EPAM vs. WIT
Compare and contrast key facts about EPAM Systems, Inc. (EPAM) and Wipro Limited (WIT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPAM or WIT.
Performance
EPAM vs. WIT - Performance Comparison
Returns By Period
In the year-to-date period, EPAM achieves a -21.13% return, which is significantly lower than WIT's 23.78% return. Over the past 10 years, EPAM has outperformed WIT with an annualized return of 17.02%, while WIT has yielded a comparatively lower 4.56% annualized return.
EPAM
-21.13%
17.26%
23.83%
-9.11%
2.72%
17.02%
WIT
23.78%
4.08%
27.17%
44.84%
14.09%
4.56%
Fundamentals
EPAM | WIT | |
---|---|---|
Market Cap | $13.30B | $35.95B |
EPS | $7.69 | $0.27 |
PE Ratio | 30.49 | 25.48 |
PEG Ratio | 1.73 | 2.15 |
Total Revenue (TTM) | $4.64B | $884.34B |
Gross Profit (TTM) | $1.36B | $268.86B |
EBITDA (TTM) | $657.56M | $136.76B |
Key characteristics
EPAM | WIT | |
---|---|---|
Sharpe Ratio | -0.23 | 1.34 |
Sortino Ratio | -0.01 | 2.06 |
Omega Ratio | 1.00 | 1.29 |
Calmar Ratio | -0.13 | 0.86 |
Martin Ratio | -0.35 | 4.70 |
Ulcer Index | 28.60% | 9.60% |
Daily Std Dev | 43.72% | 33.60% |
Max Drawdown | -76.27% | -74.58% |
Current Drawdown | -67.32% | -29.84% |
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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.
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.
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 0.17%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Wipro Limited | 0.17% | 0.22% | 1.72% | 0.14% | 0.25% | 0.37% | 0.42% | 0.35% | 1.23% | 2.20% | 5.39% | 1.32% |
Drawdowns
EPAM vs. WIT - Drawdown Comparison
The maximum EPAM drawdown since its inception was -76.27%, roughly equal to the maximum WIT drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for EPAM and WIT. For additional features, visit the drawdowns tool.
Volatility
EPAM vs. WIT - Volatility Comparison
EPAM Systems, Inc. (EPAM) has a higher volatility of 17.12% compared to Wipro Limited (WIT) at 7.57%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities