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ADP vs. WDAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ADP vs. WDAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Automatic Data Processing, Inc. (ADP) and Workday, Inc. (WDAY). The values are adjusted to include any dividend payments, if applicable.

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ADP vs. WDAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADP
Automatic Data Processing, Inc.
-20.36%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%
WDAY
Workday, Inc.
-39.51%-16.76%-6.53%64.98%-38.75%14.01%45.70%2.99%56.95%53.94%

Fundamentals

Market Cap

ADP:

$82.23B

WDAY:

$34.22B

EPS

ADP:

$10.42

WDAY:

$2.58

PE Ratio

ADP:

19.50

WDAY:

50.32

PEG Ratio

ADP:

1.47

WDAY:

0.04

PS Ratio

ADP:

3.89

WDAY:

3.64

PB Ratio

ADP:

12.86

WDAY:

4.38

Total Revenue (TTM)

ADP:

$21.21B

WDAY:

$9.57B

Gross Profit (TTM)

ADP:

$10.26B

WDAY:

$8.41B

EBITDA (TTM)

ADP:

$6.46B

WDAY:

$673.00M

Returns By Period

In the year-to-date period, ADP achieves a -20.36% return, which is significantly higher than WDAY's -39.51% return. Over the past 10 years, ADP has outperformed WDAY with an annualized return of 10.83%, while WDAY has yielded a comparatively lower 5.15% annualized return.


ADP

1D
-1.11%
1M
-4.43%
YTD
-20.36%
6M
-29.75%
1Y
-31.83%
3Y*
-0.75%
5Y*
3.61%
10Y*
10.83%

WDAY

1D
0.89%
1M
-2.87%
YTD
-39.51%
6M
-46.03%
1Y
-44.37%
3Y*
-14.32%
5Y*
-12.61%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ADP vs. WDAY — Risk / Return Rank

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

ADP
ADP Risk / Return Rank: 44
Overall Rank
ADP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 22
Sortino Ratio Rank
ADP Omega Ratio Rank: 33
Omega Ratio Rank
ADP Calmar Ratio Rank: 1111
Calmar Ratio Rank
ADP Martin Ratio Rank: 55
Martin Ratio Rank

WDAY
WDAY Risk / Return Rank: 55
Overall Rank
WDAY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WDAY Sortino Ratio Rank: 44
Sortino Ratio Rank
WDAY Omega Ratio Rank: 55
Omega Ratio Rank
WDAY Calmar Ratio Rank: 1212
Calmar Ratio Rank
WDAY Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADP vs. WDAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and Workday, Inc. (WDAY). 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.


ADPWDAYDifference

Sharpe ratio

Return per unit of total volatility

-1.42

-1.14

-0.28

Sortino ratio

Return per unit of downside risk

-1.98

-1.66

-0.32

Omega ratio

Gain probability vs. loss probability

0.75

0.79

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.83

-0.83

0.00

Martin ratio

Return relative to average drawdown

-1.75

-1.83

+0.09

ADP vs. WDAY - Sharpe Ratio Comparison

The current ADP Sharpe Ratio is -1.42, which is comparable to the WDAY Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of ADP and WDAY, 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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Sharpe Ratios by Period


ADPWDAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.42

-1.14

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.34

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.14

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.20

+0.33

Correlation

The correlation between ADP and WDAY is 0.40, 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.


Dividends

ADP vs. WDAY - Dividend Comparison

ADP's dividend yield for the trailing twelve months is around 3.19%, while WDAY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ADP
Automatic Data Processing, Inc.
3.19%2.46%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%
WDAY
Workday, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADP vs. WDAY - Drawdown Comparison

The maximum ADP drawdown since its inception was -59.51%, roughly equal to the maximum WDAY drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for ADP and WDAY.


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Drawdown Indicators


ADPWDAYDifference

Max Drawdown

Largest peak-to-trough decline

-59.51%

-59.58%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-36.87%

-54.80%

+17.93%

Max Drawdown (5Y)

Largest decline over 5 years

-36.87%

-59.58%

+22.71%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

-59.58%

+20.13%

Current Drawdown

Current decline from peak

-36.27%

-57.71%

+21.44%

Average Drawdown

Average peak-to-trough decline

-12.50%

-20.40%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.59%

24.81%

-7.22%

Volatility

ADP vs. WDAY - Volatility Comparison

The current volatility for Automatic Data Processing, Inc. (ADP) is 7.22%, while Workday, Inc. (WDAY) has a volatility of 13.44%. This indicates that ADP experiences smaller price fluctuations and is considered to be less risky than WDAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADPWDAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

13.44%

-6.22%

Volatility (6M)

Calculated over the trailing 6-month period

16.74%

28.89%

-12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

39.02%

-16.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

37.24%

-15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.11%

38.04%

-13.93%

Financials

ADP vs. WDAY - Financials Comparison

This section allows you to compare key financial metrics between Automatic Data Processing, Inc. and Workday, 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


1.00B2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.36B
2.55B
(ADP) Total Revenue
(WDAY) Total Revenue
Values in USD except per share items