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

Key characteristics


INFYWIT
YTD Return-8.22%-4.29%
1Y Return15.24%14.40%
3Y Return (Ann)-0.27%-10.60%
5Y Return (Ann)13.11%3.78%
10Y Return (Ann)13.37%2.41%
Sharpe Ratio0.560.51
Daily Std Dev23.43%28.50%
Max Drawdown-90.32%-74.86%
Current Drawdown-32.44%-45.76%

Fundamentals


INFYWIT
Market Cap$70.69B$28.26B
EPS$0.76$0.26
PE Ratio22.2020.46
PEG Ratio2.161.35
Revenue (TTM)$18.56B$897.60B
Gross Profit (TTM)$5.39B$259.43B
EBITDA (TTM)$4.21B$162.00B

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.

Performance

INFY vs. WIT - Performance Comparison

In the year-to-date period, INFY achieves a -8.22% return, which is significantly lower than WIT's -4.29% return. Over the past 10 years, INFY has outperformed WIT with an annualized return of 13.37%, while WIT has yielded a comparatively lower 2.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2024FebruaryMarchAprilMay
710.43%
290.00%
INFY
WIT

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Infosys Limited

Wipro Limited

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.


INFY
Sharpe ratio
The chart of Sharpe ratio for INFY, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.000.56
Sortino ratio
The chart of Sortino ratio for INFY, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.006.000.90
Omega ratio
The chart of Omega ratio for INFY, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for INFY, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for INFY, currently valued at 1.86, compared to the broader market-10.000.0010.0020.0030.001.86
WIT
Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.000.51
Sortino ratio
The chart of Sortino ratio for WIT, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.006.001.05
Omega ratio
The chart of Omega ratio for WIT, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for WIT, currently valued at 0.26, compared to the broader market0.002.004.006.000.26
Martin ratio
The chart of Martin ratio for WIT, currently valued at 1.76, compared to the broader market-10.000.0010.0020.0030.001.76

INFY vs. WIT - Sharpe Ratio Comparison

The current INFY Sharpe Ratio is 0.56, which roughly equals the WIT Sharpe Ratio of 0.51. The chart below compares the 12-month rolling Sharpe Ratio of INFY and WIT.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.56
0.51
INFY
WIT

Dividends

INFY vs. WIT - Dividend Comparison

INFY's dividend yield for the trailing twelve months is around 2.54%, more than WIT's 0.23% yield.


TTM20232022202120202019201820172016201520142013
INFY
Infosys Limited
2.54%2.33%2.24%1.59%1.70%3.10%3.44%5.08%2.50%2.27%8.10%1.37%
WIT
Wipro Limited
0.23%0.22%1.69%0.14%0.25%0.28%0.30%0.27%0.91%2.20%1.39%1.27%

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 -74.86%. 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%December2024FebruaryMarchAprilMay
-32.44%
-45.76%
INFY
WIT

Volatility

INFY vs. WIT - Volatility Comparison

The current volatility for Infosys Limited (INFY) is 5.88%, while Wipro Limited (WIT) has a volatility of 7.30%. 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.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
5.88%
7.30%
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