RDY vs. EPI
RDY (Dr. Reddy's Laboratories Limited) is a stock, while EPI (WisdomTree India Earnings Fund) is Emerging Markets Equities fund tracking the WisdomTree India Earnings Index. Over the past 10 years, RDY returned 4.69%/yr vs 9.31%/yr for EPI. At a 0.47 correlation, their price movements are largely independent.
Performance
RDY vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, RDY achieves a -5.27% return, which is significantly higher than EPI's -9.12% return. Over the past 10 years, RDY has underperformed EPI with an annualized return of 4.69%, while EPI has yielded a comparatively higher 9.31% annualized return.
RDY
- 1D
- -0.45%
- 1M
- -1.41%
- YTD
- -5.27%
- 6M
- -5.14%
- 1Y
- -15.30%
- 3Y*
- 5.74%
- 5Y*
- -1.12%
- 10Y*
- 4.69%
EPI
- 1D
- 0.65%
- 1M
- -0.99%
- YTD
- -9.12%
- 6M
- -6.55%
- 1Y
- -9.08%
- 3Y*
- 7.36%
- 5Y*
- 5.53%
- 10Y*
- 9.31%
RDY vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RDY Dr. Reddy's Laboratories Limited | -5.27% | -10.53% | 14.13% | 36.47% | -19.74% | -7.33% | 76.80% | 8.45% | 0.37% | -16.46% |
EPI WisdomTree India Earnings Fund | -9.12% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Correlation
The correlation between RDY and EPI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2008 | 0.47 |
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Return for Risk
RDY vs. EPI — Risk / Return Rank
RDY
EPI
RDY vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dr. Reddy's Laboratories Limited (RDY) and WisdomTree India Earnings Fund (EPI). 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.
| RDY | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.90 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.61 | -0.23 |
| Martin ratioReturn relative to average drawdown | -1.52 | -1.44 | -0.08 |
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Drawdowns
RDY vs. EPI - Drawdown Comparison
The maximum RDY drawdown since its inception was -60.62%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for RDY and EPI.
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Drawdown Indicators
| RDY | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -66.21% | +5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -20.65% | -16.88% | -3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -26.61% | -21.89% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -21.89% | -13.36% |
Max Drawdown (10Y)Largest decline over 10 years | -47.13% | -50.29% | +3.16% |
Current DrawdownCurrent decline from peak | -20.54% | -17.00% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -21.92% | -18.65% | -3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.31% | 7.17% | +6.14% |
Volatility
RDY vs. EPI - Volatility Comparison
Dr. Reddy's Laboratories Limited (RDY) has a higher volatility of 6.24% compared to WisdomTree India Earnings Fund (EPI) at 4.09%. This indicates that RDY's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RDY | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 4.09% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 12.88% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.20% | 15.07% | +8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.26% | 16.23% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.58% | 20.35% | +6.23% |
Dividends
RDY vs. EPI - Dividend Comparison
RDY's dividend yield for the trailing twelve months is around 0.69%, while EPI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
RDY Dr. Reddy's Laboratories Limited | 0.69% | 0.65% | 0.60% | 1.39% | 1.48% | 1.04% | 0.46% | 0.71% | 0.00% | 0.78% | 0.62% | 0.63% |
Frequently Asked Questions
RDY and EPI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDY has higher volatility (6.24%) compared to EPI (4.09%). In terms of maximum drawdown, RDY dropped -60.62% vs EPI's -66.21%.
EPI currently has the higher Sharpe Ratio (-0.69 vs -0.75), 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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