WIT vs. VV
WIT (Wipro Limited) is a stock, while VV (Vanguard Large-Cap ETF) is Large Cap Blend Equities fund tracking the CRSP US Large Cap Index. Over the past 10 years, WIT returned 1.23%/yr vs 15.62%/yr for VV. At a 0.49 correlation, their price movements are largely independent.
Performance
WIT vs. VV - Performance Comparison
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Returns By Period
In the year-to-date period, WIT achieves a -17.28% return, which is significantly lower than VV's 7.90% return. Over the past 10 years, WIT has underperformed VV with an annualized return of 1.23%, while VV has yielded a comparatively higher 15.62% annualized return.
WIT
- 1D
- 2.23%
- 1M
- 13.93%
- YTD
- -17.28%
- 6M
- -20.90%
- 1Y
- -20.67%
- 3Y*
- 2.31%
- 5Y*
- -8.84%
- 10Y*
- 1.23%
VV
- 1D
- -1.44%
- 1M
- -1.27%
- YTD
- 7.90%
- 6M
- 6.95%
- 1Y
- 23.37%
- 3Y*
- 21.00%
- 5Y*
- 12.65%
- 10Y*
- 15.62%
WIT vs. VV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIT Wipro Limited | -17.28% | -16.61% | 27.38% | 19.82% | -51.78% | 73.10% | 51.23% | -2.31% | -5.94% | 13.38% |
VV Vanguard Large-Cap ETF | 7.90% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
Correlation
The correlation between WIT and VV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.49 |
Over the past year, the correlation between WIT and VV has dropped to 0.19 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
WIT vs. VV — Risk / Return Rank
WIT
VV
WIT vs. VV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIT) and Vanguard Large-Cap ETF (VV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WIT | VV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.33 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.55 | -3.08 |
| Martin ratioReturn relative to average drawdown | -1.11 | 11.23 | -12.34 |
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Drawdowns
WIT vs. VV - Drawdown Comparison
The maximum WIT drawdown since its inception was -74.86%, which is greater than VV's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for WIT and VV.
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Drawdown Indicators
| WIT | VV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.86% | -54.81% | -20.05% |
Max Drawdown (1Y)Largest decline over 1 year | -38.98% | -9.21% | -29.77% |
Max Drawdown (3Y)Largest decline over 3 years | -48.81% | -18.97% | -29.84% |
Max Drawdown (5Y)Largest decline over 5 years | -60.42% | -25.66% | -34.76% |
Max Drawdown (10Y)Largest decline over 10 years | -60.42% | -34.28% | -26.14% |
Current DrawdownCurrent decline from peak | -50.20% | -3.21% | -46.99% |
Average DrawdownAverage peak-to-trough decline | -30.91% | -6.83% | -24.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.73% | 2.09% | +16.64% |
Volatility
WIT vs. VV - Volatility Comparison
Wipro Limited (WIT) has a higher volatility of 23.88% compared to Vanguard Large-Cap ETF (VV) at 4.94%. This indicates that WIT's price experiences larger fluctuations and is considered to be riskier than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIT | VV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.88% | 4.94% | +18.94% |
Volatility (6M)Calculated over the trailing 6-month period | 36.23% | 9.93% | +26.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.70% | 12.66% | +27.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.47% | 17.33% | +14.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.33% | 18.21% | +11.12% |
Dividends
WIT vs. VV - Dividend Comparison
WIT's dividend yield for the trailing twelve months is around 5.36%, more than VV's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 1.00% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
WIT Wipro Limited | 5.36% | 4.43% | 0.17% | 0.22% | 1.69% | 0.14% | 0.25% | 0.28% | 0.31% | 0.27% | 0.91% | 1.65% |
Frequently Asked Questions
WIT and VV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WIT has higher volatility (23.88%) compared to VV (4.94%). In terms of maximum drawdown, WIT dropped -74.86% vs VV's -54.81%.
VV currently has the higher Sharpe Ratio (1.86 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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