G vs. WNS

In the year-to-date period, G achieves a 9.59% return, which is significantly lower than WNS's 31.34% return. Over the past 10 years, G has underperformed WNS with an annualized return of 8.54%, while WNS has yielded a comparatively higher 10.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) and WNS (Holdings) Limited (WNS). 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 1.64, which is higher than the WNS Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of G and WNS, 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 0.97%, while WNS has not paid dividends to shareholders.

The maximum G drawdown since its inception was -64.14%, smaller than the maximum WNS drawdown of -90.63%. Use the drawdown chart below to compare losses from any high point for G and WNS. For additional features, visit the drawdowns tool.

The current volatility for Genpact Limited (G) is NaN%, while WNS (Holdings) Limited (WNS) has a volatility of NaN%. This indicates that G experiences smaller price fluctuations and is considered to be less risky than WNS 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 WNS (Holdings) 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.