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WDAY vs. CTSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WDAY vs. CTSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Workday, Inc. (WDAY) and Cognizant Technology Solutions Corporation (CTSH). The values are adjusted to include any dividend payments, if applicable.

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WDAY vs. CTSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDAY
Workday, Inc.
-39.51%-16.76%-6.53%64.98%-38.75%14.01%45.70%2.99%56.95%53.94%
CTSH
Cognizant Technology Solutions Corporation
-25.71%9.68%3.46%34.38%-34.54%9.64%33.93%-1.07%-9.66%27.57%

Fundamentals

Market Cap

WDAY:

$34.22B

CTSH:

$29.57B

EPS

WDAY:

$2.58

CTSH:

$4.58

PE Ratio

WDAY:

50.32

CTSH:

13.40

PEG Ratio

WDAY:

0.04

CTSH:

4.33

PS Ratio

WDAY:

3.64

CTSH:

1.42

PB Ratio

WDAY:

4.38

CTSH:

1.97

Total Revenue (TTM)

WDAY:

$9.57B

CTSH:

$21.11B

Gross Profit (TTM)

WDAY:

$8.41B

CTSH:

$7.12B

EBITDA (TTM)

WDAY:

$673.00M

CTSH:

$4.17B

Returns By Period

In the year-to-date period, WDAY achieves a -39.51% return, which is significantly lower than CTSH's -25.71% return. Over the past 10 years, WDAY has outperformed CTSH with an annualized return of 5.15%, while CTSH has yielded a comparatively lower 0.98% annualized return.


WDAY

1D
0.89%
1M
-2.87%
YTD
-39.51%
6M
-46.03%
1Y
-44.37%
3Y*
-14.32%
5Y*
-12.61%
10Y*
5.15%

CTSH

1D
0.47%
1M
-4.78%
YTD
-25.71%
6M
-7.66%
1Y
-18.37%
3Y*
1.92%
5Y*
-3.38%
10Y*
0.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WDAY vs. CTSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WDAY
WDAY Risk / Return Rank: 55
Overall Rank
WDAY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WDAY Sortino Ratio Rank: 44
Sortino Ratio Rank
WDAY Omega Ratio Rank: 55
Omega Ratio Rank
WDAY Calmar Ratio Rank: 1212
Calmar Ratio Rank
WDAY Martin Ratio Rank: 33
Martin Ratio Rank

CTSH
CTSH Risk / Return Rank: 1818
Overall Rank
CTSH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTSH Sortino Ratio Rank: 1717
Sortino Ratio Rank
CTSH Omega Ratio Rank: 1717
Omega Ratio Rank
CTSH Calmar Ratio Rank: 2323
Calmar Ratio Rank
CTSH Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WDAY vs. CTSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and Cognizant Technology Solutions Corporation (CTSH). 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.


WDAYCTSHDifference

Sharpe ratio

Return per unit of total volatility

-1.14

-0.59

-0.55

Sortino ratio

Return per unit of downside risk

-1.66

-0.65

-1.01

Omega ratio

Gain probability vs. loss probability

0.79

0.91

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.83

-0.58

-0.25

Martin ratio

Return relative to average drawdown

-1.83

-1.33

-0.51

WDAY vs. CTSH - Sharpe Ratio Comparison

The current WDAY Sharpe Ratio is -1.14, which is lower than the CTSH Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of WDAY and CTSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDAYCTSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

-0.59

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.13

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.03

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.50

-0.31

Correlation

The correlation between WDAY and CTSH is 0.42, 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.


Dividends

WDAY vs. CTSH - Dividend Comparison

WDAY has not paid dividends to shareholders, while CTSH's dividend yield for the trailing twelve months is around 2.05%.


TTM202520242023202220212020201920182017
WDAY
Workday, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CTSH
Cognizant Technology Solutions Corporation
2.05%1.49%1.56%1.54%1.89%1.08%1.07%1.29%1.26%0.63%

Drawdowns

WDAY vs. CTSH - Drawdown Comparison

The maximum WDAY drawdown since its inception was -59.58%, smaller than the maximum CTSH drawdown of -71.38%. Use the drawdown chart below to compare losses from any high point for WDAY and CTSH.


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Drawdown Indicators


WDAYCTSHDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-71.38%

+11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-54.80%

-30.76%

-24.04%

Max Drawdown (5Y)

Largest decline over 5 years

-59.58%

-43.77%

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-59.58%

-49.77%

-9.81%

Current Drawdown

Current decline from peak

-57.71%

-30.92%

-26.79%

Average Drawdown

Average peak-to-trough decline

-20.40%

-17.63%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.81%

13.34%

+11.47%

Volatility

WDAY vs. CTSH - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 13.44% compared to Cognizant Technology Solutions Corporation (CTSH) at 7.38%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than CTSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDAYCTSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

7.38%

+6.06%

Volatility (6M)

Calculated over the trailing 6-month period

28.89%

23.96%

+4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

39.02%

31.25%

+7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.24%

26.63%

+10.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.04%

28.34%

+9.70%

Financials

WDAY vs. CTSH - Financials Comparison

This section allows you to compare key financial metrics between Workday, Inc. and Cognizant Technology Solutions Corporation. 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
2.55B
5.33B
(WDAY) Total Revenue
(CTSH) Total Revenue
Values in USD except per share items