EPAM vs TYL: returns, Sharpe ratio and drawdown

Over the past year, EPAM returned -20.47% against -34.64% for TYL. Over five years, TYL averaged -8.15% a year, compared with -28.87% for EPAM. EPAM had the higher Sharpe ratio over the past year (-0.27 vs -0.94), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -46.93% for TYL and -65.65% for EPAM.