WDAY vs. IT

Last updated Apr 1, 2026

Compare and contrast key facts about Workday, Inc. (WDAY) and Gartner, Inc. (IT).

Performance

WDAY vs. IT - Performance Comparison

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

WDAY vs. IT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WDAY Workday, Inc.	-39.51%	-16.76%	-6.53%	64.98%	-38.75%	14.01%	45.70%	2.99%	56.95%	53.94%
IT Gartner, Inc.	-37.24%	-47.93%	7.40%	34.20%	0.54%	108.70%	3.95%	20.54%	3.81%	21.85%

Fundamentals

Market Cap WDAY : $34.22B IT : $11.42B
EPS WDAY : $2.58 IT : $9.75
PE Ratio WDAY : 50.32 IT : 16.25
PEG Ratio WDAY : 0.04 IT : 2.80
PS Ratio WDAY : 3.64 IT : 1.82
PB Ratio WDAY : 4.38 IT : 35.69
Total Revenue (TTM) WDAY : $9.57B IT : $6.50B
Gross Profit (TTM) WDAY : $8.41B IT : $4.40B
EBITDA (TTM) WDAY : $673.00M IT : $1.23B

Returns By Period

In the year-to-date period, WDAY achieves a -39.51% return, which is significantly lower than IT's -37.24% return. Over the past 10 years, WDAY has underperformed IT with an annualized return of 5.15%, while IT has yielded a comparatively higher 5.74% 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%

IT

• 1D: -0.50%
• 1M: 0.73%
• YTD: -37.24%
• 6M: -39.76%
• 1Y: -62.28%
• 3Y*: -21.38%
• 5Y*: -3.30%
• 10Y*: 5.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WDAY vs. IT — Risk / Return Rank

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

WDAY

WDAY Risk / Return Rank: 5
WDAY Sharpe Ratio Rank: 3
WDAY Sortino Ratio Rank: 4
WDAY Omega Ratio Rank: 5
WDAY Calmar Ratio Rank: 12
WDAY Martin Ratio Rank: 3

IT

IT Risk / Return Rank: 5
IT Sharpe Ratio Rank: 1
IT Sortino Ratio Rank: 3
IT Omega Ratio Rank: 1
IT Calmar Ratio Rank: 7
IT Martin Ratio Rank: 11

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. IT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and Gartner, Inc. (IT). 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	IT	Difference
Sharpe ratio Return per unit of total volatility	-1.14	-1.26	+0.11
Sortino ratio Return per unit of downside risk	-1.66	-1.90	+0.24
Omega ratio Gain probability vs. loss probability	0.79	0.69	+0.10
Calmar ratio Return relative to maximum drawdown	-0.83	-0.92	+0.09
Martin ratio Return relative to average drawdown	-1.83	-1.47	-0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WDAY vs. IT - Sharpe Ratio Comparison

The current WDAY Sharpe Ratio is -1.14, which is comparable to the IT Sharpe Ratio of -1.26. The chart below compares the historical Sharpe Ratios of WDAY and IT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WDAY	IT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.14	-1.26	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	-0.10	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.18	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.31	-0.11

Correlation

The correlation between WDAY and IT is 0.43, 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. IT - Dividend Comparison

Neither WDAY nor IT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

WDAY vs. IT - Drawdown Comparison

The maximum WDAY drawdown since its inception was -59.58%, smaller than the maximum IT drawdown of -85.07%. Use the drawdown chart below to compare losses from any high point for WDAY and IT.

Drawdown Indicators

	WDAY	IT	Difference
Max Drawdown Largest peak-to-trough decline	-59.58%	-85.07%	+25.49%
Max Drawdown (1Y) Largest decline over 1 year	-54.80%	-67.75%	+12.95%
Max Drawdown (5Y) Largest decline over 5 years	-59.58%	-73.73%	+14.15%
Max Drawdown (10Y) Largest decline over 10 years	-59.58%	-73.73%	+14.15%
Current Drawdown Current decline from peak	-57.71%	-71.30%	+13.59%
Average Drawdown Average peak-to-trough decline	-20.40%	-30.32%	+9.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.81%	42.16%	-17.35%

Volatility

WDAY vs. IT - Volatility Comparison

Workday, Inc. (WDAY) and Gartner, Inc. (IT) have volatilities of 13.44% and 12.91%, 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.

Volatility by Period

	WDAY	IT	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.44%	12.91%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	28.89%	36.94%	-8.05%
Volatility (1Y) Calculated over the trailing 1-year period	39.02%	49.72%	-10.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.24%	34.23%	+3.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.04%	32.45%	+5.59%

Financials