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WIPRO.NS vs. CVLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WIPRO.NS vs. CVLT - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Wipro Limited (WIPRO.NS) and Commvault Systems, Inc. (CVLT). The values are adjusted to include any dividend payments, if applicable.

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WIPRO.NS vs. CVLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIPRO.NS
Wipro Limited
-27.27%-9.10%28.56%20.17%-44.54%85.73%57.48%-0.48%6.32%32.31%
CVLT
Commvault Systems, Inc.
-35.37%-12.95%94.72%27.95%0.98%26.95%27.16%-22.54%22.74%-4.20%
Different Trading Currencies

WIPRO.NS is traded in INR, while CVLT is traded in USD. To make them comparable, the CVLT values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WIPRO.NS achieves a -27.27% return, which is significantly higher than CVLT's -35.37% return. Over the past 10 years, WIPRO.NS has underperformed CVLT with an annualized return of 7.03%, while CVLT has yielded a comparatively higher 9.68% annualized return.


WIPRO.NS

1D
-2.07%
1M
-6.63%
YTD
-27.27%
6M
-19.68%
1Y
-25.42%
3Y*
3.10%
5Y*
-0.44%
10Y*
7.03%

CVLT

1D
2.62%
1M
-6.03%
YTD
-35.37%
6M
-56.58%
1Y
-46.07%
3Y*
16.01%
5Y*
8.41%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WIPRO.NS vs. CVLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WIPRO.NS
WIPRO.NS Risk / Return Rank: 55
Overall Rank
WIPRO.NS Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WIPRO.NS Sortino Ratio Rank: 77
Sortino Ratio Rank
WIPRO.NS Omega Ratio Rank: 77
Omega Ratio Rank
WIPRO.NS Calmar Ratio Rank: 99
Calmar Ratio Rank
WIPRO.NS Martin Ratio Rank: 11
Martin Ratio Rank

CVLT
CVLT Risk / Return Rank: 88
Overall Rank
CVLT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CVLT Sortino Ratio Rank: 99
Sortino Ratio Rank
CVLT Omega Ratio Rank: 77
Omega Ratio Rank
CVLT Calmar Ratio Rank: 1111
Calmar Ratio Rank
CVLT Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WIPRO.NS vs. CVLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIPRO.NS) and Commvault Systems, Inc. (CVLT). 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.NSCVLTDifference

Sharpe ratio

Return per unit of total volatility

-1.08

-0.81

-0.26

Sortino ratio

Return per unit of downside risk

-1.41

-0.96

-0.45

Omega ratio

Gain probability vs. loss probability

0.82

0.85

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.88

-0.81

-0.07

Martin ratio

Return relative to average drawdown

-2.28

-1.62

-0.67

WIPRO.NS vs. CVLT - Sharpe Ratio Comparison

The current WIPRO.NS Sharpe Ratio is -1.08, which is lower than the CVLT Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of WIPRO.NS and CVLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WIPRO.NSCVLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

-0.81

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.20

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.26

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.31

-0.14

Correlation

The correlation between WIPRO.NS and CVLT is 0.05, 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.


Dividends

WIPRO.NS vs. CVLT - Dividend Comparison

WIPRO.NS's dividend yield for the trailing twelve months is around 5.54%, while CVLT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
WIPRO.NS
Wipro Limited
5.54%4.17%0.17%0.21%1.53%0.14%0.26%0.30%0.30%0.64%2.52%7.22%
CVLT
Commvault Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WIPRO.NS vs. CVLT - Drawdown Comparison

The maximum WIPRO.NS drawdown since its inception was -13,272.04%, which is greater than CVLT's maximum drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for WIPRO.NS and CVLT.


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Drawdown Indicators


WIPRO.NSCVLTDifference

Max Drawdown

Largest peak-to-trough decline

-13,272.04%

-68.89%

-13,203.15%

Max Drawdown (1Y)

Largest decline over 1 year

-29.62%

-61.53%

+31.91%

Max Drawdown (5Y)

Largest decline over 5 years

-50.01%

-61.53%

+11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-50.01%

-61.53%

+11.52%

Current Drawdown

Current decline from peak

-43.89%

-60.14%

+16.25%

Average Drawdown

Average peak-to-trough decline

-481.10%

-26.70%

-454.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

30.33%

-18.97%

Volatility

WIPRO.NS vs. CVLT - Volatility Comparison

The current volatility for Wipro Limited (WIPRO.NS) is 6.54%, while Commvault Systems, Inc. (CVLT) has a volatility of 11.26%. This indicates that WIPRO.NS experiences smaller price fluctuations and is considered to be less risky than CVLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIPRO.NSCVLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

11.26%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

48.91%

-31.23%

Volatility (1Y)

Calculated over the trailing 1-year period

24.08%

56.94%

-32.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.34%

41.32%

-15.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.84%

36.84%

-11.00%

Financials

WIPRO.NS vs. CVLT - Financials Comparison

This section allows you to compare key financial metrics between Wipro Limited and Commvault Systems, Inc.. 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, CVLT values in USD