PortfoliosLab logo
WIT vs. CVLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WIT and CVLT is 0.53, 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. CVLT - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

WIT:

0.35

CVLT:

1.15

Sortino Ratio

WIT:

0.70

CVLT:

2.10

Omega Ratio

WIT:

1.09

CVLT:

1.28

Calmar Ratio

WIT:

0.24

CVLT:

2.46

Martin Ratio

WIT:

1.01

CVLT:

6.99

Ulcer Index

WIT:

11.13%

CVLT:

9.10%

Daily Std Dev

WIT:

30.68%

CVLT:

53.42%

Max Drawdown

WIT:

-74.86%

CVLT:

-68.89%

Current Drawdown

WIT:

-38.02%

CVLT:

-5.25%

Fundamentals

Market Cap

WIT:

$31.39B

CVLT:

$8.03B

EPS

WIT:

$0.15

CVLT:

$1.70

PE Ratio

WIT:

20.00

CVLT:

107.08

PEG Ratio

WIT:

2.77

CVLT:

2.26

PS Ratio

WIT:

0.04

CVLT:

8.07

PB Ratio

WIT:

3.22

CVLT:

24.74

Total Revenue (TTM)

WIT:

$665.84B

CVLT:

$995.62M

Gross Profit (TTM)

WIT:

$203.57B

CVLT:

$812.64M

EBITDA (TTM)

WIT:

$146.90B

CVLT:

$90.19M

Returns By Period

In the year-to-date period, WIT achieves a -14.96% return, which is significantly lower than CVLT's 17.98% return. Over the past 10 years, WIT has underperformed CVLT with an annualized return of 3.78%, while CVLT has yielded a comparatively higher 14.38% annualized return.


WIT

YTD

-14.96%

1M

8.42%

6M

-10.40%

1Y

10.68%

5Y*

16.29%

10Y*

3.78%

CVLT

YTD

17.98%

1M

17.86%

6M

5.64%

1Y

60.79%

5Y*

38.10%

10Y*

14.38%

*Annualized

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. CVLT — Risk-Adjusted Performance Rank

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

WIT
The Risk-Adjusted Performance Rank of WIT is 6161
Overall Rank
The Sharpe Ratio Rank of WIT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of WIT is 5757
Sortino Ratio Rank
The Omega Ratio Rank of WIT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of WIT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of WIT is 6464
Martin Ratio Rank

CVLT
The Risk-Adjusted Performance Rank of CVLT is 8989
Overall Rank
The Sharpe Ratio Rank of CVLT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CVLT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CVLT is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CVLT is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CVLT is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WIT vs. CVLT - Risk-Adjusted Performance Comparison

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


The current WIT Sharpe Ratio is 0.35, which is lower than the CVLT Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of WIT 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.


Loading data...

Dividends

WIT vs. CVLT - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 2.33%, while CVLT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WIT
Wipro Limited
2.33%0.30%0.22%3.03%0.12%0.50%0.28%0.30%0.27%0.91%1.65%8.86%
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

WIT vs. CVLT - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.86%, which is greater than CVLT's maximum drawdown of -68.89%. Use the drawdown chart below to compare losses from any high point for WIT and CVLT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

WIT vs. CVLT - Volatility Comparison

The current volatility for Wipro Limited (WIT) is 8.03%, while Commvault Systems, Inc. (CVLT) has a volatility of 11.65%. This indicates that WIT 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.


Loading data...

Financials

WIT 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


0.0050.00B100.00B150.00B200.00B20212022202320242025
223.19B
275.04M
(WIT) Total Revenue
(CVLT) Total Revenue
Values in USD except per share items

WIT vs. CVLT - Profitability Comparison

The chart below illustrates the profitability comparison between Wipro Limited and Commvault Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
31.0%
82.6%
(WIT) Gross Margin
(CVLT) Gross Margin
WIT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Wipro Limited reported a gross profit of 69.27B and revenue of 223.19B. Therefore, the gross margin over that period was 31.0%.

CVLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Commvault Systems, Inc. reported a gross profit of 227.27M and revenue of 275.04M. Therefore, the gross margin over that period was 82.6%.

WIT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Wipro Limited reported an operating income of 38.97B and revenue of 223.19B, resulting in an operating margin of 17.5%.

CVLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Commvault Systems, Inc. reported an operating income of 26.73M and revenue of 275.04M, resulting in an operating margin of 9.7%.

WIT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Wipro Limited reported a net income of 33.54B and revenue of 223.19B, resulting in a net margin of 15.0%.

CVLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Commvault Systems, Inc. reported a net income of 30.99M and revenue of 275.04M, resulting in a net margin of 11.3%.