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USD=X vs. WDAY
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. WDAY - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

WDAY

1D
0.21%
1M
12.27%
YTD
-39.10%
6M
-41.73%
1Y
-47.82%
3Y*
-15.14%
5Y*
-10.68%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. WDAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WDAY
Workday, Inc.
-39.10%-16.76%-6.53%64.98%-38.75%14.01%45.70%2.99%56.95%53.94%

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Return for Risk

USD=X vs. WDAY — Risk / Return Rank

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


WDAY
WDAY Risk / Return Rank: 55
Overall Rank
WDAY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WDAY Sortino Ratio Rank: 44
Sortino Ratio Rank
WDAY Omega Ratio Rank: 66
Omega Ratio Rank
WDAY Calmar Ratio Rank: 88
Calmar Ratio Rank
WDAY Martin Ratio Rank: 44
Martin Ratio Rank
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.

USD=X vs. WDAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USD=XWDAYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.80

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.64

USD=X vs. WDAY - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. WDAY - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum WDAY drawdown of -63.38%. Use the drawdown chart below to compare losses from any high point for USD=X and WDAY.


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Drawdown Indicators


USD=XWDAYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-63.38%

+63.38%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-54.58%

+54.58%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-63.38%

+63.38%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-63.38%

+63.38%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-63.38%

+63.38%

Current Drawdown

Current decline from peak

0.00%

-57.42%

+57.42%

Average Drawdown

Average peak-to-trough decline

0.00%

-20.96%

+20.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

29.79%

-29.79%

Volatility

USD=X vs. WDAY - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Workday, Inc. (WDAY) has a volatility of 19.79%. This indicates that USD=X 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


USD=XWDAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

19.79%

-19.79%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

37.67%

-37.67%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

43.77%

-43.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

39.00%

-39.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

38.93%

-38.93%

Frequently Asked Questions


WDAY has higher volatility (19.79%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs WDAY's -63.38%.

Portfolio Optimizer

Find the right allocation for USD=X and WDAY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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