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

Performance

INFY vs. WIT - Performance Comparison

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

400.00%600.00%800.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
1,038.30%
466.19%
INFY
WIT

Returns By Period

In the year-to-date period, INFY achieves a 27.96% return, which is significantly higher than WIT's 25.58% return. Over the past 10 years, INFY has outperformed WIT with an annualized return of 13.52%, while WIT has yielded a comparatively lower 4.50% annualized return.


INFY

YTD

27.96%

1M

3.79%

6M

35.47%

1Y

33.78%

5Y (annualized)

21.89%

10Y (annualized)

13.52%

WIT

YTD

25.58%

1M

5.60%

6M

28.07%

1Y

47.25%

5Y (annualized)

14.40%

10Y (annualized)

4.50%

Fundamentals


INFYWIT
Market Cap$90.01B$35.95B
EPS$0.77$0.27
PE Ratio28.2225.48
PEG Ratio3.252.15
Total Revenue (TTM)$18.84B$884.34B
Gross Profit (TTM)$5.68B$268.86B
EBITDA (TTM)$4.53B$136.76B

Key characteristics


INFYWIT
Sharpe Ratio1.481.40
Sortino Ratio2.282.13
Omega Ratio1.281.30
Calmar Ratio1.000.90
Martin Ratio3.934.92
Ulcer Index8.58%9.61%
Daily Std Dev22.83%33.73%
Max Drawdown-90.32%-74.58%
Current Drawdown-5.78%-28.82%

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Correlation

-0.50.00.51.00.6

The correlation between INFY and WIT is 0.62, 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.

Risk-Adjusted Performance

INFY vs. WIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY) 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 INFY, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.481.40
The chart of Sortino ratio for INFY, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.282.13
The chart of Omega ratio for INFY, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.30
The chart of Calmar ratio for INFY, currently valued at 1.00, compared to the broader market0.002.004.006.001.000.90
The chart of Martin ratio for INFY, currently valued at 3.93, compared to the broader market0.0010.0020.0030.003.934.92
INFY
WIT

The current INFY Sharpe Ratio is 1.48, which is comparable to the WIT Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of INFY 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.48
1.40
INFY
WIT

Dividends

INFY vs. WIT - Dividend Comparison

INFY's dividend yield for the trailing twelve months is around 2.57%, more than WIT's 0.17% yield.


TTM20232022202120202019201820172016201520142013
INFY
Infosys Limited
2.57%2.33%2.28%1.58%1.72%3.10%3.45%5.12%2.55%2.30%8.14%1.45%
WIT
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

INFY vs. WIT - Drawdown Comparison

The maximum INFY drawdown since its inception was -90.32%, which is greater than WIT's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for INFY and WIT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.78%
-28.82%
INFY
WIT

Volatility

INFY vs. WIT - Volatility Comparison

The current volatility for Infosys Limited (INFY) is 6.77%, while Wipro Limited (WIT) has a volatility of 8.14%. This indicates that INFY 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
8.14%
INFY
WIT

Financials

INFY vs. WIT - Financials Comparison

This section allows you to compare key financial metrics between Infosys Limited 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