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

Correlation

The correlation between WDAY and CRM is 0.63, 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.


-0.50.00.51.00.6

Performance

WDAY vs. CRM - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
460.77%
801.74%
WDAY
CRM

Key characteristics

Sharpe Ratio

WDAY:

0.03

CRM:

0.91

Sortino Ratio

WDAY:

0.27

CRM:

1.32

Omega Ratio

WDAY:

1.04

CRM:

1.22

Calmar Ratio

WDAY:

0.03

CRM:

1.05

Martin Ratio

WDAY:

0.06

CRM:

2.46

Ulcer Index

WDAY:

18.86%

CRM:

13.30%

Daily Std Dev

WDAY:

32.27%

CRM:

36.00%

Max Drawdown

WDAY:

-57.65%

CRM:

-70.50%

Current Drawdown

WDAY:

-11.12%

CRM:

-6.48%

Fundamentals

Market Cap

WDAY:

$73.95B

CRM:

$335.88B

EPS

WDAY:

$6.10

CRM:

$6.07

PE Ratio

WDAY:

45.58

CRM:

57.82

PEG Ratio

WDAY:

2.35

CRM:

1.58

Total Revenue (TTM)

WDAY:

$8.14B

CRM:

$37.19B

Gross Profit (TTM)

WDAY:

$6.35B

CRM:

$28.62B

EBITDA (TTM)

WDAY:

$583.38M

CRM:

$7.86B

Returns By Period

In the year-to-date period, WDAY achieves a -1.09% return, which is significantly lower than CRM's 31.33% return. Over the past 10 years, WDAY has underperformed CRM with an annualized return of 12.51%, while CRM has yielded a comparatively higher 19.08% annualized return.


WDAY

YTD

-1.09%

1M

1.85%

6M

24.62%

1Y

0.17%

5Y*

10.54%

10Y*

12.51%

CRM

YTD

31.33%

1M

5.63%

6M

40.83%

1Y

29.31%

5Y*

16.02%

10Y*

19.08%

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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.


Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.030.91
The chart of Sortino ratio for WDAY, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.271.32
The chart of Omega ratio for WDAY, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.22
The chart of Calmar ratio for WDAY, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.05
The chart of Martin ratio for WDAY, currently valued at 0.06, compared to the broader market-5.000.005.0010.0015.0020.0025.000.062.46
WDAY
CRM

The current WDAY Sharpe Ratio is 0.03, which is lower than the CRM Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WDAY and CRM, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.03
0.91
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 0.47%.


TTM
WDAY
Workday, Inc.
0.00%
CRM
salesforce.com, inc.
0.47%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.12%
-6.48%
WDAY
CRM

Volatility

WDAY vs. CRM - Volatility Comparison

The current volatility for Workday, Inc. (WDAY) is 12.23%, while salesforce.com, inc. (CRM) has a volatility of 13.69%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.23%
13.69%
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
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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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