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

Key characteristics


WDAYCRM
YTD Return-7.36%3.94%
1Y Return39.84%42.80%
3Y Return (Ann)0.12%5.13%
5Y Return (Ann)4.59%10.52%
10Y Return (Ann)14.25%18.76%
Sharpe Ratio1.181.61
Daily Std Dev29.80%26.96%
Max Drawdown-57.65%-70.50%
Current Drawdown-16.75%-13.69%

Fundamentals


WDAYCRM
Market Cap$66.63B$262.26B
EPS$5.22$4.19
PE Ratio48.3264.53
PEG Ratio2.261.58
Revenue (TTM)$7.26B$34.86B
Gross Profit (TTM)$4.50B$22.99B
EBITDA (TTM)$465.00M$9.22B

Correlation

-0.50.00.51.00.6

The correlation between WDAY and CRM is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

WDAY vs. CRM - Performance Comparison

In the year-to-date period, WDAY achieves a -7.36% return, which is significantly lower than CRM's 3.94% return. Over the past 10 years, WDAY has underperformed CRM with an annualized return of 14.25%, while CRM has yielded a comparatively higher 18.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
24.16%
39.36%
WDAY
CRM

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.

salesforce.com, inc.

Risk-Adjusted Performance

WDAY vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and salesforce.com, inc. (CRM). 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 1.35, compared to the broader market-2.00-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for WDAY, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.006.001.99
Omega ratio
The chart of Omega ratio for WDAY, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for WDAY, currently valued at 0.98, compared to the broader market0.002.004.006.000.98
Martin ratio
The chart of Martin ratio for WDAY, currently valued at 4.98, compared to the broader market0.0010.0020.0030.004.98
CRM
Sharpe ratio
The chart of Sharpe ratio for CRM, currently valued at 1.61, compared to the broader market-2.00-1.000.001.002.003.004.001.61
Sortino ratio
The chart of Sortino ratio for CRM, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.006.002.24
Omega ratio
The chart of Omega ratio for CRM, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for CRM, currently valued at 1.14, compared to the broader market0.002.004.006.001.14
Martin ratio
The chart of Martin ratio for CRM, currently valued at 6.15, compared to the broader market0.0010.0020.0030.006.15

WDAY vs. CRM - Sharpe Ratio Comparison

The current WDAY Sharpe Ratio is 1.18, which roughly equals the CRM Sharpe Ratio of 1.61. The chart below compares the 12-month rolling Sharpe Ratio of WDAY and CRM.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.35
1.61
WDAY
CRM

Dividends

WDAY vs. CRM - Dividend Comparison

WDAY has not paid dividends to shareholders, while CRM's dividend yield for the trailing twelve months is around 0.15%.


TTM
WDAY
Workday, Inc.
0.00%
CRM
salesforce.com, inc.
0.15%

Drawdowns

WDAY vs. CRM - Drawdown Comparison

The maximum WDAY drawdown since its inception was -57.65%, smaller than the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for WDAY and CRM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-16.75%
-13.69%
WDAY
CRM

Volatility

WDAY vs. CRM - Volatility Comparison

The current volatility for Workday, Inc. (WDAY) is 3.87%, while salesforce.com, inc. (CRM) has a volatility of 9.52%. This indicates that WDAY experiences smaller price fluctuations and is considered to be less risky than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
3.87%
9.52%
WDAY
CRM

Financials

WDAY vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between Workday, Inc. and salesforce.com, 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