PLAY vs. WIT
PLAY (Dave & Buster's Entertainment, Inc.) and WIT (Wipro Limited) are both stocks. PLAY operates in Restaurants (Consumer Cyclical), while WIT operates in Information Technology Services (Technology). Over the past 10 years, PLAY returned -12.84%/yr vs 1.23%/yr for WIT. At a 0.20 correlation, their price movements are largely independent.
Performance
PLAY vs. WIT - Performance Comparison
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Returns By Period
In the year-to-date period, PLAY achieves a -30.48% return, which is significantly lower than WIT's -17.28% return. Over the past 10 years, PLAY has underperformed WIT with an annualized return of -12.84%, while WIT has yielded a comparatively higher 1.23% annualized return.
PLAY
- 1D
- 3.39%
- 1M
- -4.09%
- YTD
- -30.48%
- 6M
- -30.65%
- 1Y
- -64.40%
- 3Y*
- -35.85%
- 5Y*
- -23.13%
- 10Y*
- -12.84%
WIT
- 1D
- 2.23%
- 1M
- 13.93%
- YTD
- -17.28%
- 6M
- -20.90%
- 1Y
- -20.67%
- 3Y*
- 2.31%
- 5Y*
- -8.84%
- 10Y*
- 1.23%
PLAY vs. WIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLAY Dave & Buster's Entertainment, Inc. | -30.48% | -44.47% | -45.79% | 51.95% | -7.71% | 27.91% | -24.97% | -8.87% | -18.76% | -2.01% |
WIT Wipro Limited | -17.28% | -16.61% | 27.38% | 19.82% | -51.78% | 73.10% | 51.23% | -2.31% | -5.94% | 13.38% |
Correlation
The correlation between PLAY and WIT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2014 | 0.20 |
Fundamentals
PLAY:
$393.77M
WIT:
$24.06B
PLAY:
-$1.86
WIT:
₹12.70
PLAY:
0.19
WIT:
2.43
PLAY:
0.19
WIT:
2.70
PLAY:
$2.09B
WIT:
₹935.38B
PLAY:
$1.32B
WIT:
₹272.72B
PLAY:
$350.60M
WIT:
₹201.91B
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Return for Risk
PLAY vs. WIT — Risk / Return Rank
PLAY
WIT
PLAY vs. WIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dave & Buster's Entertainment, Inc. (PLAY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PLAY | WIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.93 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.53 | -0.37 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.11 | -0.17 |
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Drawdowns
PLAY vs. WIT - Drawdown Comparison
The maximum PLAY drawdown since its inception was -93.18%, which is greater than WIT's maximum drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for PLAY and WIT.
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Drawdown Indicators
| PLAY | WIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -74.86% | -18.32% |
Max Drawdown (1Y)Largest decline over 1 year | -71.84% | -38.98% | -32.86% |
Max Drawdown (3Y)Largest decline over 3 years | -85.75% | -48.81% | -36.94% |
Max Drawdown (5Y)Largest decline over 5 years | -85.75% | -60.42% | -25.33% |
Max Drawdown (10Y)Largest decline over 10 years | -93.18% | -60.42% | -32.76% |
Current DrawdownCurrent decline from peak | -84.22% | -50.20% | -34.02% |
Average DrawdownAverage peak-to-trough decline | -38.39% | -30.91% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.60% | 18.73% | +31.87% |
Volatility
PLAY vs. WIT - Volatility Comparison
Dave & Buster's Entertainment, Inc. (PLAY) and Wipro Limited (WIT) have volatilities of 22.95% and 23.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLAY | WIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.95% | 23.88% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 51.42% | 36.23% | +15.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.22% | 39.70% | +30.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.85% | 31.47% | +28.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.75% | 29.33% | +41.42% |
Dividends
PLAY vs. WIT - Dividend Comparison
PLAY has not paid dividends to shareholders, while WIT's dividend yield for the trailing twelve months is around 5.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLAY Dave & Buster's Entertainment, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.53% | 1.15% | 0.67% | 0.00% | 0.00% | 0.00% |
WIT Wipro Limited | 5.36% | 4.43% | 0.17% | 0.22% | 1.69% | 0.14% | 0.25% | 0.28% | 0.31% | 0.27% | 0.91% | 1.65% |
Financials
PLAY vs. WIT - Financials Comparison
This section allows you to compare key financial metrics between Dave & Buster's Entertainment, 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
PLAY vs. WIT - Profitability Comparison
PLAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dave & Buster's Entertainment, Inc. reported a gross profit of 0.00 and revenue of 559.20M. Therefore, the gross margin over that period was 0.0%.
WIT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wipro Limited reported a gross profit of 71.55B and revenue of 246.13B. Therefore, the gross margin over that period was 29.1%.
PLAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dave & Buster's Entertainment, Inc. reported an operating income of 46.90M and revenue of 559.20M, resulting in an operating margin of 8.4%.
WIT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wipro Limited reported an operating income of 42.46B and revenue of 246.13B, resulting in an operating margin of 17.3%.
PLAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dave & Buster's Entertainment, Inc. reported a net income of 5.70M and revenue of 559.20M, resulting in a net margin of 1.0%.
WIT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wipro Limited reported a net income of 35.56B and revenue of 246.13B, resulting in a net margin of 14.5%.
Frequently Asked Questions
PLAY and WIT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WIT has higher volatility (23.88%) compared to PLAY (22.95%). In terms of maximum drawdown, PLAY dropped -93.18% vs WIT's -74.86%.
WIT currently has the higher Sharpe Ratio (-0.52 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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