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WNS vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WNS vs. HD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WNS (Holdings) Limited (WNS) and The Home Depot, Inc. (HD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-4.63%
23.08%
WNS
HD

Returns By Period

In the year-to-date period, WNS achieves a -21.50% return, which is significantly lower than HD's 20.70% return. Over the past 10 years, WNS has underperformed HD with an annualized return of 9.57%, while HD has yielded a comparatively higher 18.14% annualized return.


WNS

YTD

-21.50%

1M

6.99%

6M

-4.63%

1Y

-15.07%

5Y (annualized)

-4.45%

10Y (annualized)

9.57%

HD

YTD

20.70%

1M

-1.10%

6M

23.08%

1Y

37.05%

5Y (annualized)

16.03%

10Y (annualized)

18.14%

Fundamentals


WNSHD
Market Cap$2.37B$405.44B
EPS$2.52$14.74
PE Ratio21.7027.69
PEG Ratio1.164.53
Total Revenue (TTM)$1.31B$154.60B
Gross Profit (TTM)$461.35M$52.52B
EBITDA (TTM)$214.24M$24.26B

Key characteristics


WNSHD
Sharpe Ratio-0.351.89
Sortino Ratio-0.222.56
Omega Ratio0.971.31
Calmar Ratio-0.251.61
Martin Ratio-0.604.58
Ulcer Index24.08%8.17%
Daily Std Dev41.17%19.86%
Max Drawdown-90.63%-70.47%
Current Drawdown-46.75%-1.95%

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Correlation

-0.50.00.51.00.2

The correlation between WNS and HD is 0.24, 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.

Risk-Adjusted Performance

WNS vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WNS (Holdings) Limited (WNS) and The Home Depot, Inc. (HD). 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 WNS, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.00-0.351.89
The chart of Sortino ratio for WNS, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.222.56
The chart of Omega ratio for WNS, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.31
The chart of Calmar ratio for WNS, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.251.61
The chart of Martin ratio for WNS, currently valued at -0.60, compared to the broader market-10.000.0010.0020.0030.00-0.604.58
WNS
HD

The current WNS Sharpe Ratio is -0.35, which is lower than the HD Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of WNS and HD, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.35
1.89
WNS
HD

Dividends

WNS vs. HD - Dividend Comparison

WNS has not paid dividends to shareholders, while HD's dividend yield for the trailing twelve months is around 2.15%.


TTM20232022202120202019201820172016201520142013
WNS
WNS (Holdings) Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HD
The Home Depot, Inc.
2.15%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

Drawdowns

WNS vs. HD - Drawdown Comparison

The maximum WNS drawdown since its inception was -90.63%, which is greater than HD's maximum drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for WNS and HD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-46.75%
-1.95%
WNS
HD

Volatility

WNS vs. HD - Volatility Comparison

WNS (Holdings) Limited (WNS) has a higher volatility of 12.22% compared to The Home Depot, Inc. (HD) at 6.55%. This indicates that WNS's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.22%
6.55%
WNS
HD

Financials

WNS vs. HD - Financials Comparison

This section allows you to compare key financial metrics between WNS (Holdings) Limited and The Home Depot, 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