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WIT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WIT and VOO is 0.48, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wipro Limited (WIT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WIT:

0.35

VOO:

0.72

Sortino Ratio

WIT:

0.70

VOO:

1.20

Omega Ratio

WIT:

1.09

VOO:

1.18

Calmar Ratio

WIT:

0.24

VOO:

0.81

Martin Ratio

WIT:

1.01

VOO:

3.09

Ulcer Index

WIT:

11.13%

VOO:

4.88%

Daily Std Dev

WIT:

30.68%

VOO:

19.37%

Max Drawdown

WIT:

-74.86%

VOO:

-33.99%

Current Drawdown

WIT:

-38.02%

VOO:

-2.75%

Returns By Period

In the year-to-date period, WIT achieves a -14.96% return, which is significantly lower than VOO's 1.73% return. Over the past 10 years, WIT has underperformed VOO with an annualized return of 3.63%, while VOO has yielded a comparatively higher 12.86% annualized return.


WIT

YTD

-14.96%

1M

9.63%

6M

-10.40%

1Y

11.71%

5Y*

16.15%

10Y*

3.63%

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*Annualized

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Risk-Adjusted Performance

WIT vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIT) and Vanguard S&P 500 ETF (VOO). 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 VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WIT and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WIT vs. VOO - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 2.33%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
WIT
Wipro Limited
2.33%0.17%0.22%2.80%0.14%0.25%0.28%0.30%0.27%0.91%1.65%8.86%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WIT vs. VOO - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WIT and VOO. For additional features, visit the drawdowns tool.


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Volatility

WIT vs. VOO - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 8.03% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that WIT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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