Comparison

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


CTSH
Sharpe ratio
The chart of Sharpe ratio for CTSH, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09
Sortino ratio
The chart of Sortino ratio for CTSH, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.67
Omega ratio
The chart of Omega ratio for CTSH, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for CTSH, currently valued at 0.76, compared to the broader market0.002.004.006.000.76
Martin ratio
The chart of Martin ratio for CTSH, currently valued at 2.51, compared to the broader market0.0010.0020.0030.002.51
WIT
Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.45
Sortino ratio
The chart of Sortino ratio for WIT, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.002.18
Omega ratio
The chart of Omega ratio for WIT, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for WIT, currently valued at 0.90, compared to the broader market0.002.004.006.000.90
Martin ratio
The chart of Martin ratio for WIT, currently valued at 5.06, compared to the broader market0.0010.0020.0030.005.06

CTSH vs. WIT - Sharpe Ratio Comparison

The current CTSH Sharpe Ratio is 1.09, which is comparable to the WIT Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of CTSH and WIT, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.09
1.45
CTSH
WIT

Dividends

CTSH vs. WIT - Dividend Comparison

CTSH's dividend yield for the trailing twelve months is around 1.50%, more than WIT's 0.18% yield.


TTM20232022202120202019201820172016201520142013
CTSH
Cognizant Technology Solutions Corporation
1.50%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%0.00%0.00%
WIT
Wipro Limited
0.18%0.22%1.72%0.14%0.25%0.37%0.42%0.35%1.23%2.20%5.39%1.32%

Drawdowns

CTSH vs. WIT - Drawdown Comparison

The maximum CTSH drawdown since its inception was -71.38%, roughly equal to the maximum WIT drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for CTSH and WIT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-11.10%
-30.45%
CTSH
WIT

Volatility

CTSH vs. WIT - Volatility Comparison

The current volatility for Cognizant Technology Solutions Corporation (CTSH) is 7.40%, while Wipro Limited (WIT) has a volatility of 10.40%. This indicates that CTSH experiences smaller price fluctuations and is considered to be less risky than WIT 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%JuneJulyAugustSeptemberOctoberNovember
7.40%
10.40%
CTSH
WIT

Financials

CTSH vs. WIT - Financials Comparison

This section allows you to compare key financial metrics between Cognizant Technology Solutions 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