PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WIT vs. EPAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WIT and EPAM 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.


-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%500.00%1,000.00%1,500.00%AugustSeptemberOctoberNovemberDecember2025
119.85%
1,536.29%
WIT
EPAM

Key characteristics

Sharpe Ratio

WIT:

0.75

EPAM:

-0.51

Sortino Ratio

WIT:

1.17

EPAM:

-0.44

Omega Ratio

WIT:

1.16

EPAM:

0.93

Calmar Ratio

WIT:

0.45

EPAM:

-0.29

Martin Ratio

WIT:

2.26

EPAM:

-0.74

Ulcer Index

WIT:

9.44%

EPAM:

30.04%

Daily Std Dev

WIT:

28.46%

EPAM:

43.39%

Max Drawdown

WIT:

-74.87%

EPAM:

-76.27%

Current Drawdown

WIT:

-29.04%

EPAM:

-68.07%

Fundamentals

Market Cap

WIT:

$35.35B

EPAM:

$12.99B

EPS

WIT:

$0.12

EPAM:

$7.70

PE Ratio

WIT:

27.50

EPAM:

29.75

PEG Ratio

WIT:

2.07

EPAM:

1.56

Total Revenue (TTM)

WIT:

$664.74B

EPAM:

$3.48B

Gross Profit (TTM)

WIT:

$199.16B

EPAM:

$1.02B

EBITDA (TTM)

WIT:

$139.67B

EPAM:

$501.85M

Returns By Period

In the year-to-date period, WIT achieves a -2.82% return, which is significantly lower than EPAM's -2.03% return. Over the past 10 years, WIT has underperformed EPAM with an annualized return of 5.13%, while EPAM has yielded a comparatively higher 17.36% annualized return.


WIT

YTD

-2.82%

1M

-5.23%

6M

12.97%

1Y

19.48%

5Y*

13.31%

10Y*

5.13%

EPAM

YTD

-2.03%

1M

-7.18%

6M

9.66%

1Y

-23.65%

5Y*

-0.29%

10Y*

17.36%

*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. EPAM — 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 6666
Overall Rank
The Sharpe Ratio Rank of WIT is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of WIT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of WIT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WIT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of WIT is 6868
Martin Ratio Rank

EPAM
The Risk-Adjusted Performance Rank of EPAM is 2323
Overall Rank
The Sharpe Ratio Rank of EPAM is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of EPAM is 2121
Sortino Ratio Rank
The Omega Ratio Rank of EPAM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of EPAM is 2828
Calmar Ratio Rank
The Martin Ratio Rank of EPAM is 3030
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. 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 0.75, compared to the broader market-2.000.002.004.000.75-0.51
The chart of Sortino ratio for WIT, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.17-0.44
The chart of Omega ratio for WIT, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.93
The chart of Calmar ratio for WIT, currently valued at 0.45, compared to the broader market0.002.004.006.000.45-0.29
The chart of Martin ratio for WIT, currently valued at 2.26, compared to the broader market-10.000.0010.0020.0030.002.26-0.74
WIT
EPAM

The current WIT Sharpe Ratio is 0.75, which is higher than the EPAM Sharpe Ratio of -0.51. 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.75
-0.51
WIT
EPAM

Dividends

WIT vs. EPAM - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.31%, while EPAM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WIT
Wipro Limited
0.31%0.30%0.39%3.03%0.28%0.50%0.28%0.30%0.27%0.91%1.65%8.86%
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 -74.87%, 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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-29.04%
-68.07%
WIT
EPAM

Volatility

WIT vs. EPAM - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 8.75% compared to EPAM Systems, Inc. (EPAM) at 6.59%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
8.75%
6.59%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab