MSFT vs. WDAY
Compare and contrast key facts about Microsoft Corporation (MSFT) and Workday, Inc. (WDAY).
Performance
MSFT vs. WDAY - Performance Comparison
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MSFT vs. WDAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -22.60% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
WDAY Workday, Inc. | -38.42% | -16.76% | -6.53% | 64.98% | -38.75% | 14.01% | 45.70% | 2.99% | 56.95% | 53.94% |
Fundamentals
MSFT:
$2.79T
WDAY:
$34.84B
MSFT:
$15.98
WDAY:
$2.58
MSFT:
23.37
WDAY:
51.22
MSFT:
1.63
WDAY:
0.04
MSFT:
9.12
WDAY:
3.71
MSFT:
7.13
WDAY:
4.46
MSFT:
$305.45B
WDAY:
$9.57B
MSFT:
$209.50B
WDAY:
$8.41B
MSFT:
$191.39B
WDAY:
$673.00M
Returns By Period
In the year-to-date period, MSFT achieves a -22.60% return, which is significantly higher than WDAY's -38.42% return. Over the past 10 years, MSFT has outperformed WDAY with an annualized return of 22.58%, while WDAY has yielded a comparatively lower 5.30% annualized return.
MSFT
- 1D
- 1.11%
- 1M
- -7.83%
- YTD
- -22.60%
- 6M
- -27.51%
- 1Y
- 0.86%
- 3Y*
- 10.00%
- 5Y*
- 9.94%
- 10Y*
- 22.58%
WDAY
- 1D
- 2.49%
- 1M
- -7.54%
- YTD
- -38.42%
- 6M
- -44.07%
- 1Y
- -42.08%
- 3Y*
- -13.50%
- 5Y*
- -12.30%
- 10Y*
- 5.30%
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Return for Risk
MSFT vs. WDAY — Risk / Return Rank
MSFT
WDAY
MSFT vs. WDAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
| MSFT | WDAY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | -1.12 | +1.07 |
Sortino ratioReturn per unit of downside risk | 0.11 | -1.63 | +1.73 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.79 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.80 | +0.75 |
Martin ratioReturn relative to average drawdown | -0.12 | -1.73 | +1.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | WDAY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | -1.12 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.33 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.14 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.20 | +0.54 |
Correlation
The correlation between MSFT and WDAY is 0.49, 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
MSFT vs. WDAY - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.93%, while WDAY has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.93% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
WDAY Workday, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSFT vs. WDAY - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than WDAY's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for MSFT and WDAY.
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Drawdown Indicators
| MSFT | WDAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -59.58% | -9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -54.80% | +20.89% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -59.58% | +22.43% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -59.58% | +22.43% |
Current DrawdownCurrent decline from peak | -30.82% | -56.95% | +26.13% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -20.42% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.76% | 25.25% | -12.49% |
Volatility
MSFT vs. WDAY - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 6.38%, while Workday, Inc. (WDAY) has a volatility of 11.59%. This indicates that MSFT 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.
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Volatility by Period
| MSFT | WDAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 11.59% | -5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 28.78% | -9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.40% | 39.07% | -12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.16% | 37.23% | -11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.88% | 38.03% | -11.15% |
Financials
MSFT vs. WDAY - Financials Comparison
This section allows you to compare key financial metrics between Microsoft 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