PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CVLT vs. WIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVLT and WIT is 0.35, 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.


-0.50.00.51.00.4

Performance

CVLT vs. WIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commvault Systems, Inc. (CVLT) and Wipro Limited (WIT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
28.12%
14.67%
CVLT
WIT

Key characteristics

Sharpe Ratio

CVLT:

2.35

WIT:

0.75

Sortino Ratio

CVLT:

3.75

WIT:

1.17

Omega Ratio

CVLT:

1.51

WIT:

1.16

Calmar Ratio

CVLT:

5.58

WIT:

0.45

Martin Ratio

CVLT:

19.92

WIT:

2.26

Ulcer Index

CVLT:

5.41%

WIT:

9.44%

Daily Std Dev

CVLT:

45.91%

WIT:

28.46%

Max Drawdown

CVLT:

-68.89%

WIT:

-74.87%

Current Drawdown

CVLT:

-9.19%

WIT:

-29.04%

Fundamentals

Market Cap

CVLT:

$7.07B

WIT:

$35.35B

EPS

CVLT:

$3.94

WIT:

$0.12

PE Ratio

CVLT:

40.93

WIT:

27.50

PEG Ratio

CVLT:

2.26

WIT:

2.07

Total Revenue (TTM)

CVLT:

$681.24M

WIT:

$664.74B

Gross Profit (TTM)

CVLT:

$553.74M

WIT:

$199.16B

EBITDA (TTM)

CVLT:

$66.03M

WIT:

$139.67B

Returns By Period

In the year-to-date period, CVLT achieves a 6.87% return, which is significantly higher than WIT's -2.82% return. Over the past 10 years, CVLT has outperformed WIT with an annualized return of 12.94%, while WIT has yielded a comparatively lower 5.13% annualized return.


CVLT

YTD

6.87%

1M

1.61%

6M

28.12%

1Y

104.10%

5Y*

28.86%

10Y*

12.94%

WIT

YTD

-2.82%

1M

-5.23%

6M

12.97%

1Y

19.48%

5Y*

13.31%

10Y*

5.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CVLT vs. WIT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVLT
The Risk-Adjusted Performance Rank of CVLT is 9696
Overall Rank
The Sharpe Ratio Rank of CVLT is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of CVLT is 9595
Sortino Ratio Rank
The Omega Ratio Rank of CVLT is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CVLT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CVLT is 9797
Martin Ratio Rank

WIT
The Risk-Adjusted Performance Rank of WIT is 6666
Overall Rank
The Sharpe Ratio Rank of WIT is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of WIT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of WIT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WIT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of WIT is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CVLT vs. WIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Commvault Systems, Inc. (CVLT) 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.


Sharpe ratio
The chart of Sharpe ratio for CVLT, currently valued at 2.35, compared to the broader market-2.000.002.004.002.350.75
The chart of Sortino ratio for CVLT, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.006.003.751.17
The chart of Omega ratio for CVLT, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.16
The chart of Calmar ratio for CVLT, currently valued at 5.58, compared to the broader market0.002.004.006.005.580.45
The chart of Martin ratio for CVLT, currently valued at 19.92, compared to the broader market-10.000.0010.0020.0030.0019.922.26
CVLT
WIT

The current CVLT Sharpe Ratio is 2.35, which is higher than the WIT Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CVLT 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.35
0.75
CVLT
WIT

Dividends

CVLT vs. WIT - Dividend Comparison

CVLT has not paid dividends to shareholders, while WIT's dividend yield for the trailing twelve months is around 0.31%.


TTM20242023202220212020201920182017201620152014
CVLT
Commvault Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WIT
Wipro Limited
0.31%0.30%0.39%3.03%0.28%0.50%0.28%0.30%0.27%0.91%1.65%8.86%

Drawdowns

CVLT vs. WIT - Drawdown Comparison

The maximum CVLT drawdown since its inception was -68.89%, smaller than the maximum WIT drawdown of -74.87%. Use the drawdown chart below to compare losses from any high point for CVLT and WIT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.19%
-29.04%
CVLT
WIT

Volatility

CVLT vs. WIT - Volatility Comparison

Commvault Systems, Inc. (CVLT) has a higher volatility of 10.69% compared to Wipro Limited (WIT) at 8.75%. This indicates that CVLT'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%25.00%AugustSeptemberOctoberNovemberDecember2025
10.69%
8.75%
CVLT
WIT

Financials

CVLT vs. WIT - Financials Comparison

This section allows you to compare key financial metrics between Commvault Systems, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab