IT vs. WDAY
Compare and contrast key facts about Gartner, Inc. (IT) and Workday, Inc. (WDAY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IT or WDAY.
Performance
IT vs. WDAY - Performance Comparison
Returns By Period
In the year-to-date period, IT achieves a 15.22% return, which is significantly higher than WDAY's -2.89% return. Over the past 10 years, IT has outperformed WDAY with an annualized return of 19.94%, while WDAY has yielded a comparatively lower 11.25% annualized return.
IT
15.22%
-0.21%
18.39%
21.35%
27.10%
19.94%
WDAY
-2.89%
8.64%
2.75%
14.43%
9.20%
11.25%
Fundamentals
IT | WDAY | |
---|---|---|
Market Cap | $39.96B | $68.75B |
EPS | $13.56 | $5.80 |
PE Ratio | 38.20 | 44.73 |
PEG Ratio | 1.99 | 2.47 |
Total Revenue (TTM) | $6.14B | $5.98B |
Gross Profit (TTM) | $4.11B | $4.52B |
EBITDA (TTM) | $1.62B | $567.38M |
Key characteristics
IT | WDAY | |
---|---|---|
Sharpe Ratio | 0.95 | 0.41 |
Sortino Ratio | 1.36 | 0.79 |
Omega Ratio | 1.18 | 1.12 |
Calmar Ratio | 1.46 | 0.41 |
Martin Ratio | 4.08 | 0.72 |
Ulcer Index | 5.24% | 18.50% |
Daily Std Dev | 22.55% | 32.54% |
Max Drawdown | -85.09% | -57.65% |
Current Drawdown | -5.80% | -12.74% |
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Correlation
The correlation between IT 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.
Risk-Adjusted Performance
IT vs. WDAY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gartner, Inc. (IT) 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
IT vs. WDAY - Dividend Comparison
Neither IT nor WDAY has paid dividends to shareholders.
Drawdowns
IT vs. WDAY - Drawdown Comparison
The maximum IT drawdown since its inception was -85.09%, which is greater than WDAY's maximum drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for IT and WDAY. For additional features, visit the drawdowns tool.
Volatility
IT vs. WDAY - Volatility Comparison
The current volatility for Gartner, Inc. (IT) is 7.29%, while Workday, Inc. (WDAY) has a volatility of 9.40%. This indicates that IT 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.
Financials
IT vs. WDAY - Financials Comparison
This section allows you to compare key financial metrics between Gartner, 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.
Total Revenue: Total amount of money received from sales and other business activities