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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.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
0.65%
20.94%
WDAY
CRM

Key characteristics

Sharpe Ratio

WDAY:

-0.41

CRM:

0.29

Sortino Ratio

WDAY:

-0.37

CRM:

0.62

Omega Ratio

WDAY:

0.95

CRM:

1.10

Calmar Ratio

WDAY:

-0.42

CRM:

0.34

Martin Ratio

WDAY:

-0.68

CRM:

0.76

Ulcer Index

WDAY:

19.84%

CRM:

13.83%

Daily Std Dev

WDAY:

33.31%

CRM:

36.35%

Max Drawdown

WDAY:

-57.65%

CRM:

-70.50%

Current Drawdown

WDAY:

-14.84%

CRM:

-13.34%

Fundamentals

Market Cap

WDAY:

$69.45B

CRM:

$310.58B

EPS

WDAY:

$6.08

CRM:

$6.07

PE Ratio

WDAY:

42.94

CRM:

53.46

PEG Ratio

WDAY:

2.23

CRM:

1.46

Total Revenue (TTM)

WDAY:

$6.23B

CRM:

$27.90B

Gross Profit (TTM)

WDAY:

$4.90B

CRM:

$21.48B

EBITDA (TTM)

WDAY:

$345.00M

CRM:

$5.11B

Returns By Period

In the year-to-date period, WDAY achieves a 1.40% return, which is significantly higher than CRM's -4.76% return. Over the past 10 years, WDAY has underperformed CRM with an annualized return of 11.05%, while CRM has yielded a comparatively higher 17.78% annualized return.


WDAY

YTD

1.40%

1M

4.35%

6M

13.22%

1Y

-12.49%

5Y*

7.33%

10Y*

11.05%

CRM

YTD

-4.76%

1M

-2.57%

6M

23.47%

1Y

12.93%

5Y*

11.10%

10Y*

17.78%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

WDAY vs. CRM — 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 2525
Overall Rank
The Sharpe Ratio Rank of WDAY is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 2323
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 2323
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 3232
Martin Ratio Rank

CRM
The Risk-Adjusted Performance Rank of CRM is 5555
Overall Rank
The Sharpe Ratio Rank of CRM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 4949
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 5656
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. 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 -0.41, compared to the broader market-2.000.002.00-0.410.29
The chart of Sortino ratio for WDAY, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.006.00-0.370.62
The chart of Omega ratio for WDAY, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.10
The chart of Calmar ratio for WDAY, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.420.34
The chart of Martin ratio for WDAY, currently valued at -0.68, compared to the broader market-10.000.0010.0020.0030.00-0.680.76
WDAY
CRM

The current WDAY Sharpe Ratio is -0.41, which is lower than the CRM Sharpe Ratio of 0.29. 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 Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.41
0.29
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 0.50%.


TTM2024
WDAY
Workday, Inc.
0.00%0.00%
CRM
salesforce.com, inc.
0.50%0.48%

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.84%
-13.34%
WDAY
CRM

Volatility

WDAY vs. CRM - Volatility Comparison

Workday, Inc. (WDAY) and salesforce.com, inc. (CRM) have volatilities of 9.64% and 9.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
9.64%
9.42%
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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