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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.39%
21.35%
IT
WDAY

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

YTD

15.22%

1M

-0.21%

6M

18.39%

1Y

21.35%

5Y (annualized)

27.10%

10Y (annualized)

19.94%

WDAY

YTD

-2.89%

1M

8.64%

6M

2.75%

1Y

14.43%

5Y (annualized)

9.20%

10Y (annualized)

11.25%

Fundamentals


ITWDAY
Market Cap$39.96B$68.75B
EPS$13.56$5.80
PE Ratio38.2044.73
PEG Ratio1.992.47
Total Revenue (TTM)$6.14B$5.98B
Gross Profit (TTM)$4.11B$4.52B
EBITDA (TTM)$1.62B$567.38M

Key characteristics


ITWDAY
Sharpe Ratio0.950.41
Sortino Ratio1.360.79
Omega Ratio1.181.12
Calmar Ratio1.460.41
Martin Ratio4.080.72
Ulcer Index5.24%18.50%
Daily Std Dev22.55%32.54%
Max Drawdown-85.09%-57.65%
Current Drawdown-5.80%-12.74%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for IT, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.950.44
The chart of Sortino ratio for IT, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.360.84
The chart of Omega ratio for IT, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.13
The chart of Calmar ratio for IT, currently valued at 1.46, compared to the broader market0.002.004.006.001.460.44
The chart of Martin ratio for IT, currently valued at 4.08, compared to the broader market0.0010.0020.0030.004.080.78
IT
WDAY

The current IT Sharpe Ratio is 0.95, which is higher than the WDAY Sharpe Ratio of 0.41. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.95
0.44
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%JuneJulyAugustSeptemberOctoberNovember
-5.80%
-12.74%
IT
WDAY

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.29%
9.40%
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