WIT vs. VV

Last updated Jun 4, 2026

WIT (Wipro Limited) is a stock, while VV (Vanguard Large-Cap ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Index. Over the past 10 years, WIT returned 0.29%/yr vs 15.58%/yr for VV. At a 0.50 correlation, their price movements are largely independent.

Performance

WIT vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wipro Limited (WIT) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WIT achieves a -23.06% return, which is significantly lower than VV's 10.69% return. Over the past 10 years, WIT has underperformed VV with an annualized return of 0.29%, while VV has yielded a comparatively higher 15.58% annualized return.

WIT

• 1D: -3.62%
• 1M: 7.04%
• YTD: -23.06%
• 6M: -21.11%
• 1Y: -21.26%
• 3Y*: -2.76%
• 5Y*: -10.64%
• 10Y*: 0.29%

VV

• 1D: -0.72%
• 1M: 5.19%
• YTD: 10.69%
• 6M: 10.54%
• 1Y: 27.77%
• 3Y*: 22.68%
• 5Y*: 13.54%
• 10Y*: 15.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WIT vs. VV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WIT Wipro Limited	-23.06%	-16.61%	27.38%	19.82%	-51.78%	73.10%	51.23%	-2.31%	-5.94%	13.38%
VV Vanguard Large-Cap ETF	10.69%	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 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.50

Over the past year, the correlation between WIT and VV has dropped to 0.23 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

WIT vs. VV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WIT

WIT Risk / Return Rank: 17
WIT Sharpe Ratio Rank: 16
WIT Sortino Ratio Rank: 16
WIT Omega Ratio Rank: 17
WIT Calmar Ratio Rank: 21
WIT Martin Ratio Rank: 14

VV

VV Risk / Return Rank: 67
VV Sharpe Ratio Rank: 69
VV Sortino Ratio Rank: 68
VV Omega Ratio Rank: 68
VV Calmar Ratio Rank: 60
VV Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	WIT	VV	Difference
Sharpe ratio: Return per unit of total volatility	-0.56	2.33	-2.89
Sortino ratio: Return per unit of downside risk	-0.69	3.18	-3.88
Omega ratio: Gain probability vs. loss probability	0.92	1.42	-0.50
Calmar ratio: Return relative to maximum drawdown	-0.55	3.03	-3.58
Martin ratio: Return relative to average drawdown	-1.20	13.86	-15.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WIT vs. VV - Sharpe Ratio Comparison

The current WIT Sharpe Ratio is -0.56, which is lower than the VV Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of WIT and VV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WIT	VV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	2.33	-2.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	0.79	-1.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.86	-0.85
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.59	-0.49

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.

Drawdown Indicators

	WIT	VV	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-53.68%	-0.72%	-52.96%
Average Drawdown Average peak-to-trough decline	-30.88%	-6.84%	-24.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.81%	2.01%	+15.80%

Volatility

WIT vs. VV - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 21.38% compared to Vanguard Large-Cap ETF (VV) at 2.84%. 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.

Volatility by Period

	WIT	VV	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.38%	2.84%	+18.54%
Volatility (6M) Calculated over the trailing 6-month period	34.35%	8.98%	+25.37%
Volatility (1Y) Calculated over the trailing 1-year period	37.94%	11.99%	+25.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.06%	17.22%	+13.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.08%	18.19%	+10.89%

Dividends

WIT vs. VV - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 5.77%, more than VV's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VV Vanguard Large-Cap ETF	0.98%	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	5.77%	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

Can I hold both WIT and VV in my portfolio?

WIT and VV have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WIT or VV?

WIT has higher volatility (21.38%) compared to VV (2.84%). In terms of maximum drawdown, WIT dropped -74.86% vs VV's -54.81%.

Which has better risk-adjusted returns?

VV currently has the higher Sharpe Ratio (2.33 vs -0.56), 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.