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EPAM vs. GDYN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EPAM and GDYN is 0.41, 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

EPAM vs. GDYN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPAM Systems, Inc. (EPAM) and Grid Dynamics Holdings, Inc. (GDYN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EPAM:

-0.07

GDYN:

0.70

Sortino Ratio

EPAM:

0.24

GDYN:

1.31

Omega Ratio

EPAM:

1.03

GDYN:

1.16

Calmar Ratio

EPAM:

-0.02

GDYN:

0.44

Martin Ratio

EPAM:

-0.10

GDYN:

1.90

Ulcer Index

EPAM:

18.52%

GDYN:

18.23%

Daily Std Dev

EPAM:

42.17%

GDYN:

47.99%

Max Drawdown

EPAM:

-80.02%

GDYN:

-80.77%

Current Drawdown

EPAM:

-74.41%

GDYN:

-66.80%

Fundamentals

Market Cap

EPAM:

$10.40B

GDYN:

$1.18B

EPS

EPAM:

$7.14

GDYN:

$0.13

PE Ratio

EPAM:

25.71

GDYN:

107.46

PS Ratio

EPAM:

2.14

GDYN:

3.18

PB Ratio

EPAM:

2.86

GDYN:

2.28

Total Revenue (TTM)

EPAM:

$4.86B

GDYN:

$371.17M

Gross Profit (TTM)

EPAM:

$1.45B

GDYN:

$136.34M

EBITDA (TTM)

EPAM:

$675.00M

GDYN:

$22.48M

Returns By Period

In the year-to-date period, EPAM achieves a -21.48% return, which is significantly higher than GDYN's -37.19% return.


EPAM

YTD

-21.48%

1M

24.76%

6M

-21.97%

1Y

-2.24%

5Y*

-3.45%

10Y*

10.49%

GDYN

YTD

-37.19%

1M

6.97%

6M

-14.03%

1Y

36.69%

5Y*

9.93%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EPAM vs. GDYN — Risk-Adjusted Performance Rank

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

EPAM
The Risk-Adjusted Performance Rank of EPAM is 4646
Overall Rank
The Sharpe Ratio Rank of EPAM is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EPAM is 4343
Sortino Ratio Rank
The Omega Ratio Rank of EPAM is 4343
Omega Ratio Rank
The Calmar Ratio Rank of EPAM is 4949
Calmar Ratio Rank
The Martin Ratio Rank of EPAM is 4949
Martin Ratio Rank

GDYN
The Risk-Adjusted Performance Rank of GDYN is 7272
Overall Rank
The Sharpe Ratio Rank of GDYN is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of GDYN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of GDYN is 6969
Omega Ratio Rank
The Calmar Ratio Rank of GDYN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of GDYN is 7272
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.

EPAM vs. GDYN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) and Grid Dynamics Holdings, Inc. (GDYN). 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.


The current EPAM Sharpe Ratio is -0.07, which is lower than the GDYN Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of EPAM and GDYN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EPAM vs. GDYN - Dividend Comparison

Neither EPAM nor GDYN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EPAM vs. GDYN - Drawdown Comparison

The maximum EPAM drawdown since its inception was -80.02%, roughly equal to the maximum GDYN drawdown of -80.77%. Use the drawdown chart below to compare losses from any high point for EPAM and GDYN. For additional features, visit the drawdowns tool.


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Volatility

EPAM vs. GDYN - Volatility Comparison

EPAM Systems, Inc. (EPAM) and Grid Dynamics Holdings, Inc. (GDYN) have volatilities of 14.15% and 14.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

EPAM vs. GDYN - Financials Comparison

This section allows you to compare key financial metrics between EPAM Systems, Inc. and Grid Dynamics Holdings, Inc.. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
1.30B
100.42M
(EPAM) Total Revenue
(GDYN) Total Revenue
Values in USD except per share items

EPAM vs. GDYN - Profitability Comparison

The chart below illustrates the profitability comparison between EPAM Systems, Inc. and Grid Dynamics Holdings, Inc. 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%35.0%40.0%20212022202320242025
26.9%
36.8%
(EPAM) Gross Margin
(GDYN) Gross Margin
EPAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported a gross profit of 349.68M and revenue of 1.30B. Therefore, the gross margin over that period was 26.9%.

GDYN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Grid Dynamics Holdings, Inc. reported a gross profit of 37.00M and revenue of 100.42M. Therefore, the gross margin over that period was 36.8%.

EPAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported an operating income of 99.33M and revenue of 1.30B, resulting in an operating margin of 7.6%.

GDYN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Grid Dynamics Holdings, Inc. reported an operating income of -2.04M and revenue of 100.42M, resulting in an operating margin of -2.0%.

EPAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported a net income of 73.48M and revenue of 1.30B, resulting in a net margin of 5.7%.

GDYN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Grid Dynamics Holdings, Inc. reported a net income of 2.91M and revenue of 100.42M, resulting in a net margin of 2.9%.