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WDAY vs. ADP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WDAY vs. ADP - Performance Comparison

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

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WDAY vs. ADP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDAY
Workday, Inc.
-39.51%-16.76%-6.53%64.98%-38.75%14.01%45.70%2.99%56.95%53.94%
ADP
Automatic Data Processing, Inc.
-20.36%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%

Fundamentals

Market Cap

WDAY:

$34.22B

ADP:

$82.23B

EPS

WDAY:

$2.58

ADP:

$10.42

PE Ratio

WDAY:

50.32

ADP:

19.50

PEG Ratio

WDAY:

0.04

ADP:

1.47

PS Ratio

WDAY:

3.64

ADP:

3.89

PB Ratio

WDAY:

4.38

ADP:

12.86

Total Revenue (TTM)

WDAY:

$9.57B

ADP:

$21.21B

Gross Profit (TTM)

WDAY:

$8.41B

ADP:

$10.26B

EBITDA (TTM)

WDAY:

$673.00M

ADP:

$6.46B

Returns By Period

In the year-to-date period, WDAY achieves a -39.51% return, which is significantly lower than ADP's -20.36% return. Over the past 10 years, WDAY has underperformed ADP with an annualized return of 5.15%, while ADP has yielded a comparatively higher 10.83% annualized return.


WDAY

1D
0.89%
1M
-2.87%
YTD
-39.51%
6M
-46.03%
1Y
-44.37%
3Y*
-14.32%
5Y*
-12.61%
10Y*
5.15%

ADP

1D
-1.11%
1M
-4.43%
YTD
-20.36%
6M
-29.75%
1Y
-31.83%
3Y*
-0.75%
5Y*
3.61%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WDAY vs. ADP — Risk / Return Rank

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

WDAY
WDAY Risk / Return Rank: 55
Overall Rank
WDAY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WDAY Sortino Ratio Rank: 44
Sortino Ratio Rank
WDAY Omega Ratio Rank: 55
Omega Ratio Rank
WDAY Calmar Ratio Rank: 1212
Calmar Ratio Rank
WDAY Martin Ratio Rank: 33
Martin Ratio Rank

ADP
ADP Risk / Return Rank: 44
Overall Rank
ADP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 22
Sortino Ratio Rank
ADP Omega Ratio Rank: 33
Omega Ratio Rank
ADP Calmar Ratio Rank: 1111
Calmar Ratio Rank
ADP Martin Ratio Rank: 55
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.

WDAY vs. ADP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and Automatic Data Processing, Inc. (ADP). 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.


WDAYADPDifference

Sharpe ratio

Return per unit of total volatility

-1.14

-1.42

+0.28

Sortino ratio

Return per unit of downside risk

-1.66

-1.98

+0.32

Omega ratio

Gain probability vs. loss probability

0.79

0.75

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.83

-0.83

0.00

Martin ratio

Return relative to average drawdown

-1.83

-1.75

-0.09

WDAY vs. ADP - Sharpe Ratio Comparison

The current WDAY Sharpe Ratio is -1.14, which is comparable to the ADP Sharpe Ratio of -1.42. The chart below compares the historical Sharpe Ratios of WDAY and ADP, 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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Sharpe Ratios by Period


WDAYADPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

-1.42

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.17

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.45

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.53

-0.33

Correlation

The correlation between WDAY and ADP is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WDAY vs. ADP - Dividend Comparison

WDAY has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 3.19%.


TTM20252024202320222021202020192018201720162015
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%
ADP
Automatic Data Processing, Inc.
3.19%2.46%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%

Drawdowns

WDAY vs. ADP - Drawdown Comparison

The maximum WDAY drawdown since its inception was -59.58%, roughly equal to the maximum ADP drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for WDAY and ADP.


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Drawdown Indicators


WDAYADPDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-59.51%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-54.80%

-36.87%

-17.93%

Max Drawdown (5Y)

Largest decline over 5 years

-59.58%

-36.87%

-22.71%

Max Drawdown (10Y)

Largest decline over 10 years

-59.58%

-39.45%

-20.13%

Current Drawdown

Current decline from peak

-57.71%

-36.27%

-21.44%

Average Drawdown

Average peak-to-trough decline

-20.40%

-12.50%

-7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.81%

17.59%

+7.22%

Volatility

WDAY vs. ADP - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 13.44% compared to Automatic Data Processing, Inc. (ADP) at 7.22%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than ADP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDAYADPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

7.22%

+6.22%

Volatility (6M)

Calculated over the trailing 6-month period

28.89%

16.74%

+12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

39.02%

22.58%

+16.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.24%

21.39%

+15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.04%

24.11%

+13.93%

Financials

WDAY vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Workday, Inc. and Automatic Data Processing, 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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
2.55B
5.36B
(WDAY) Total Revenue
(ADP) Total Revenue
Values in USD except per share items