Wipro Limited

10-Year Study

WIPRO.NSE · Computers - Software & Consulting · IN · EQUITY

Executive Summary: Wipro Limited has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 48.3% and an annualized volatility of 40.0%.

1Y CAGR
-12.9%
3Y CAGR
+3.8%
5Y CAGR
-3.4%
10Y CAGR
+8.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
48.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +85.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -44.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.7-15.2-6.612.1————————-18.1%
20255.4-11.0-5.5-7.93.46.5-4.80.4-4.00.53.75.5-9.3%
20241.78.5-7.4-3.7-5.217.51.43.10.61.94.74.528.4%
20231.8-3.0-5.65.44.8-3.64.10.8-0.6-6.08.214.120.3%
2022-19.8-2.96.5-13.3-6.0-13.01.8-2.4-4.7-2.05.3-3.5-44.5%
20218.4-1.80.919.09.41.27.69.2-1.12.0-1.512.385.6%
2020-3.3-6.5-11.2-2.911.43.227.9-3.415.68.72.910.257.8%
201911.9-0.1-7.917.2-4.1-2.1-5.4-4.1-5.78.1-8.33.4-0.7%
2018-2.7-3.9-4.0-0.9-6.0-0.25.79.07.62.2-2.01.95.6%
2017-3.57.25.5-4.28.3-3.511.73.7-6.34.9-0.77.733.1%
2016———-1.8-1.62.3-2.1-9.8-2.6-3.50.72.0-15.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 40.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 70.5% of variance. Idiosyncratic stock-specific factors contribute 19.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019824.548737151019
2016-05-019666.816258025694
2016-06-019888.349557793736
2016-07-019676.958202308373
2016-08-018728.878436930385
2016-09-018503.398088050682
2016-10-018204.240549266393
2016-11-018260.167150055611
2016-12-018423.506124605256
2017-01-018131.44913952103
2017-02-018716.50932009296
2017-03-019196.203803861237
2017-04-018813.695465282666
2017-05-019549.286589161167
2017-06-019214.035496725475
2017-07-0110287.550161078407
2017-08-0110667.382075944279
2017-09-019995.097994002139
2017-10-0110487.274503748426
2017-11-0110410.59408973128
2017-12-0111207.70717793622
2018-01-0110902.586128205625
2018-02-0110476.785085561276
2018-03-0110059.93248987555
2018-04-019974.05793224879
2018-05-019371.141409634043
2018-06-019356.828188228124
2018-07-019889.97163277113
2018-08-0110779.139066212781
2018-09-0111593.163876326642
2018-10-0111850.792320015673
2018-11-0111616.42315928681
2018-12-0111838.267356758852
2019-01-0113247.784515926709
2019-02-0113237.020776236028
2019-03-0112188.05430834246
2019-04-0114283.586732190015
2019-05-0113702.29071972739
2019-06-0113420.017868269066
2019-07-0112692.798718624379
2019-08-0112171.310359874828
2019-09-0111472.79875679085
2019-10-0112405.739950847947
2019-11-0111372.328704906713
2019-12-0111759.857524567278
2020-01-0111375.008309158586
2020-02-0110637.6496006356
2020-03-019448.749745954434
2020-04-019172.539797291516
2020-05-0110222.135216806222
2020-06-0110551.18425785776
2020-07-0113495.814887531364
2020-08-0113032.26004978816
2020-09-0115061.796285829967
2020-10-0116365.985914664225
2020-11-0116836.740697956597
2020-12-0118554.041018141477
2021-01-0120119.523071790176
2021-02-0119753.624303899247
2021-03-0119938.979765727847
2021-04-0123723.124841569395
2021-05-0125952.207310087622
2021-06-0126269.96384681124
2021-07-0128267.954700216687
2021-08-0130858.11582951165
2021-09-0130528.32890337236
2021-10-0131137.354446600497
2021-11-0130679.983372141214
2021-12-0134440.05494699472
2022-01-0127612.331077588937
2022-02-0126802.19368147727
2022-03-0128543.036352608568
2022-04-0124739.984561662863
2022-05-0123244.789243162082
2022-06-0120230.0897452738
2022-07-0120602.068113790785
2022-08-0120108.529538144365
2022-09-0119170.084421051226
2022-10-0118795.677710876902
2022-11-0119785.181613557495
2022-12-0119097.148296773565
2023-01-0119441.524356091893
2023-02-0118866.346110725382
2023-03-0117803.727973573536
2023-04-0118766.421521309137
2023-05-0119675.494359154753
2023-06-0118968.70858341648
2023-07-0119743.736007615484
2023-08-0119907.02806921235
2023-09-0119792.479360686182
2023-10-0118610.438338728058
2023-11-0120133.687602989838
2023-12-0122973.021712586764
2024-01-0123356.624951775077
2024-02-0125332.52059955708
2024-03-0123451.878919418177
2024-04-0122587.270019188192
2024-05-0121405.152664289955
2024-06-0125149.342216791272
2024-07-0125498.6051745464
2024-08-0126299.713019950566
2024-09-0126448.699016354647
2024-10-0126954.27434249509
2024-11-0128226.763537408387
2024-12-0129489.482115987266
2025-01-0131076.81288347363
2025-02-0127664.243837943894
2025-03-0126129.830881190643
2025-04-0124062.361149586803
2025-05-0124876.394706183382
2025-06-0126501.478473633808
2025-07-0125226.516409514774
2025-08-0125339.290377183323
2025-09-0124319.254888727246
2025-10-0124451.331548626786
2025-11-0125351.48138382715
2025-12-0126748.43938894209
2026-01-0124689.69546655488
2026-02-0120944.033324417225
2026-03-0119555.823392293107
2026-04-0121913.27719257624
Annual Return Matrix
YearAnnual Return
20170.33052757511486197
20180.05626130026522924
2019-0.0066234213021727495
20200.5777436911442684
20210.856202371942612
2022-0.44549599801262796
20230.2029556117793785
20240.283657086339242
2025-0.0929498428037554
2026-0.18076427286313856
Total Factor Risk
0.4004521752238472
VTI.US Exposure
0.7049568832229173
VEA.US Exposure
0.05687144876743091
VWO.US Exposure
-0.028330023742166203
QQQ.US Exposure
-0.10165626768806112
VTV.US Exposure
-0.02638736132087339
IJR.US Exposure
0.021033607818178743
QUAL.US Exposure
-0.03130586105868772
SHV.US Exposure
0.13438506059419586
TLT.US Exposure
-0.005249941090541973
LQD.US Exposure
0.04049858860902709
HYG.US Exposure
-0.013043996214755474
GLD.US Exposure
-0.0010506432189375926
USO.US Exposure
0.0022708013144934797
VNQ.US Exposure
0.037892715379846995
BTC-USD.CC Exposure
-0.0060453090557329395
CPER.US Exposure
0.027486492357207137
VIX.INDX Exposure
-0.006009614723594338
UUP.US Exposure
-0.0018249015119528589
TIP.US Exposure
-0.00011154569680606396
Idiosyncratic Exposure
0.19561986725881225
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.1T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-10.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
20.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Wipro Limited a high-risk investment?

Wipro Limited (WIPRO.NSE) has an annualized volatility of 40.0% and experienced a maximum drawdown of 48.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of WIPRO.NSE?

Over the past 10 years, WIPRO.NSE has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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