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PD vs. MNDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PD and MNDY is 0.57, 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.


Performance

PD vs. MNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PagerDuty, Inc. (PD) and monday.com Ltd. (MNDY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PD:

-0.56

MNDY:

0.58

Sortino Ratio

PD:

-0.66

MNDY:

1.08

Omega Ratio

PD:

0.92

MNDY:

1.14

Calmar Ratio

PD:

-0.35

MNDY:

0.49

Martin Ratio

PD:

-1.31

MNDY:

1.74

Ulcer Index

PD:

20.19%

MNDY:

15.30%

Daily Std Dev

PD:

44.20%

MNDY:

60.35%

Max Drawdown

PD:

-77.57%

MNDY:

-82.81%

Current Drawdown

PD:

-75.07%

MNDY:

-31.62%

Fundamentals

Market Cap

PD:

$1.32B

MNDY:

$15.44B

EPS

PD:

-$0.40

MNDY:

$1.00

PS Ratio

PD:

2.77

MNDY:

14.88

PB Ratio

PD:

9.05

MNDY:

14.02

Total Revenue (TTM)

PD:

$356.33M

MNDY:

$1.04B

Gross Profit (TTM)

PD:

$296.01M

MNDY:

$928.29M

EBITDA (TTM)

PD:

-$3.52M

MNDY:

$6.36M

Returns By Period

In the year-to-date period, PD achieves a -21.69% return, which is significantly lower than MNDY's 29.15% return.


PD

YTD

-21.69%

1M

-7.56%

6M

-33.95%

1Y

-24.62%

3Y*

-18.09%

5Y*

-12.77%

10Y*

N/A

MNDY

YTD

29.15%

1M

8.94%

6M

10.70%

1Y

34.60%

3Y*

37.85%

5Y*

N/A

10Y*

N/A

*Annualized

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PagerDuty, Inc.

monday.com Ltd.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PD vs. MNDY — Risk-Adjusted Performance Rank

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

PD
The Risk-Adjusted Performance Rank of PD is 1919
Overall Rank
The Sharpe Ratio Rank of PD is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of PD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PD is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PD is 1212
Martin Ratio Rank

MNDY
The Risk-Adjusted Performance Rank of MNDY is 6969
Overall Rank
The Sharpe Ratio Rank of MNDY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MNDY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MNDY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MNDY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of MNDY is 7070
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.

PD vs. MNDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PagerDuty, Inc. (PD) and monday.com Ltd. (MNDY). 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.


The current PD Sharpe Ratio is -0.56, which is lower than the MNDY Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PD and MNDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PD vs. MNDY - Dividend Comparison

Neither PD nor MNDY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PD vs. MNDY - Drawdown Comparison

The maximum PD drawdown since its inception was -77.57%, smaller than the maximum MNDY drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for PD and MNDY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PD vs. MNDY - Volatility Comparison

PagerDuty, Inc. (PD) has a higher volatility of 15.50% compared to monday.com Ltd. (MNDY) at 8.89%. This indicates that PD's price experiences larger fluctuations and is considered to be riskier than MNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PD vs. MNDY - Financials Comparison

This section allows you to compare key financial metrics between PagerDuty, Inc. and monday.com Ltd.. 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


50.00M100.00M150.00M200.00M250.00M300.00M20212022202320242025
121.45M
282.25M
(PD) Total Revenue
(MNDY) Total Revenue
Values in USD except per share items