WNS vs. G

In the year-to-date period, WNS achieves a -21.50% return, which is significantly lower than G's 30.43% return. Over the past 10 years, WNS has underperformed G with an annualized return of 9.57%, while G has yielded a comparatively higher 10.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for WNS (Holdings) Limited (WNS) and Genpact Limited (G). 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 WNS Sharpe Ratio is -0.35, which is lower than the G Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of WNS and G, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WNS has not paid dividends to shareholders, while G's dividend yield for the trailing twelve months is around 1.34%.

The maximum WNS drawdown since its inception was -90.63%, which is greater than G's maximum drawdown of -64.14%. Use the drawdown chart below to compare losses from any high point for WNS and G. For additional features, visit the drawdowns tool.

WNS (Holdings) Limited (WNS) has a higher volatility of 12.22% compared to Genpact Limited (G) at 11.05%. This indicates that WNS's price experiences larger fluctuations and is considered to be riskier than G based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between WNS (Holdings) Limited and Genpact Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.