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WNS vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WNS and QQQ 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. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WNS:

0.21

QQQ:

0.64

Sortino Ratio

WNS:

0.62

QQQ:

1.04

Omega Ratio

WNS:

1.08

QQQ:

1.15

Calmar Ratio

WNS:

0.14

QQQ:

0.70

Martin Ratio

WNS:

0.59

QQQ:

2.29

Ulcer Index

WNS:

12.93%

QQQ:

6.99%

Daily Std Dev

WNS:

43.14%

QQQ:

25.51%

Max Drawdown

WNS:

-90.63%

QQQ:

-82.98%

Current Drawdown

WNS:

-39.65%

QQQ:

-3.10%

Returns By Period

In the year-to-date period, WNS achieves a 18.65% return, which is significantly higher than QQQ's 2.26% return. Over the past 10 years, WNS has underperformed QQQ with an annualized return of 7.78%, while QQQ has yielded a comparatively higher 17.72% annualized return.


WNS

YTD

18.65%

1M

-15.55%

6M

13.34%

1Y

8.78%

3Y*

-7.29%

5Y*

5.49%

10Y*

7.78%

QQQ

YTD

2.26%

1M

17.54%

6M

4.72%

1Y

16.26%

3Y*

22.66%

5Y*

18.41%

10Y*

17.72%

*Annualized

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WNS (Holdings) Limited

Invesco QQQ

Risk-Adjusted Performance

WNS vs. QQQ — 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

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WNS (Holdings) Limited (WNS) and Invesco QQQ (QQQ). 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 QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of WNS and QQQ, 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. QQQ - Dividend Comparison

WNS has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.57%.


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%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

WNS vs. QQQ - Drawdown Comparison

The maximum WNS drawdown since its inception was -90.63%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for WNS and QQQ. For additional features, visit the drawdowns tool.


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Volatility

WNS vs. QQQ - Volatility Comparison

WNS (Holdings) Limited (WNS) has a higher volatility of 11.80% compared to Invesco QQQ (QQQ) at 6.48%. This indicates that WNS's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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