WIT vs. EPAM
Compare and contrast key facts about Wipro Limited (WIT) and EPAM Systems, Inc. (EPAM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WIT or EPAM.
Key characteristics
| WIT | EPAM | |
|---|---|---|
| YTD Return | 25.94% | -18.19% |
| 1Y Return | 54.17% | 3.35% |
| 3Y Return (Ann) | -8.14% | -28.84% |
| 5Y Return (Ann) | 13.15% | 3.92% |
| 10Y Return (Ann) | 4.70% | 17.28% |
| Sharpe Ratio | 1.65 | 0.06 |
| Sortino Ratio | 2.41 | 0.38 |
| Omega Ratio | 1.35 | 1.07 |
| Calmar Ratio | 1.03 | 0.03 |
| Martin Ratio | 5.79 | 0.09 |
| Ulcer Index | 9.59% | 28.32% |
| Daily Std Dev | 33.63% | 43.83% |
| Max Drawdown | -74.58% | -76.27% |
| Current Drawdown | -28.61% | -66.10% |
Fundamentals
| WIT | EPAM | |
|---|---|---|
| Market Cap | $35.80B | $13.80B |
| EPS | $0.27 | $7.71 |
| PE Ratio | 25.37 | 31.55 |
| PEG Ratio | 2.19 | 1.80 |
| Total Revenue (TTM) | $884.34B | $4.64B |
| Gross Profit (TTM) | $268.86B | $1.36B |
| EBITDA (TTM) | $136.55B | $644.96M |
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.
Performance
WIT vs. EPAM - Performance Comparison
In the year-to-date period, WIT achieves a 25.94% return, which is significantly higher than EPAM's -18.19% return. Over the past 10 years, WIT has underperformed EPAM with an annualized return of 4.70%, while EPAM has yielded a comparatively higher 17.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
WIT vs. EPAM - Dividend Comparison
WIT's dividend yield for the trailing twelve months is around 0.17%, while EPAM has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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 -74.58%, 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.
Volatility
WIT vs. EPAM - Volatility Comparison
The current volatility for Wipro Limited (WIT) is 10.12%, while EPAM Systems, Inc. (EPAM) has a volatility of 15.87%. This indicates that WIT experiences smaller price fluctuations and is considered to be less risky than EPAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities