IT vs. WDAY

Last updated Apr 1, 2026

Compare and contrast key facts about Gartner, Inc. (IT) and Workday, Inc. (WDAY).

Performance

IT vs. WDAY - Performance Comparison

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

IT vs. WDAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IT Gartner, Inc.	-37.24%	-47.93%	7.40%	34.20%	0.54%	108.70%	3.95%	20.54%	3.81%	21.85%
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 IT : $11.42B WDAY : $34.22B
EPS IT : $9.75 WDAY : $2.58
PE Ratio IT : 16.25 WDAY : 50.32
PEG Ratio IT : 2.80 WDAY : 0.04
PS Ratio IT : 1.82 WDAY : 3.64
PB Ratio IT : 35.69 WDAY : 4.38
Total Revenue (TTM) IT : $6.50B WDAY : $9.57B
Gross Profit (TTM) IT : $4.40B WDAY : $8.41B
EBITDA (TTM) IT : $1.23B WDAY : $673.00M

Returns By Period

In the year-to-date period, IT achieves a -37.24% return, which is significantly higher than WDAY's -39.51% return. Over the past 10 years, IT has outperformed WDAY with an annualized return of 5.74%, while WDAY has yielded a comparatively lower 5.15% annualized return.

IT

• 1D: -0.50%
• 1M: 0.73%
• YTD: -37.24%
• 6M: -39.76%
• 1Y: -62.28%
• 3Y*: -21.38%
• 5Y*: -3.30%
• 10Y*: 5.74%

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)

Return for Risk

IT vs. WDAY — Risk / Return Rank

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

IT

IT Risk / Return Rank: 5
IT Sharpe Ratio Rank: 1
IT Sortino Ratio Rank: 3
IT Omega Ratio Rank: 1
IT Calmar Ratio Rank: 7
IT Martin Ratio Rank: 11

WDAY

WDAY Risk / Return Rank: 5
WDAY Sharpe Ratio Rank: 3
WDAY Sortino Ratio Rank: 4
WDAY Omega Ratio Rank: 5
WDAY Calmar Ratio Rank: 12
WDAY Martin Ratio Rank: 3

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.

IT vs. WDAY - Risk-Adjusted Trends 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.

	IT	WDAY	Difference
Sharpe ratio Return per unit of total volatility	-1.26	-1.14	-0.11
Sortino ratio Return per unit of downside risk	-1.90	-1.66	-0.24
Omega ratio Gain probability vs. loss probability	0.69	0.79	-0.10
Calmar ratio Return relative to maximum drawdown	-0.92	-0.83	-0.09
Martin ratio Return relative to average drawdown	-1.47	-1.83	+0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IT vs. WDAY - Sharpe Ratio Comparison

The current IT Sharpe Ratio is -1.26, which is comparable to the WDAY Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of IT 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.

Sharpe Ratios by Period

	IT	WDAY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.26	-1.14	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	-0.34	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.14	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.20	+0.11

Correlation

The correlation between IT and WDAY is 0.43, 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

IT vs. WDAY - Dividend Comparison

Neither IT nor WDAY has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IT vs. WDAY - Drawdown Comparison

The maximum IT drawdown since its inception was -85.07%, which is greater than WDAY's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for IT and WDAY.

Drawdown Indicators

	IT	WDAY	Difference
Max Drawdown Largest peak-to-trough decline	-85.07%	-59.58%	-25.49%
Max Drawdown (1Y) Largest decline over 1 year	-67.75%	-54.80%	-12.95%
Max Drawdown (5Y) Largest decline over 5 years	-73.73%	-59.58%	-14.15%
Max Drawdown (10Y) Largest decline over 10 years	-73.73%	-59.58%	-14.15%
Current Drawdown Current decline from peak	-71.30%	-57.71%	-13.59%
Average Drawdown Average peak-to-trough decline	-30.32%	-20.40%	-9.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.16%	24.81%	+17.35%

Volatility

IT vs. WDAY - Volatility Comparison

Gartner, Inc. (IT) and Workday, Inc. (WDAY) have volatilities of 12.91% and 13.44%, 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.

Volatility by Period

	IT	WDAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.91%	13.44%	-0.53%
Volatility (6M) Calculated over the trailing 6-month period	36.94%	28.89%	+8.05%
Volatility (1Y) Calculated over the trailing 1-year period	49.72%	39.02%	+10.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.23%	37.24%	-3.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.45%	38.04%	-5.59%

Financials