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

Correlation

The correlation between WIT and EPAM is 0.35, 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. EPAM - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
24.15%
33.56%
WIT
EPAM

Key characteristics

Sharpe Ratio

WIT:

0.38

EPAM:

-0.38

Sortino Ratio

WIT:

1.61

EPAM:

-0.22

Omega Ratio

WIT:

1.44

EPAM:

0.96

Calmar Ratio

WIT:

0.84

EPAM:

-0.22

Martin Ratio

WIT:

3.23

EPAM:

-0.56

Ulcer Index

WIT:

13.02%

EPAM:

29.26%

Daily Std Dev

WIT:

111.18%

EPAM:

43.83%

Max Drawdown

WIT:

-74.86%

EPAM:

-76.27%

Current Drawdown

WIT:

-49.59%

EPAM:

-65.60%

Fundamentals

Market Cap

WIT:

$38.69B

EPAM:

$14.06B

EPS

WIT:

$0.13

EPAM:

$7.69

PE Ratio

WIT:

28.46

EPAM:

32.24

PEG Ratio

WIT:

2.18

EPAM:

1.80

Total Revenue (TTM)

WIT:

$886.79B

EPAM:

$4.64B

Gross Profit (TTM)

WIT:

$267.39B

EPAM:

$1.36B

EBITDA (TTM)

WIT:

$179.71B

EPAM:

$657.56M

Returns By Period

In the year-to-date period, WIT achieves a 31.61% return, which is significantly higher than EPAM's -17.00% return. Over the past 10 years, WIT has underperformed EPAM with an annualized return of 6.39%, while EPAM has yielded a comparatively higher 17.80% annualized return.


WIT

YTD

31.61%

1M

7.20%

6M

23.94%

1Y

42.07%

5Y*

14.55%

10Y*

6.39%

EPAM

YTD

-17.00%

1M

8.44%

6M

35.75%

1Y

-15.07%

5Y*

3.10%

10Y*

17.80%

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Risk-Adjusted Performance

WIT vs. EPAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIT) and EPAM Systems, Inc. (EPAM). 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-4.00-2.000.002.000.38-0.34
The chart of Sortino ratio for WIT, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.61-0.18
The chart of Omega ratio for WIT, currently valued at 1.44, compared to the broader market0.501.001.502.001.440.97
The chart of Calmar ratio for WIT, currently valued at 0.84, compared to the broader market0.002.004.006.000.84-0.20
The chart of Martin ratio for WIT, currently valued at 3.23, compared to the broader market0.0010.0020.003.23-0.51
WIT
EPAM

The current WIT Sharpe Ratio is 0.38, which is higher than the EPAM Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of WIT and EPAM, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.38
-0.34
WIT
EPAM

Dividends

WIT vs. EPAM - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.33%, while EPAM has not paid dividends to shareholders.


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%
EPAM
EPAM 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. EPAM - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.86%, roughly equal to the maximum EPAM drawdown of -76.27%. Use the drawdown chart below to compare losses from any high point for WIT and EPAM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.59%
-65.60%
WIT
EPAM

Volatility

WIT vs. EPAM - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 98.22% compared to EPAM Systems, Inc. (EPAM) at 8.35%. This indicates that WIT's price experiences larger fluctuations and is considered to be riskier than EPAM 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%
8.35%
WIT
EPAM

Financials

WIT vs. EPAM - Financials Comparison

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


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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