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

Correlation

The correlation between CTSH 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.


-0.50.00.51.00.4

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.41%
4.41%
CTSH
WDAY

Key characteristics

Sharpe Ratio

CTSH:

0.23

WDAY:

-0.36

Sortino Ratio

CTSH:

0.47

WDAY:

-0.30

Omega Ratio

CTSH:

1.06

WDAY:

0.96

Calmar Ratio

CTSH:

0.17

WDAY:

-0.36

Martin Ratio

CTSH:

0.53

WDAY:

-0.61

Ulcer Index

CTSH:

8.83%

WDAY:

19.26%

Daily Std Dev

CTSH:

20.17%

WDAY:

32.54%

Max Drawdown

CTSH:

-71.38%

WDAY:

-57.65%

Current Drawdown

CTSH:

-13.26%

WDAY:

-19.91%

Fundamentals

Market Cap

CTSH:

$38.26B

WDAY:

$65.44B

EPS

CTSH:

$4.52

WDAY:

$6.10

PE Ratio

CTSH:

17.07

WDAY:

40.33

PEG Ratio

CTSH:

1.28

WDAY:

2.08

Total Revenue (TTM)

CTSH:

$14.65B

WDAY:

$8.14B

Gross Profit (TTM)

CTSH:

$4.60B

WDAY:

$6.35B

EBITDA (TTM)

CTSH:

$2.62B

WDAY:

$583.38M

Returns By Period

In the year-to-date period, CTSH achieves a 0.35% return, which is significantly higher than WDAY's -4.65% return. Over the past 10 years, CTSH has underperformed WDAY with an annualized return of 4.54%, while WDAY has yielded a comparatively higher 12.15% annualized return.


CTSH

YTD

0.35%

1M

-3.61%

6M

5.41%

1Y

0.57%

5Y*

5.92%

10Y*

4.54%

WDAY

YTD

-4.65%

1M

-10.10%

6M

4.41%

1Y

-13.14%

5Y*

6.15%

10Y*

12.15%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CTSH vs. WDAY — Risk-Adjusted Performance Rank

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

CTSH
The Risk-Adjusted Performance Rank of CTSH is 5353
Overall Rank
The Sharpe Ratio Rank of CTSH is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CTSH is 4848
Sortino Ratio Rank
The Omega Ratio Rank of CTSH is 4747
Omega Ratio Rank
The Calmar Ratio Rank of CTSH is 5757
Calmar Ratio Rank
The Martin Ratio Rank of CTSH is 5656
Martin Ratio Rank

WDAY
The Risk-Adjusted Performance Rank of WDAY is 2929
Overall Rank
The Sharpe Ratio Rank of WDAY is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 2727
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 2626
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 2626
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 3636
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.

CTSH vs. WDAY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CTSH, currently valued at 0.23, compared to the broader market-2.000.002.000.23-0.36
The chart of Sortino ratio for CTSH, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.47-0.30
The chart of Omega ratio for CTSH, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.96
The chart of Calmar ratio for CTSH, currently valued at 0.17, compared to the broader market0.002.004.006.000.17-0.36
The chart of Martin ratio for CTSH, currently valued at 0.53, compared to the broader market0.0010.0020.000.53-0.61
CTSH
WDAY

The current CTSH Sharpe Ratio is 0.23, which is higher than the WDAY Sharpe Ratio of -0.36. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.23
-0.36
CTSH
WDAY

Dividends

CTSH vs. WDAY - Dividend Comparison

CTSH's dividend yield for the trailing twelve months is around 1.56%, while WDAY has not paid dividends to shareholders.


TTM20242023202220212020201920182017
CTSH
Cognizant Technology Solutions Corporation
1.56%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%

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 -57.65%. Use the drawdown chart below to compare losses from any high point for CTSH and WDAY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-13.26%
-19.91%
CTSH
WDAY

Volatility

CTSH vs. WDAY - Volatility Comparison

The current volatility for Cognizant Technology Solutions Corporation (CTSH) is 5.85%, while Workday, Inc. (WDAY) has a volatility of 7.37%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.85%
7.37%
CTSH
WDAY

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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