PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WDAY vs. ADP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WDAYADP
YTD Return-9.06%4.94%
1Y Return34.15%15.02%
3Y Return (Ann)-1.33%9.67%
5Y Return (Ann)4.20%10.54%
10Y Return (Ann)13.12%16.20%
Sharpe Ratio1.150.96
Daily Std Dev29.56%18.69%
Max Drawdown-57.65%-59.47%
Current Drawdown-18.28%-6.91%

Fundamentals


WDAYADP
Market Cap$66.32B$99.85B
EPS$5.22$8.58
PE Ratio48.0928.33
PEG Ratio2.262.69
Revenue (TTM)$7.26B$18.59B
Gross Profit (TTM)$4.50B$8.51B
EBITDA (TTM)$465.00M$5.31B

Correlation

-0.50.00.51.00.4

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.

Performance

WDAY vs. ADP - Performance Comparison

In the year-to-date period, WDAY achieves a -9.06% return, which is significantly lower than ADP's 4.94% return. Over the past 10 years, WDAY has underperformed ADP with an annualized return of 13.12%, while ADP has yielded a comparatively higher 16.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%NovemberDecember2024FebruaryMarchApril
415.59%
514.77%
WDAY
ADP

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Workday, Inc.

Automatic Data Processing, Inc.

Risk-Adjusted Performance

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.


WDAY
Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at 1.15, compared to the broader market-2.00-1.000.001.002.003.004.001.15
Sortino ratio
The chart of Sortino ratio for WDAY, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.006.001.76
Omega ratio
The chart of Omega ratio for WDAY, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for WDAY, currently valued at 0.84, compared to the broader market0.002.004.006.000.84
Martin ratio
The chart of Martin ratio for WDAY, currently valued at 4.22, compared to the broader market0.0010.0020.0030.004.22
ADP
Sharpe ratio
The chart of Sharpe ratio for ADP, currently valued at 0.96, compared to the broader market-2.00-1.000.001.002.003.004.000.96
Sortino ratio
The chart of Sortino ratio for ADP, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.006.001.34
Omega ratio
The chart of Omega ratio for ADP, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for ADP, currently valued at 0.82, compared to the broader market0.002.004.006.000.82
Martin ratio
The chart of Martin ratio for ADP, currently valued at 3.30, compared to the broader market0.0010.0020.0030.003.30

WDAY vs. ADP - Sharpe Ratio Comparison

The current WDAY Sharpe Ratio is 1.15, which roughly equals the ADP Sharpe Ratio of 0.96. The chart below compares the 12-month rolling Sharpe Ratio of WDAY and ADP.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.15
0.96
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 2.18%.


TTM20232022202120202019201820172016201520142013
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.
2.18%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%

Drawdowns

WDAY vs. ADP - Drawdown Comparison

The maximum WDAY drawdown since its inception was -57.65%, roughly equal to the maximum ADP drawdown of -59.47%. 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%NovemberDecember2024FebruaryMarchApril
-18.28%
-6.91%
WDAY
ADP

Volatility

WDAY vs. ADP - Volatility Comparison

The current volatility for Workday, Inc. (WDAY) is 3.82%, while Automatic Data Processing, Inc. (ADP) has a volatility of 4.48%. This indicates that WDAY experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2024FebruaryMarchApril
3.82%
4.48%
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