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WIPRO.NS vs. CTSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WIPRO.NSCTSH
YTD Return21.47%9.54%
1Y Return49.68%26.49%
3Y Return (Ann)-4.38%1.51%
5Y Return (Ann)18.38%6.90%
10Y Return (Ann)11.34%5.44%
Sharpe Ratio1.771.30
Sortino Ratio2.511.94
Omega Ratio1.321.23
Calmar Ratio1.060.92
Martin Ratio5.722.99
Ulcer Index8.66%8.68%
Daily Std Dev28.14%19.99%
Max Drawdown-91.67%-71.38%
Current Drawdown-19.81%-8.48%

Fundamentals


WIPRO.NSCTSH
Market Cap₹2.97T$40.53B
EPS₹22.43$4.52
PE Ratio25.3518.08
PEG Ratio2.121.34
Total Revenue (TTM)₹886.79B$19.41B
Gross Profit (TTM)₹267.39B$6.55B
EBITDA (TTM)₹184.04B$3.43B

Correlation

-0.50.00.51.00.2

The correlation between WIPRO.NS and CTSH is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

WIPRO.NS vs. CTSH - Performance Comparison

In the year-to-date period, WIPRO.NS achieves a 21.47% return, which is significantly higher than CTSH's 9.54% return. Over the past 10 years, WIPRO.NS has outperformed CTSH with an annualized return of 11.34%, while CTSH has yielded a comparatively lower 5.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.83%
21.59%
WIPRO.NS
CTSH

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Risk-Adjusted Performance

WIPRO.NS vs. CTSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIPRO.NS) and Cognizant Technology Solutions Corporation (CTSH). 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.


WIPRO.NS
Sharpe ratio
The chart of Sharpe ratio for WIPRO.NS, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.55
Sortino ratio
The chart of Sortino ratio for WIPRO.NS, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.006.002.27
Omega ratio
The chart of Omega ratio for WIPRO.NS, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for WIPRO.NS, currently valued at 0.86, compared to the broader market0.002.004.006.000.86
Martin ratio
The chart of Martin ratio for WIPRO.NS, currently valued at 4.56, compared to the broader market0.0010.0020.0030.004.56
CTSH
Sharpe ratio
The chart of Sharpe ratio for CTSH, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.86
Sortino ratio
The chart of Sortino ratio for CTSH, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.006.001.36
Omega ratio
The chart of Omega ratio for CTSH, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for CTSH, currently valued at 0.60, compared to the broader market0.002.004.006.000.60
Martin ratio
The chart of Martin ratio for CTSH, currently valued at 1.90, compared to the broader market0.0010.0020.0030.001.90

WIPRO.NS vs. CTSH - Sharpe Ratio Comparison

The current WIPRO.NS Sharpe Ratio is 1.77, which is higher than the CTSH Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of WIPRO.NS and CTSH, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.55
0.86
WIPRO.NS
CTSH

Dividends

WIPRO.NS vs. CTSH - Dividend Comparison

WIPRO.NS's dividend yield for the trailing twelve months is around 0.18%, less than CTSH's 1.46% yield.


TTM20232022202120202019201820172016201520142013
WIPRO.NS
Wipro Limited
0.18%0.21%1.53%0.14%0.26%0.30%0.30%0.32%1.26%2.13%3.84%1.25%
CTSH
Cognizant Technology Solutions Corporation
1.46%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%0.00%0.00%

Drawdowns

WIPRO.NS vs. CTSH - Drawdown Comparison

The maximum WIPRO.NS drawdown since its inception was -91.67%, which is greater than CTSH's maximum drawdown of -71.38%. Use the drawdown chart below to compare losses from any high point for WIPRO.NS and CTSH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-28.79%
-8.48%
WIPRO.NS
CTSH

Volatility

WIPRO.NS vs. CTSH - Volatility Comparison

Wipro Limited (WIPRO.NS) has a higher volatility of 7.72% compared to Cognizant Technology Solutions Corporation (CTSH) at 6.96%. This indicates that WIPRO.NS's price experiences larger fluctuations and is considered to be riskier than CTSH 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%JuneJulyAugustSeptemberOctoberNovember
7.72%
6.96%
WIPRO.NS
CTSH

Financials

WIPRO.NS vs. CTSH - Financials Comparison

This section allows you to compare key financial metrics between Wipro Limited and Cognizant Technology Solutions Corporation. 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



Please note, different currencies. WIPRO.NS values in INR, CTSH values in USD