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

Correlation

The correlation between EPAM and WIT is 0.46, 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. WIT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EPAM:

-0.07

WIT:

0.35

Sortino Ratio

EPAM:

0.24

WIT:

0.70

Omega Ratio

EPAM:

1.03

WIT:

1.09

Calmar Ratio

EPAM:

-0.02

WIT:

0.24

Martin Ratio

EPAM:

-0.10

WIT:

1.01

Ulcer Index

EPAM:

18.52%

WIT:

11.13%

Daily Std Dev

EPAM:

42.17%

WIT:

30.68%

Max Drawdown

EPAM:

-80.02%

WIT:

-74.86%

Current Drawdown

EPAM:

-74.41%

WIT:

-38.02%

Fundamentals

Market Cap

EPAM:

$10.40B

WIT:

$31.15B

EPS

EPAM:

$7.14

WIT:

$0.15

PE Ratio

EPAM:

25.71

WIT:

19.73

PEG Ratio

EPAM:

2.11

WIT:

2.75

PS Ratio

EPAM:

2.14

WIT:

0.04

PB Ratio

EPAM:

2.86

WIT:

3.20

Total Revenue (TTM)

EPAM:

$4.86B

WIT:

$665.84B

Gross Profit (TTM)

EPAM:

$1.45B

WIT:

$203.57B

EBITDA (TTM)

EPAM:

$675.00M

WIT:

$146.90B

Returns By Period

In the year-to-date period, EPAM achieves a -21.48% return, which is significantly lower than WIT's -14.96% return. Over the past 10 years, EPAM has outperformed WIT with an annualized return of 10.49%, while WIT has yielded a comparatively lower 3.84% annualized return.


EPAM

YTD

-21.48%

1M

24.76%

6M

-21.97%

1Y

-2.24%

5Y*

-3.45%

10Y*

10.49%

WIT

YTD

-14.96%

1M

9.63%

6M

-10.40%

1Y

11.71%

5Y*

16.48%

10Y*

3.84%

*Annualized

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Risk-Adjusted Performance

EPAM vs. WIT — 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

WIT
The Risk-Adjusted Performance Rank of WIT is 6161
Overall Rank
The Sharpe Ratio Rank of WIT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of WIT is 5757
Sortino Ratio Rank
The Omega Ratio Rank of WIT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of WIT is 6262
Calmar Ratio Rank
The Martin Ratio Rank of WIT is 6363
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. WIT - Risk-Adjusted Performance Comparison

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


The current EPAM Sharpe Ratio is -0.07, which is lower than the WIT Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of EPAM 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.


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Dividends

EPAM vs. WIT - Dividend Comparison

EPAM has not paid dividends to shareholders, while WIT's dividend yield for the trailing twelve months is around 2.33%.


TTM20242023202220212020201920182017201620152014
EPAM
EPAM 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
2.33%0.17%0.22%2.80%0.14%0.25%0.28%0.30%0.27%0.91%1.65%8.86%

Drawdowns

EPAM vs. WIT - Drawdown Comparison

The maximum EPAM drawdown since its inception was -80.02%, which is greater than WIT's maximum drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for EPAM and WIT. For additional features, visit the drawdowns tool.


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Volatility

EPAM vs. WIT - Volatility Comparison

EPAM Systems, Inc. (EPAM) has a higher volatility of 14.15% compared to Wipro Limited (WIT) at 8.03%. This indicates that EPAM'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.


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Financials

EPAM vs. WIT - Financials Comparison

This section allows you to compare key financial metrics between EPAM 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


0.0050.00B100.00B150.00B200.00B20212022202320242025
1.30B
223.19B
(EPAM) Total Revenue
(WIT) Total Revenue
Values in USD except per share items

EPAM vs. WIT - Profitability Comparison

The chart below illustrates the profitability comparison between EPAM 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

26.0%28.0%30.0%32.0%34.0%36.0%20212022202320242025
26.9%
31.0%
(EPAM) Gross Margin
(WIT) 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%.

WIT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Wipro Limited reported a gross profit of 69.27B and revenue of 223.19B. Therefore, the gross margin over that period was 31.0%.

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%.

WIT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Wipro Limited reported an operating income of 38.97B and revenue of 223.19B, resulting in an operating margin of 17.5%.

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%.

WIT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Wipro Limited reported a net income of 33.54B and revenue of 223.19B, resulting in a net margin of 15.0%.