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

Performance

CTSH vs. WDAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cognizant Technology Solutions Corporation (CTSH) and Workday, Inc. (WDAY). The values are adjusted to include any dividend payments, if applicable.

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CTSH vs. WDAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTSH
Cognizant Technology Solutions Corporation
-25.71%9.68%3.46%34.38%-34.54%9.64%33.93%-1.07%-9.66%27.57%
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

CTSH:

$29.57B

WDAY:

$34.22B

EPS

CTSH:

$4.58

WDAY:

$2.58

PE Ratio

CTSH:

13.40

WDAY:

50.32

PEG Ratio

CTSH:

4.33

WDAY:

0.04

PS Ratio

CTSH:

1.42

WDAY:

3.64

PB Ratio

CTSH:

1.97

WDAY:

4.38

Total Revenue (TTM)

CTSH:

$21.11B

WDAY:

$9.57B

Gross Profit (TTM)

CTSH:

$7.12B

WDAY:

$8.41B

EBITDA (TTM)

CTSH:

$4.17B

WDAY:

$673.00M

Returns By Period

In the year-to-date period, CTSH achieves a -25.71% return, which is significantly higher than WDAY's -39.51% return. Over the past 10 years, CTSH has underperformed WDAY with an annualized return of 0.98%, while WDAY has yielded a comparatively higher 5.15% annualized return.


CTSH

1D
0.47%
1M
-4.78%
YTD
-25.71%
6M
-7.66%
1Y
-18.37%
3Y*
1.92%
5Y*
-3.38%
10Y*
0.98%

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

CTSH vs. WDAY — Risk / Return Rank

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

CTSH
CTSH Risk / Return Rank: 1818
Overall Rank
CTSH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTSH Sortino Ratio Rank: 1717
Sortino Ratio Rank
CTSH Omega Ratio Rank: 1717
Omega Ratio Rank
CTSH Calmar Ratio Rank: 2323
Calmar Ratio Rank
CTSH Martin Ratio Rank: 1616
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.

CTSH vs. WDAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cognizant Technology Solutions Corporation (CTSH) 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.


CTSHWDAYDifference

Sharpe ratio

Return per unit of total volatility

-0.59

-1.14

+0.55

Sortino ratio

Return per unit of downside risk

-0.65

-1.66

+1.01

Omega ratio

Gain probability vs. loss probability

0.91

0.79

+0.13

Calmar ratio

Return relative to maximum drawdown

-0.58

-0.83

+0.25

Martin ratio

Return relative to average drawdown

-1.33

-1.83

+0.51

CTSH vs. WDAY - Sharpe Ratio Comparison

The current CTSH Sharpe Ratio is -0.59, which is higher than the WDAY Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of CTSH 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


CTSHWDAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

-1.14

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.34

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.14

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.20

+0.31

Correlation

The correlation between CTSH and WDAY is 0.42, 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.


Dividends

CTSH vs. WDAY - Dividend Comparison

CTSH's dividend yield for the trailing twelve months is around 2.05%, while WDAY has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
CTSH
Cognizant Technology Solutions Corporation
2.05%1.49%1.56%1.54%1.89%1.08%1.07%1.29%1.26%0.63%
WDAY
Workday, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CTSH vs. WDAY - Drawdown Comparison

The maximum CTSH drawdown since its inception was -71.38%, which is greater than WDAY's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for CTSH and WDAY.


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Drawdown Indicators


CTSHWDAYDifference

Max Drawdown

Largest peak-to-trough decline

-71.38%

-59.58%

-11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-30.76%

-54.80%

+24.04%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-59.58%

+15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-49.77%

-59.58%

+9.81%

Current Drawdown

Current decline from peak

-30.92%

-57.71%

+26.79%

Average Drawdown

Average peak-to-trough decline

-17.63%

-20.40%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.34%

24.81%

-11.47%

Volatility

CTSH vs. WDAY - Volatility Comparison

The current volatility for Cognizant Technology Solutions Corporation (CTSH) is 7.38%, while Workday, Inc. (WDAY) has a volatility of 13.44%. This indicates that CTSH 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


CTSHWDAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

13.44%

-6.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.96%

28.89%

-4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

31.25%

39.02%

-7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.63%

37.24%

-10.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

38.04%

-9.70%

Financials

CTSH vs. WDAY - Financials Comparison

This section allows you to compare key financial metrics between Cognizant Technology Solutions Corporation 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


1.00B2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.33B
2.55B
(CTSH) Total Revenue
(WDAY) Total Revenue
Values in USD except per share items