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

Correlation

The correlation between CRM and WDAY is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CRM vs. WDAY - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
595.67%
386.49%
CRM
WDAY

Key characteristics

Sharpe Ratio

CRM:

-0.07

WDAY:

-0.18

Sortino Ratio

CRM:

0.17

WDAY:

0.00

Omega Ratio

CRM:

1.03

WDAY:

1.00

Calmar Ratio

CRM:

-0.08

WDAY:

-0.20

Martin Ratio

CRM:

-0.20

WDAY:

-0.59

Ulcer Index

CRM:

13.91%

WDAY:

11.11%

Daily Std Dev

CRM:

38.75%

WDAY:

37.09%

Max Drawdown

CRM:

-70.50%

WDAY:

-57.65%

Current Drawdown

CRM:

-27.85%

WDAY:

-22.90%

Fundamentals

Market Cap

CRM:

$240.71B

WDAY:

$58.78B

EPS

CRM:

$6.36

WDAY:

$1.98

PE Ratio

CRM:

39.38

WDAY:

113.57

PEG Ratio

CRM:

1.13

WDAY:

0.95

PS Ratio

CRM:

6.35

WDAY:

6.96

PB Ratio

CRM:

3.93

WDAY:

6.51

Total Revenue (TTM)

CRM:

$37.90B

WDAY:

$8.44B

Gross Profit (TTM)

CRM:

$29.25B

WDAY:

$6.77B

EBITDA (TTM)

CRM:

$8.10B

WDAY:

$584.00M

Returns By Period

In the year-to-date period, CRM achieves a -20.70% return, which is significantly lower than WDAY's -8.20% return. Over the past 10 years, CRM has outperformed WDAY with an annualized return of 14.70%, while WDAY has yielded a comparatively lower 10.46% annualized return.


CRM

YTD

-20.70%

1M

-8.14%

6M

-7.44%

1Y

-3.60%

5Y*

11.64%

10Y*

14.70%

WDAY

YTD

-8.20%

1M

-6.31%

6M

0.02%

1Y

-7.38%

5Y*

10.35%

10Y*

10.46%

*Annualized

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Risk-Adjusted Performance

CRM vs. WDAY — Risk-Adjusted Performance Rank

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

CRM
The Risk-Adjusted Performance Rank of CRM is 4646
Overall Rank
The Sharpe Ratio Rank of CRM is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 4242
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 4848
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 4848
Martin Ratio Rank

WDAY
The Risk-Adjusted Performance Rank of WDAY is 4040
Overall Rank
The Sharpe Ratio Rank of WDAY is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 3737
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 4040
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRM vs. WDAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) 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.


The chart of Sharpe ratio for CRM, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00
CRM: -0.07
WDAY: -0.18
The chart of Sortino ratio for CRM, currently valued at 0.17, compared to the broader market-6.00-4.00-2.000.002.004.00
CRM: 0.17
WDAY: 0.00
The chart of Omega ratio for CRM, currently valued at 1.03, compared to the broader market0.501.001.502.00
CRM: 1.03
WDAY: 1.00
The chart of Calmar ratio for CRM, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00
CRM: -0.08
WDAY: -0.20
The chart of Martin ratio for CRM, currently valued at -0.20, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CRM: -0.20
WDAY: -0.59

The current CRM Sharpe Ratio is -0.07, which is higher than the WDAY Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of CRM 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.18
CRM
WDAY

Dividends

CRM vs. WDAY - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.61%, while WDAY has not paid dividends to shareholders.


TTM2024
CRM
salesforce.com, inc.
0.61%0.48%
WDAY
Workday, Inc.
0.00%0.00%

Drawdowns

CRM vs. WDAY - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, which is greater than WDAY's maximum drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for CRM and WDAY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.85%
-22.90%
CRM
WDAY

Volatility

CRM vs. WDAY - Volatility Comparison

salesforce.com, inc. (CRM) and Workday, Inc. (WDAY) have volatilities of 16.05% and 15.45%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.05%
15.45%
CRM
WDAY

Financials

CRM vs. WDAY - Financials Comparison

This section allows you to compare key financial metrics between salesforce.com, 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