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

Correlation

The correlation between WNS and HD is 0.35, 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.


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.

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Key characteristics

Sharpe Ratio

WNS:

0.21

HD:

0.57

Sortino Ratio

WNS:

0.62

HD:

0.86

Omega Ratio

WNS:

1.08

HD:

1.10

Calmar Ratio

WNS:

0.14

HD:

0.53

Martin Ratio

WNS:

0.59

HD:

1.36

Ulcer Index

WNS:

12.93%

HD:

8.47%

Daily Std Dev

WNS:

43.14%

HD:

23.09%

Max Drawdown

WNS:

-90.63%

HD:

-70.47%

Current Drawdown

WNS:

-39.65%

HD:

-11.49%

Fundamentals

Market Cap

WNS:

$2.44B

HD:

$378.47B

EPS

WNS:

$3.71

HD:

$14.93

PE Ratio

WNS:

15.08

HD:

25.50

PEG Ratio

WNS:

1.09

HD:

4.42

PS Ratio

WNS:

1.86

HD:

2.37

PB Ratio

WNS:

2.91

HD:

57.00

Total Revenue (TTM)

WNS:

$1.31B

HD:

$123.10B

Gross Profit (TTM)

WNS:

$451.63M

HD:

$40.88B

EBITDA (TTM)

WNS:

$243.51M

HD:

$19.18B

Returns By Period

In the year-to-date period, WNS achieves a 18.65% return, which is significantly higher than HD's -1.85% return. Over the past 10 years, WNS has underperformed HD with an annualized return of 7.78%, while HD has yielded a comparatively higher 15.64% annualized return.


WNS

YTD

18.65%

1M

-15.55%

6M

13.34%

1Y

8.78%

3Y*

-7.29%

5Y*

5.49%

10Y*

7.78%

HD

YTD

-1.85%

1M

6.85%

6M

-6.49%

1Y

12.96%

3Y*

12.57%

5Y*

12.43%

10Y*

15.64%

*Annualized

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WNS (Holdings) Limited

The Home Depot, Inc.

Risk-Adjusted Performance

WNS vs. HD — Risk-Adjusted Performance Rank

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

WNS
The Risk-Adjusted Performance Rank of WNS is 5757
Overall Rank
The Sharpe Ratio Rank of WNS is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of WNS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of WNS is 5353
Omega Ratio Rank
The Calmar Ratio Rank of WNS is 5858
Calmar Ratio Rank
The Martin Ratio Rank of WNS is 5959
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 6666
Overall Rank
The Sharpe Ratio Rank of HD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 6161
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of HD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6767
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.

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.


The current WNS Sharpe Ratio is 0.21, which is lower than the HD Sharpe Ratio of 0.57. 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.


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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 2.39%.


TTM20242023202220212020201920182017201620152014
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.
2.39%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

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.


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Volatility

WNS vs. HD - Volatility Comparison

WNS (Holdings) Limited (WNS) has a higher volatility of 11.80% compared to The Home Depot, Inc. (HD) at 5.93%. 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.


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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


0.0010.00B20.00B30.00B40.00B20212022202320242025
336.30M
39.70B
(WNS) Total Revenue
(HD) Total Revenue
Values in USD except per share items

WNS vs. HD - Profitability Comparison

The chart below illustrates the profitability comparison between WNS (Holdings) Limited and The Home Depot, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

32.0%33.0%34.0%35.0%36.0%37.0%38.0%20212022202320242025
35.7%
32.8%
(WNS) Gross Margin
(HD) Gross Margin
WNS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, WNS (Holdings) Limited reported a gross profit of 120.00M and revenue of 336.30M. Therefore, the gross margin over that period was 35.7%.

HD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Home Depot, Inc. reported a gross profit of 13.03B and revenue of 39.70B. Therefore, the gross margin over that period was 32.8%.

WNS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, WNS (Holdings) Limited reported an operating income of 50.30M and revenue of 336.30M, resulting in an operating margin of 15.0%.

HD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Home Depot, Inc. reported an operating income of 4.50B and revenue of 39.70B, resulting in an operating margin of 11.3%.

WNS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, WNS (Holdings) Limited reported a net income of 50.80M and revenue of 336.30M, resulting in a net margin of 15.1%.

HD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Home Depot, Inc. reported a net income of 3.00B and revenue of 39.70B, resulting in a net margin of 7.6%.