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ADP vs. WDAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ADPWDAY
YTD Return4.43%-11.35%
1Y Return11.89%31.34%
3Y Return (Ann)11.22%-0.31%
5Y Return (Ann)11.17%4.27%
10Y Return (Ann)16.07%12.47%
Sharpe Ratio0.671.06
Daily Std Dev18.48%29.62%
Max Drawdown-59.47%-57.65%
Current Drawdown-7.36%-20.34%

Fundamentals


ADPWDAY
Market Cap$99.85B$66.32B
EPS$8.58$5.22
PE Ratio28.3348.09
PEG Ratio2.692.26
Revenue (TTM)$18.59B$7.26B
Gross Profit (TTM)$8.51B$4.50B
EBITDA (TTM)$5.31B$465.00M

Correlation

-0.50.00.51.00.4

The correlation between ADP and WDAY is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ADP vs. WDAY - Performance Comparison

In the year-to-date period, ADP achieves a 4.43% return, which is significantly higher than WDAY's -11.35% return. Over the past 10 years, ADP has outperformed WDAY with an annualized return of 16.07%, while WDAY has yielded a comparatively lower 12.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%December2024FebruaryMarchApril
511.78%
402.63%
ADP
WDAY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Automatic Data Processing, Inc.

Workday, Inc.

Risk-Adjusted Performance

ADP vs. WDAY - Risk-Adjusted Performance 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.


ADP
Sharpe ratio
The chart of Sharpe ratio for ADP, currently valued at 0.67, compared to the broader market-2.00-1.000.001.002.003.000.67
Sortino ratio
The chart of Sortino ratio for ADP, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.006.000.99
Omega ratio
The chart of Omega ratio for ADP, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for ADP, currently valued at 0.57, compared to the broader market0.002.004.006.000.57
Martin ratio
The chart of Martin ratio for ADP, currently valued at 2.29, compared to the broader market-10.000.0010.0020.0030.002.29
WDAY
Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at 1.06, compared to the broader market-2.00-1.000.001.002.003.001.06
Sortino ratio
The chart of Sortino ratio for WDAY, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.006.001.65
Omega ratio
The chart of Omega ratio for WDAY, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for WDAY, currently valued at 0.77, compared to the broader market0.002.004.006.000.77
Martin ratio
The chart of Martin ratio for WDAY, currently valued at 3.81, compared to the broader market-10.000.0010.0020.0030.003.81

ADP vs. WDAY - Sharpe Ratio Comparison

The current ADP Sharpe Ratio is 0.67, which is lower than the WDAY Sharpe Ratio of 1.06. The chart below compares the 12-month rolling Sharpe Ratio of ADP and WDAY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchApril
0.67
1.06
ADP
WDAY

Dividends

ADP vs. WDAY - Dividend Comparison

ADP's dividend yield for the trailing twelve months is around 2.19%, while WDAY has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ADP
Automatic Data Processing, Inc.
2.19%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
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 -59.47%, roughly equal to the maximum WDAY drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for ADP and WDAY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-7.36%
-20.34%
ADP
WDAY

Volatility

ADP vs. WDAY - Volatility Comparison

Automatic Data Processing, Inc. (ADP) and Workday, Inc. (WDAY) have volatilities of 4.17% and 4.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchApril
4.17%
4.01%
ADP
WDAY

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



Values in USD except per share items