G vs. CDW

In the year-to-date period, G achieves a 26.85% return, which is significantly higher than CDW's 10.78% return. Over the past 10 years, G has underperformed CDW with an annualized return of 10.50%, while CDW has yielded a comparatively higher 18.97% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) and CDW Corporation (CDW). 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 G Sharpe Ratio is 1.86, which is higher than the CDW Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of G and CDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

G's dividend yield for the trailing twelve months is around 1.12%, less than CDW's 1.29% yield.

The maximum G drawdown since its inception was -64.14%, which is greater than CDW's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for G and CDW. For additional features, visit the drawdowns tool.

Genpact Limited (G) has a higher volatility of 11.15% compared to CDW Corporation (CDW) at 7.51%. This indicates that G's price experiences larger fluctuations and is considered to be riskier than CDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Genpact Limited and CDW Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.