VALE vs. WDAY
VALE (Vale S.A.) and WDAY (Workday, Inc.) are both stocks. VALE operates in Other Industrial Metals & Mining (Basic Materials), while WDAY operates in Software - Application (Technology). Over the past 10 years, VALE returned 22.05%/yr vs 4.93%/yr for WDAY. At a 0.18 correlation, their price movements are largely independent.
Performance
VALE vs. WDAY - Performance Comparison
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Returns By Period
In the year-to-date period, VALE achieves a 20.57% return, which is significantly higher than WDAY's -39.10% return. Over the past 10 years, VALE has outperformed WDAY with an annualized return of 22.05%, while WDAY has yielded a comparatively lower 4.93% annualized return.
VALE
- 1D
- 2.28%
- 1M
- -6.71%
- YTD
- 20.57%
- 6M
- 23.80%
- 1Y
- 73.31%
- 3Y*
- 12.85%
- 5Y*
- 2.38%
- 10Y*
- 22.05%
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%
VALE vs. WDAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALE Vale S.A. | 20.57% | 60.70% | -38.83% | 1.57% | 32.54% | -1.45% | 32.40% | 2.72% | 12.25% | 68.03% |
WDAY Workday, Inc. | -39.10% | -16.76% | -6.53% | 64.98% | -38.75% | 14.01% | 45.70% | 2.99% | 56.95% | 53.94% |
Correlation
The correlation between VALE and WDAY is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012 | 0.18 |
The correlation between VALE and WDAY shifts across timeframes, from -0.13 (1 year) to 0.19 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
VALE:
$67.15B
WDAY:
$33.26B
VALE:
$0.65
WDAY:
$3.20
VALE:
24.04
WDAY:
40.83
VALE:
1.70
WDAY:
3.51
VALE:
1.83
WDAY:
4.98
VALE:
$39.53B
WDAY:
$9.85B
VALE:
$13.65B
WDAY:
$7.66B
VALE:
$14.33B
WDAY:
$1.57B
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Return for Risk
VALE vs. WDAY — Risk / Return Rank
VALE
WDAY
VALE vs. WDAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) 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.
| VALE | WDAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.39 | ||
| Sortino ratioReturn per unit of downside risk | +4.57 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.80 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | -0.88 | +4.59 |
| Martin ratioReturn relative to average drawdown | 12.21 | -1.64 | +13.85 |
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Drawdowns
VALE vs. WDAY - Drawdown Comparison
The maximum VALE drawdown since its inception was -92.78%, which is greater than WDAY's maximum drawdown of -63.38%. Use the drawdown chart below to compare losses from any high point for VALE and WDAY.
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Drawdown Indicators
| VALE | WDAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.78% | -63.38% | -29.40% |
Max Drawdown (1Y)Largest decline over 1 year | -19.85% | -54.58% | +34.73% |
Max Drawdown (3Y)Largest decline over 3 years | -41.94% | -63.38% | +21.44% |
Max Drawdown (5Y)Largest decline over 5 years | -49.79% | -63.38% | +13.59% |
Max Drawdown (10Y)Largest decline over 10 years | -57.60% | -63.38% | +5.78% |
Current DrawdownCurrent decline from peak | -11.84% | -57.42% | +45.58% |
Average DrawdownAverage peak-to-trough decline | -36.69% | -20.96% | -15.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.02% | 29.79% | -23.77% |
Volatility
VALE vs. WDAY - Volatility Comparison
The current volatility for Vale S.A. (VALE) is 9.16%, while Workday, Inc. (WDAY) has a volatility of 19.79%. This indicates that VALE 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
| VALE | WDAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 19.79% | -10.63% |
Volatility (6M)Calculated over the trailing 6-month period | 26.35% | 37.67% | -11.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.06% | 43.77% | -11.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.47% | 39.00% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.84% | 38.93% | +1.91% |
Dividends
VALE vs. WDAY - Dividend Comparison
VALE's dividend yield for the trailing twelve months is around 3.66%, while WDAY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VALE Vale S.A. | 3.66% | 7.29% | 11.41% | 7.75% | 8.63% | 19.70% | 2.72% | 2.63% | 4.16% | 3.77% | 1.06% | 7.48% |
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% |
Financials
VALE vs. WDAY - Financials Comparison
This section allows you to compare key financial metrics between Vale S.A. 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
VALE vs. WDAY - Profitability Comparison
VALE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported a gross profit of 3.06B and revenue of 9.26B. Therefore, the gross margin over that period was 33.0%.
WDAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Workday, Inc. reported a gross profit of 2.13B and revenue of 2.54B. Therefore, the gross margin over that period was 83.8%.
VALE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported an operating income of 2.67B and revenue of 9.26B, resulting in an operating margin of 28.8%.
WDAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Workday, Inc. reported an operating income of 338.00M and revenue of 2.54B, resulting in an operating margin of 13.3%.
VALE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported a net income of 1.89B and revenue of 9.26B, resulting in a net margin of 20.5%.
WDAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Workday, Inc. reported a net income of 222.00M and revenue of 2.54B, resulting in a net margin of 8.7%.
Frequently Asked Questions
VALE and WDAY have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDAY has higher volatility (19.79%) compared to VALE (9.16%). In terms of maximum drawdown, VALE dropped -92.78% vs WDAY's -63.38%.
VALE currently has the higher Sharpe Ratio (2.30 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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