WDAY vs. ADP

In the year-to-date period, WDAY achieves a -6.31% return, which is significantly lower than ADP's 11.31% return. Over the past 10 years, WDAY has underperformed ADP with an annualized return of 11.82%, while ADP has yielded a comparatively higher 16.79% annualized return.

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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.

The current WDAY Sharpe Ratio is 0.40, which is lower than the ADP Sharpe Ratio of 2.03. 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.

WDAY has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 1.81%.

The maximum WDAY drawdown since its inception was -57.65%, roughly equal to the maximum ADP drawdown of -59.50%. Use the drawdown chart below to compare losses from any high point for WDAY and ADP.

Workday, Inc. (WDAY) has a higher volatility of 14.80% compared to Automatic Data Processing, Inc. (ADP) at 3.59%. 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.

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.