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WIT vs. CDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WIT and CDW is 0.34, 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.


-0.50.00.51.00.3

Performance

WIT vs. CDW - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
23.26%
-24.82%
WIT
CDW

Key characteristics

Sharpe Ratio

WIT:

0.34

CDW:

-0.80

Sortino Ratio

WIT:

1.55

CDW:

-0.91

Omega Ratio

WIT:

1.42

CDW:

0.87

Calmar Ratio

WIT:

0.75

CDW:

-0.66

Martin Ratio

WIT:

3.04

CDW:

-1.48

Ulcer Index

WIT:

12.26%

CDW:

14.65%

Daily Std Dev

WIT:

111.18%

CDW:

27.27%

Max Drawdown

WIT:

-74.86%

CDW:

-44.83%

Current Drawdown

WIT:

-49.86%

CDW:

-32.21%

Fundamentals

Market Cap

WIT:

$38.69B

CDW:

$23.54B

EPS

WIT:

$0.13

CDW:

$8.18

PE Ratio

WIT:

28.46

CDW:

21.60

PEG Ratio

WIT:

2.18

CDW:

1.53

Total Revenue (TTM)

WIT:

$886.79B

CDW:

$20.83B

Gross Profit (TTM)

WIT:

$267.39B

CDW:

$4.64B

EBITDA (TTM)

WIT:

$179.71B

CDW:

$1.93B

Returns By Period

In the year-to-date period, WIT achieves a 30.89% return, which is significantly higher than CDW's -22.90% return. Over the past 10 years, WIT has underperformed CDW with an annualized return of 6.46%, while CDW has yielded a comparatively higher 18.66% annualized return.


WIT

YTD

30.89%

1M

8.36%

6M

26.04%

1Y

38.60%

5Y*

14.45%

10Y*

6.46%

CDW

YTD

-22.90%

1M

-0.09%

6M

-24.82%

1Y

-21.20%

5Y*

5.00%

10Y*

18.66%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WIT vs. CDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIT) and CDW Corporation (CDW). 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 0.35, compared to the broader market-4.00-2.000.002.000.35-0.80
The chart of Sortino ratio for WIT, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.001.57-0.91
The chart of Omega ratio for WIT, currently valued at 1.43, compared to the broader market0.501.001.502.001.430.87
The chart of Calmar ratio for WIT, currently valued at 0.77, compared to the broader market0.002.004.006.000.77-0.66
The chart of Martin ratio for WIT, currently valued at 3.05, compared to the broader market0.0010.0020.003.05-1.48
WIT
CDW

The current WIT Sharpe Ratio is 0.34, which is higher than the CDW Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of WIT and CDW, 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 Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.35
-0.80
WIT
CDW

Dividends

WIT vs. CDW - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.33%, less than CDW's 1.43% 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%
CDW
CDW Corporation
1.43%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.56%0.18%

Drawdowns

WIT vs. CDW - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.86%, which is greater than CDW's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for WIT and CDW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.86%
-32.21%
WIT
CDW

Volatility

WIT vs. CDW - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 98.18% compared to CDW Corporation (CDW) at 6.24%. This indicates that WIT's price experiences larger fluctuations and is considered to be riskier than CDW 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
98.18%
6.24%
WIT
CDW

Financials

WIT vs. CDW - Financials Comparison

This section allows you to compare key financial metrics between Wipro Limited and CDW 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


Values in USD except per share items
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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.

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