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CVLT vs. WIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, CVLT achieves a 0.52% return, which is significantly higher than WIT's -19.09% return. Over the past 10 years, CVLT has outperformed WIT with an annualized return of 11.37%, while WIT has yielded a comparatively lower 1.01% annualized return.


CVLT

1D
-3.09%
1M
17.49%
YTD
0.52%
6M
-1.68%
1Y
-26.07%
3Y*
20.88%
5Y*
9.40%
10Y*
11.37%

WIT

1D
-6.28%
1M
11.44%
YTD
-19.09%
6M
-23.91%
1Y
-21.09%
3Y*
1.56%
5Y*
-9.05%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVLT vs. WIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVLT
Commvault Systems, Inc.
0.52%-16.93%88.99%27.07%-8.82%24.47%24.04%-24.45%12.55%2.14%
WIT
Wipro Limited
-19.09%-16.61%27.38%19.82%-51.78%73.10%51.23%-2.31%-5.94%13.38%

Correlation

The correlation between CVLT and WIT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2006

0.34

Over the past year, the correlation between CVLT and WIT has dropped to 0.12 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CVLT:

$5.45B

WIT:

$23.53B

EPS

CVLT:

$1.58

WIT:

₹12.70

PE Ratio

CVLT:

79.52

WIT:

16.64

PEG Ratio

CVLT:

0.26

WIT:

3.83

PS Ratio

CVLT:

4.75

WIT:

2.37

PB Ratio

CVLT:

727.46

WIT:

2.63

Total Revenue (TTM)

CVLT:

$1.18B

WIT:

₹935.38B

Gross Profit (TTM)

CVLT:

$960.57M

WIT:

₹272.72B

EBITDA (TTM)

CVLT:

$98.68M

WIT:

₹201.91B

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Return for Risk

CVLT vs. WIT — Risk / Return Rank

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

CVLT
CVLT Risk / Return Rank: 2525
Overall Rank
CVLT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CVLT Sortino Ratio Rank: 2525
Sortino Ratio Rank
CVLT Omega Ratio Rank: 2222
Omega Ratio Rank
CVLT Calmar Ratio Rank: 2727
Calmar Ratio Rank
CVLT Martin Ratio Rank: 2929
Martin Ratio Rank

WIT
WIT Risk / Return Rank: 1919
Overall Rank
WIT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WIT Sortino Ratio Rank: 1818
Sortino Ratio Rank
WIT Omega Ratio Rank: 1919
Omega Ratio Rank
WIT Calmar Ratio Rank: 2222
Calmar Ratio Rank
WIT Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CVLT vs. WIT - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CVLTWITDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

0.95

0.93

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.54

+0.12

Martin ratioReturn relative to average drawdown

-0.70

-1.13

+0.43

CVLT vs. WIT - Sharpe Ratio Comparison

The current CVLT Sharpe Ratio is -0.47, which is comparable to the WIT Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of CVLT and WIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVLT vs. WIT - Drawdown Comparison

The maximum CVLT drawdown since its inception was -68.89%, smaller than the maximum WIT drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for CVLT and WIT.


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Drawdown Indicators


CVLTWITDifference

Max Drawdown

Largest peak-to-trough decline

-68.89%

-74.86%

+5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-61.53%

-38.98%

-22.55%

Max Drawdown (3Y)

Largest decline over 3 years

-61.53%

-48.81%

-12.72%

Max Drawdown (5Y)

Largest decline over 5 years

-61.53%

-60.42%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-61.53%

-60.42%

-1.11%

Current Drawdown

Current decline from peak

-35.52%

-51.29%

+15.77%

Average Drawdown

Average peak-to-trough decline

-26.92%

-30.91%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.38%

18.67%

+18.71%

Volatility

CVLT vs. WIT - Volatility Comparison

The current volatility for Commvault Systems, Inc. (CVLT) is 10.34%, while Wipro Limited (WIT) has a volatility of 23.82%. This indicates that CVLT 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.


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Volatility by Period


CVLTWITDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

23.82%

-13.48%

Volatility (6M)

Calculated over the trailing 6-month period

48.61%

36.16%

+12.45%

Volatility (1Y)

Calculated over the trailing 1-year period

56.26%

39.71%

+16.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.39%

31.50%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.75%

29.34%

+8.41%

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 5.48%.


PositionTTM20252024202320222021202020192018201720162015
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
5.48%4.43%0.17%0.22%1.69%0.14%0.25%0.28%0.31%0.27%0.91%1.65%

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


0.0050.00B100.00B150.00B200.00B250.00B20222023202420252026
311.69M
246.13B
(CVLT) Total Revenue
(WIT) Total Revenue
Please note, different currencies. CVLT values in USD, WIT values in INR

CVLT vs. WIT - Profitability Comparison

The chart below illustrates the profitability comparison between Commvault Systems, Inc. and Wipro Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
81.4%
29.1%
Portfolio components
CVLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported a gross profit of 253.69M and revenue of 311.69M. Therefore, the gross margin over that period was 81.4%.

WIT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wipro Limited reported a gross profit of 71.55B and revenue of 246.13B. Therefore, the gross margin over that period was 29.1%.

CVLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported an operating income of 16.64M and revenue of 311.69M, resulting in an operating margin of 5.3%.

WIT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wipro Limited reported an operating income of 42.46B and revenue of 246.13B, resulting in an operating margin of 17.3%.

CVLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported a net income of 14.65M and revenue of 311.69M, resulting in a net margin of 4.7%.

WIT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wipro Limited reported a net income of 35.56B and revenue of 246.13B, resulting in a net margin of 14.5%.


Frequently Asked Questions


CVLT and WIT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIT has higher volatility (23.82%) compared to CVLT (10.34%). In terms of maximum drawdown, CVLT dropped -68.89% vs WIT's -74.86%.

CVLT currently has the higher Sharpe Ratio (-0.47 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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