PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WIT vs. ACN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WIT and ACN is 0.39, 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.


-0.50.00.51.00.4

Performance

WIT vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wipro Limited (WIT) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
24.15%
21.47%
WIT
ACN

Key characteristics

Sharpe Ratio

WIT:

0.38

ACN:

0.43

Sortino Ratio

WIT:

1.61

ACN:

0.77

Omega Ratio

WIT:

1.44

ACN:

1.10

Calmar Ratio

WIT:

0.84

ACN:

0.36

Martin Ratio

WIT:

3.23

ACN:

0.80

Ulcer Index

WIT:

13.02%

ACN:

13.35%

Daily Std Dev

WIT:

111.18%

ACN:

24.80%

Max Drawdown

WIT:

-74.86%

ACN:

-59.20%

Current Drawdown

WIT:

-49.59%

ACN:

-6.27%

Fundamentals

Market Cap

WIT:

$38.69B

ACN:

$223.26B

EPS

WIT:

$0.13

ACN:

$11.43

PE Ratio

WIT:

28.46

ACN:

31.26

PEG Ratio

WIT:

2.18

ACN:

2.24

Total Revenue (TTM)

WIT:

$886.79B

ACN:

$48.67B

Gross Profit (TTM)

WIT:

$267.39B

ACN:

$15.72B

EBITDA (TTM)

WIT:

$179.71B

ACN:

$8.40B

Returns By Period

In the year-to-date period, WIT achieves a 31.61% return, which is significantly higher than ACN's 7.76% return. Over the past 10 years, WIT has underperformed ACN with an annualized return of 6.39%, while ACN has yielded a comparatively higher 17.06% annualized return.


WIT

YTD

31.61%

1M

7.20%

6M

23.94%

1Y

42.07%

5Y*

14.55%

10Y*

6.39%

ACN

YTD

7.76%

1M

5.14%

6M

22.59%

1Y

11.38%

5Y*

13.70%

10Y*

17.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WIT vs. ACN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIT) and Accenture plc (ACN). 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.


Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 0.38, compared to the broader market-4.00-2.000.002.000.380.46
The chart of Sortino ratio for WIT, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.610.80
The chart of Omega ratio for WIT, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.11
The chart of Calmar ratio for WIT, currently valued at 0.84, compared to the broader market0.002.004.006.000.840.38
The chart of Martin ratio for WIT, currently valued at 3.23, compared to the broader market0.0010.0020.003.230.85
WIT
ACN

The current WIT Sharpe Ratio is 0.38, which is comparable to the ACN Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of WIT and ACN, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.38
0.46
WIT
ACN

Dividends

WIT vs. ACN - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.33%, less than ACN's 1.44% yield.


TTM20232022202120202019201820172016201520142013
WIT
Wipro Limited
0.33%0.43%3.43%0.29%0.50%0.75%0.83%0.71%2.45%4.39%10.78%2.65%
ACN
Accenture plc
1.44%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%

Drawdowns

WIT vs. ACN - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.86%, which is greater than ACN's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for WIT and ACN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.59%
-6.27%
WIT
ACN

Volatility

WIT vs. ACN - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 98.22% compared to Accenture plc (ACN) at 8.67%. This indicates that WIT's price experiences larger fluctuations and is considered to be riskier than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
98.22%
8.67%
WIT
ACN

Financials

WIT vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between Wipro Limited and Accenture plc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab