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WDAY vs. ADP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.32%
18.91%
WDAY
ADP

Key characteristics

Sharpe Ratio

WDAY:

-0.38

ADP:

1.75

Sortino Ratio

WDAY:

-0.32

ADP:

2.43

Omega Ratio

WDAY:

0.95

ADP:

1.32

Calmar Ratio

WDAY:

-0.38

ADP:

2.60

Martin Ratio

WDAY:

-0.63

ADP:

9.12

Ulcer Index

WDAY:

19.30%

ADP:

2.97%

Daily Std Dev

WDAY:

32.49%

ADP:

15.50%

Max Drawdown

WDAY:

-57.65%

ADP:

-59.41%

Current Drawdown

WDAY:

-19.09%

ADP:

-4.25%

Fundamentals

Market Cap

WDAY:

$66.12B

ADP:

$119.54B

EPS

WDAY:

$6.09

ADP:

$9.36

PE Ratio

WDAY:

40.82

ADP:

31.34

PEG Ratio

WDAY:

2.08

ADP:

2.69

Total Revenue (TTM)

WDAY:

$8.14B

ADP:

$14.86B

Gross Profit (TTM)

WDAY:

$6.35B

ADP:

$7.04B

EBITDA (TTM)

WDAY:

$583.38M

ADP:

$4.59B

Returns By Period

In the year-to-date period, WDAY achieves a -3.67% return, which is significantly lower than ADP's 0.22% return. Over the past 10 years, WDAY has underperformed ADP with an annualized return of 12.26%, while ADP has yielded a comparatively higher 15.77% annualized return.


WDAY

YTD

-3.67%

1M

-10.70%

6M

7.31%

1Y

-11.51%

5Y*

6.57%

10Y*

12.26%

ADP

YTD

0.22%

1M

-1.16%

6M

18.91%

1Y

27.43%

5Y*

13.07%

10Y*

15.77%

*Annualized

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Risk-Adjusted Performance

WDAY vs. ADP — Risk-Adjusted Performance Rank

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

WDAY
The Risk-Adjusted Performance Rank of WDAY is 2727
Overall Rank
The Sharpe Ratio Rank of WDAY is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 2525
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 2525
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 3535
Martin Ratio Rank

ADP
The Risk-Adjusted Performance Rank of ADP is 9090
Overall Rank
The Sharpe Ratio Rank of ADP is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ADP is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ADP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 9191
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.

WDAY vs. ADP - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at -0.38, compared to the broader market-2.000.002.00-0.381.75
The chart of Sortino ratio for WDAY, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.322.43
The chart of Omega ratio for WDAY, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.32
The chart of Calmar ratio for WDAY, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.382.60
The chart of Martin ratio for WDAY, currently valued at -0.63, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.639.12
WDAY
ADP

The current WDAY Sharpe Ratio is -0.38, which is lower than the ADP Sharpe Ratio of 1.75. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.38
1.75
WDAY
ADP

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 1.96%.


TTM20242023202220212020201920182017201620152014
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.
1.96%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%

Drawdowns

WDAY vs. ADP - Drawdown Comparison

The maximum WDAY drawdown since its inception was -57.65%, roughly equal to the maximum ADP drawdown of -59.41%. Use the drawdown chart below to compare losses from any high point for WDAY and ADP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.09%
-4.25%
WDAY
ADP

Volatility

WDAY vs. ADP - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 7.39% compared to Automatic Data Processing, Inc. (ADP) at 4.64%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.39%
4.64%
WDAY
ADP

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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