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

Correlation

The correlation between EPAM 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.


-0.50.00.51.00.3

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.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember
26.03%
10.97%
EPAM
WIT

Key characteristics

Sharpe Ratio

EPAM:

-0.49

WIT:

0.25

Sortino Ratio

EPAM:

-0.40

WIT:

1.41

Omega Ratio

EPAM:

0.93

WIT:

1.38

Calmar Ratio

EPAM:

-0.28

WIT:

0.54

Martin Ratio

EPAM:

-0.72

WIT:

1.87

Ulcer Index

EPAM:

29.52%

WIT:

14.81%

Daily Std Dev

EPAM:

43.83%

WIT:

111.38%

Max Drawdown

EPAM:

-76.27%

WIT:

-74.86%

Current Drawdown

EPAM:

-67.41%

WIT:

-51.10%

Fundamentals

Market Cap

EPAM:

$13.53B

WIT:

$38.17B

EPS

EPAM:

$7.70

WIT:

$0.13

PE Ratio

EPAM:

30.97

WIT:

28.08

PEG Ratio

EPAM:

1.78

WIT:

2.16

Total Revenue (TTM)

EPAM:

$4.64B

WIT:

$886.79B

Gross Profit (TTM)

EPAM:

$1.36B

WIT:

$267.39B

EBITDA (TTM)

EPAM:

$657.56M

WIT:

$179.71B

Returns By Period

Over the past 10 years, EPAM has outperformed WIT with an annualized return of 17.57%, while WIT has yielded a comparatively lower 6.60% annualized return.


EPAM

YTD

0.00%

1M

-4.14%

6M

27.58%

1Y

-21.36%

5Y*

1.57%

10Y*

17.57%

WIT

YTD

27.64%

1M

1.29%

6M

14.38%

1Y

27.64%

5Y*

14.52%

10Y*

6.60%

*Annualized

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for EPAM, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.490.25
The chart of Sortino ratio for EPAM, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.00-0.401.41
The chart of Omega ratio for EPAM, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.38
The chart of Calmar ratio for EPAM, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.280.54
The chart of Martin ratio for EPAM, currently valued at -0.72, compared to the broader market0.005.0010.0015.0020.0025.00-0.721.82
EPAM
WIT

The current EPAM Sharpe Ratio is -0.49, which is lower than the WIT Sharpe Ratio of 0.25. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
-0.49
0.25
EPAM
WIT

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 0.34%.


TTM2023202220212020201920182017201620152014
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%
WIT
Wipro Limited
0.34%0.43%3.43%0.29%0.50%0.75%0.83%0.71%2.45%4.39%10.78%

Drawdowns

EPAM vs. WIT - Drawdown Comparison

The maximum EPAM drawdown since its inception was -76.27%, roughly equal to the maximum WIT 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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-67.41%
-51.10%
EPAM
WIT

Volatility

EPAM vs. WIT - Volatility Comparison

The current volatility for EPAM Systems, Inc. (EPAM) is 7.28%, while Wipro Limited (WIT) has a volatility of 98.22%. This indicates that EPAM 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.


0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember
7.28%
98.22%
EPAM
WIT

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


Values in USD except per share items
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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.

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