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

Correlation

The correlation between WNS and VOO is 0.38, 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.


-0.50.00.51.00.4

Performance

WNS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WNS (Holdings) Limited (WNS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
407.30%
595.32%
WNS
VOO

Key characteristics

Sharpe Ratio

WNS:

-0.70

VOO:

2.04

Sortino Ratio

WNS:

-0.78

VOO:

2.72

Omega Ratio

WNS:

0.90

VOO:

1.38

Calmar Ratio

WNS:

-0.51

VOO:

3.02

Martin Ratio

WNS:

-1.13

VOO:

13.60

Ulcer Index

WNS:

25.59%

VOO:

1.88%

Daily Std Dev

WNS:

41.61%

VOO:

12.52%

Max Drawdown

WNS:

-90.63%

VOO:

-33.99%

Current Drawdown

WNS:

-51.49%

VOO:

-3.52%

Returns By Period

In the year-to-date period, WNS achieves a -28.48% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, WNS has underperformed VOO with an annualized return of 7.93%, while VOO has yielded a comparatively higher 13.02% annualized return.


WNS

YTD

-28.48%

1M

-8.89%

6M

-12.57%

1Y

-30.42%

5Y*

-7.24%

10Y*

7.93%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

WNS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WNS (Holdings) Limited (WNS) and Vanguard S&P 500 ETF (VOO). 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 -0.70, compared to the broader market-4.00-2.000.002.00-0.702.04
The chart of Sortino ratio for WNS, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.782.72
The chart of Omega ratio for WNS, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.38
The chart of Calmar ratio for WNS, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.513.02
The chart of Martin ratio for WNS, currently valued at -1.13, compared to the broader market0.0010.0020.00-1.1313.60
WNS
VOO

The current WNS Sharpe Ratio is -0.70, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of WNS and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.70
2.04
WNS
VOO

Dividends

WNS vs. VOO - Dividend Comparison

WNS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


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%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WNS vs. VOO - Drawdown Comparison

The maximum WNS drawdown since its inception was -90.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WNS and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.49%
-3.52%
WNS
VOO

Volatility

WNS vs. VOO - Volatility Comparison

WNS (Holdings) Limited (WNS) has a higher volatility of 9.35% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that WNS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.35%
3.58%
WNS
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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