CTSH vs. WDAY
Compare and contrast key facts about Cognizant Technology Solutions Corporation (CTSH) and Workday, Inc. (WDAY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTSH or WDAY.
Key characteristics
| CTSH | WDAY | |
|---|---|---|
| YTD Return | 9.03% | -6.55% |
| 1Y Return | 26.21% | 15.89% |
| 3Y Return (Ann) | 2.11% | -4.14% |
| 5Y Return (Ann) | 6.88% | 9.72% |
| 10Y Return (Ann) | 5.32% | 10.51% |
| Sharpe Ratio | 1.28 | 0.52 |
| Sortino Ratio | 1.93 | 0.93 |
| Omega Ratio | 1.22 | 1.14 |
| Calmar Ratio | 0.89 | 0.51 |
| Martin Ratio | 2.97 | 0.90 |
| Ulcer Index | 8.68% | 18.29% |
| Daily Std Dev | 20.04% | 32.02% |
| Max Drawdown | -71.38% | -57.65% |
| Current Drawdown | -8.90% | -16.02% |
Fundamentals
| CTSH | WDAY | |
|---|---|---|
| Market Cap | $39.37B | $63.93B |
| EPS | $4.76 | $6.04 |
| PE Ratio | 16.68 | 41.69 |
| PEG Ratio | 1.25 | 2.29 |
| Total Revenue (TTM) | $19.41B | $5.98B |
| Gross Profit (TTM) | $6.55B | $4.52B |
| EBITDA (TTM) | $3.43B | $461.22M |
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.
Performance
CTSH vs. WDAY - Performance Comparison
In the year-to-date period, CTSH achieves a 9.03% return, which is significantly higher than WDAY's -6.55% return. Over the past 10 years, CTSH has underperformed WDAY with an annualized return of 5.32%, while WDAY has yielded a comparatively higher 10.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
CTSH vs. WDAY - Dividend Comparison
CTSH's dividend yield for the trailing twelve months is around 1.46%, while WDAY has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
CTSH Cognizant Technology Solutions Corporation | 1.46% | 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% |
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.
Volatility
CTSH vs. WDAY - Volatility Comparison
Cognizant Technology Solutions Corporation (CTSH) and Workday, Inc. (WDAY) have volatilities of 7.71% and 7.82%, 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.
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.
Total Revenue: Total amount of money received from sales and other business activities