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

Key characteristics


WITCTSH
YTD Return25.94%9.22%
1Y Return54.17%25.60%
3Y Return (Ann)-8.14%1.41%
5Y Return (Ann)13.15%7.05%
10Y Return (Ann)4.70%5.41%
Sharpe Ratio1.651.40
Sortino Ratio2.412.07
Omega Ratio1.351.24
Calmar Ratio1.030.99
Martin Ratio5.793.24
Ulcer Index9.59%8.68%
Daily Std Dev33.63%20.03%
Max Drawdown-74.58%-71.38%
Current Drawdown-28.61%-8.75%

Fundamentals


WITCTSH
Market Cap$35.80B$40.41B
EPS$0.27$4.52
PE Ratio25.3718.03
PEG Ratio2.191.34
Total Revenue (TTM)$884.34B$19.41B
Gross Profit (TTM)$268.86B$6.55B
EBITDA (TTM)$136.55B$3.43B

Correlation

-0.50.00.51.00.5

The correlation between WIT and CTSH is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

WIT vs. CTSH - Performance Comparison

In the year-to-date period, WIT achieves a 25.94% return, which is significantly higher than CTSH's 9.22% return. Over the past 10 years, WIT has underperformed CTSH with an annualized return of 4.70%, while CTSH has yielded a comparatively higher 5.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
30.60%
21.07%
WIT
CTSH

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Risk-Adjusted Performance

WIT vs. CTSH - Risk-Adjusted Performance Comparison

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


WIT
Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.65
Sortino ratio
The chart of Sortino ratio for WIT, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.006.002.41
Omega ratio
The chart of Omega ratio for WIT, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for WIT, currently valued at 1.03, compared to the broader market0.002.004.006.001.03
Martin ratio
The chart of Martin ratio for WIT, currently valued at 5.79, compared to the broader market0.0010.0020.0030.005.79
CTSH
Sharpe ratio
The chart of Sharpe ratio for CTSH, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.40
Sortino ratio
The chart of Sortino ratio for CTSH, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.006.002.07
Omega ratio
The chart of Omega ratio for CTSH, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for CTSH, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Martin ratio
The chart of Martin ratio for CTSH, currently valued at 3.24, compared to the broader market0.0010.0020.0030.003.24

WIT vs. CTSH - Sharpe Ratio Comparison

The current WIT Sharpe Ratio is 1.65, which is comparable to the CTSH Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of WIT 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
1.65
1.40
WIT
CTSH

Dividends

WIT vs. CTSH - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.17%, less than CTSH's 1.46% yield.


TTM20232022202120202019201820172016201520142013
WIT
Wipro Limited
0.17%0.22%1.72%0.14%0.25%0.37%0.42%0.35%1.23%2.20%5.39%1.32%
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

WIT vs. CTSH - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.58%, roughly equal to the maximum CTSH drawdown of -71.38%. Use the drawdown chart below to compare losses from any high point for WIT and CTSH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-28.61%
-8.75%
WIT
CTSH

Volatility

WIT vs. CTSH - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 10.12% compared to Cognizant Technology Solutions Corporation (CTSH) at 7.00%. This indicates that WIT'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%16.00%JuneJulyAugustSeptemberOctoberNovember
10.12%
7.00%
WIT
CTSH

Financials

WIT 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



Values in USD except per share items