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

Key characteristics


WITCDW
YTD Return18.02%-2.39%
1Y Return24.27%6.07%
3Y Return (Ann)-11.37%5.62%
5Y Return (Ann)12.37%15.87%
10Y Return (Ann)4.51%23.04%
Sharpe Ratio0.780.29
Daily Std Dev32.53%23.10%
Max Drawdown-74.58%-44.83%
Current Drawdown-33.11%-14.17%

Fundamentals


WITCDW
Market Cap$34.28B$29.41B
EPS$0.26$8.16
PE Ratio25.2326.98
PEG Ratio1.881.53
Total Revenue (TTM)$886.49B$20.94B
Gross Profit (TTM)$266.86B$4.67B
EBITDA (TTM)$119.75B$1.81B

Correlation

-0.50.00.51.00.3

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.

Performance

WIT vs. CDW - Performance Comparison

In the year-to-date period, WIT achieves a 18.02% return, which is significantly higher than CDW's -2.39% return. Over the past 10 years, WIT has underperformed CDW with an annualized return of 4.51%, while CDW has yielded a comparatively higher 23.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%AprilMayJuneJulyAugustSeptember
169.80%
1,244.64%
WIT
CDW

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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.


WIT
Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 0.78, compared to the broader market-4.00-2.000.002.000.78
Sortino ratio
The chart of Sortino ratio for WIT, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.001.35
Omega ratio
The chart of Omega ratio for WIT, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for WIT, currently valued at 0.47, compared to the broader market0.001.002.003.004.005.000.47
Martin ratio
The chart of Martin ratio for WIT, currently valued at 2.40, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.40
CDW
Sharpe ratio
The chart of Sharpe ratio for CDW, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.29
Sortino ratio
The chart of Sortino ratio for CDW, currently valued at 0.52, compared to the broader market-6.00-4.00-2.000.002.004.000.52
Omega ratio
The chart of Omega ratio for CDW, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for CDW, currently valued at 0.35, compared to the broader market0.001.002.003.004.005.000.35
Martin ratio
The chart of Martin ratio for CDW, currently valued at 0.78, compared to the broader market-10.00-5.000.005.0010.0015.0020.000.78

WIT vs. CDW - Sharpe Ratio Comparison

The current WIT Sharpe Ratio is 0.78, which is higher than the CDW Sharpe Ratio of 0.29. The chart below compares the 12-month rolling Sharpe Ratio of WIT and CDW.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AprilMayJuneJulyAugustSeptember
0.78
0.29
WIT
CDW

Dividends

WIT vs. CDW - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.18%, less than CDW's 1.13% yield.


TTM20232022202120202019201820172016201520142013
WIT
Wipro Limited
0.18%0.22%1.69%0.14%0.25%0.28%0.30%0.27%0.91%2.20%5.25%1.27%
CDW
CDW Corporation
1.13%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.55%0.18%

Drawdowns

WIT vs. CDW - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.58%, 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%AprilMayJuneJulyAugustSeptember
-33.11%
-14.17%
WIT
CDW

Volatility

WIT vs. CDW - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 7.22% compared to CDW Corporation (CDW) at 6.49%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AprilMayJuneJulyAugustSeptember
7.22%
6.49%
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