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

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.


-0.50.00.51.0
Correlation: 0.4

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.

400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
719.59%
345.96%
IT
WDAY

Key characteristics

Sharpe Ratio

IT:

-0.76

WDAY:

-0.56

Sortino Ratio

IT:

-0.92

WDAY:

-0.61

Omega Ratio

IT:

0.88

WDAY:

0.92

Calmar Ratio

IT:

-0.62

WDAY:

-0.59

Martin Ratio

IT:

-2.18

WDAY:

-1.62

Ulcer Index

IT:

8.62%

WDAY:

11.90%

Daily Std Dev

IT:

24.63%

WDAY:

34.58%

Max Drawdown

IT:

-85.09%

WDAY:

-57.65%

Current Drawdown

IT:

-30.55%

WDAY:

-29.32%

Fundamentals

Market Cap

IT:

$29.44B

WDAY:

$57.76B

EPS

IT:

$16.00

WDAY:

$1.94

PE Ratio

IT:

23.95

WDAY:

111.93

PEG Ratio

IT:

1.99

WDAY:

0.99

Total Revenue (TTM)

IT:

$4.79B

WDAY:

$8.44B

Gross Profit (TTM)

IT:

$3.18B

WDAY:

$6.77B

EBITDA (TTM)

IT:

$1.42B

WDAY:

$584.00M

Returns By Period

In the year-to-date period, IT achieves a -20.89% return, which is significantly lower than WDAY's -15.85% return. Over the past 10 years, IT has outperformed WDAY with an annualized return of 16.47%, while WDAY has yielded a comparatively lower 9.54% annualized return.


IT

YTD

-20.89%

1M

-21.83%

6M

-25.40%

1Y

-17.47%

5Y*

33.17%

10Y*

16.47%

WDAY

YTD

-15.85%

1M

-16.36%

6M

-10.40%

1Y

-19.30%

5Y*

13.38%

10Y*

9.54%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IT vs. WDAY — Risk-Adjusted Performance Rank

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

IT
The Risk-Adjusted Performance Rank of IT is 1414
Overall Rank
The Sharpe Ratio Rank of IT is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of IT is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IT is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IT is 11
Martin Ratio Rank

WDAY
The Risk-Adjusted Performance Rank of WDAY is 2020
Overall Rank
The Sharpe Ratio Rank of WDAY is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 2525
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 1818
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 99
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.

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.


Sharpe ratio
The chart of Sharpe ratio for IT, currently valued at -0.76, compared to the broader market-2.00-1.000.001.002.00
IT: -0.76
WDAY: -0.56
The chart of Sortino ratio for IT, currently valued at -0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
IT: -0.92
WDAY: -0.61
The chart of Omega ratio for IT, currently valued at 0.88, compared to the broader market0.501.001.502.00
IT: 0.88
WDAY: 0.92
The chart of Calmar ratio for IT, currently valued at -0.62, compared to the broader market0.001.002.003.004.00
IT: -0.62
WDAY: -0.59
The chart of Martin ratio for IT, currently valued at -2.18, compared to the broader market-10.000.0010.0020.00
IT: -2.18
WDAY: -1.62

The current IT Sharpe Ratio is -0.76, which is lower than the WDAY Sharpe Ratio of -0.56. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.76
-0.56
IT
WDAY

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 -85.09%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.55%
-29.32%
IT
WDAY

Volatility

IT vs. WDAY - Volatility Comparison

Gartner, Inc. (IT) has a higher volatility of 11.38% compared to Workday, Inc. (WDAY) at 8.99%. This indicates that IT's price experiences larger fluctuations and is considered to be riskier 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%NovemberDecember2025FebruaryMarchApril
11.38%
8.99%
IT
WDAY

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.


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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