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

Correlation

The correlation between WDAY and IT 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.


-0.50.00.51.0
Correlation: 0.4

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.

400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
365.21%
755.18%
WDAY
IT

Key characteristics

Sharpe Ratio

WDAY:

-0.42

IT:

-0.53

Sortino Ratio

WDAY:

-0.39

IT:

-0.59

Omega Ratio

WDAY:

0.95

IT:

0.92

Calmar Ratio

WDAY:

-0.46

IT:

-0.44

Martin Ratio

WDAY:

-1.28

IT:

-1.44

Ulcer Index

WDAY:

11.78%

IT:

9.54%

Daily Std Dev

WDAY:

36.16%

IT:

26.02%

Max Drawdown

WDAY:

-57.65%

IT:

-85.09%

Current Drawdown

WDAY:

-26.27%

IT:

-27.53%

Fundamentals

Market Cap

WDAY:

$60.25B

IT:

$30.72B

EPS

WDAY:

$1.95

IT:

$16.00

PE Ratio

WDAY:

116.16

IT:

24.99

PEG Ratio

WDAY:

0.98

IT:

1.99

Total Revenue (TTM)

WDAY:

$8.44B

IT:

$4.79B

Gross Profit (TTM)

WDAY:

$6.77B

IT:

$3.18B

EBITDA (TTM)

WDAY:

$584.00M

IT:

$1.42B

Returns By Period

In the year-to-date period, WDAY achieves a -12.22% return, which is significantly higher than IT's -17.46% return. Over the past 10 years, WDAY has underperformed IT with an annualized return of 9.92%, while IT has yielded a comparatively higher 16.91% annualized return.


WDAY

YTD

-12.22%

1M

-4.51%

6M

-5.97%

1Y

-14.10%

5Y*

9.94%

10Y*

9.92%

IT

YTD

-17.46%

1M

-11.54%

6M

-23.28%

1Y

-14.09%

5Y*

30.55%

10Y*

16.91%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WDAY vs. IT — 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 3030
Overall Rank
The Sharpe Ratio Rank of WDAY is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 3232
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 3232
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 2424
Martin Ratio Rank

IT
The Risk-Adjusted Performance Rank of IT is 2525
Overall Rank
The Sharpe Ratio Rank of IT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of IT is 1616
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. IT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at -0.42, compared to the broader market-2.00-1.000.001.002.00
WDAY: -0.42
IT: -0.53
The chart of Sortino ratio for WDAY, currently valued at -0.39, compared to the broader market-6.00-4.00-2.000.002.004.00
WDAY: -0.39
IT: -0.59
The chart of Omega ratio for WDAY, currently valued at 0.95, compared to the broader market0.501.001.502.00
WDAY: 0.95
IT: 0.92
The chart of Calmar ratio for WDAY, currently valued at -0.46, compared to the broader market0.001.002.003.004.00
WDAY: -0.46
IT: -0.44
The chart of Martin ratio for WDAY, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.00
WDAY: -1.28
IT: -1.44

The current WDAY Sharpe Ratio is -0.42, which is comparable to the IT Sharpe Ratio of -0.53. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.42
-0.53
WDAY
IT

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 -57.65%, smaller than the maximum IT drawdown of -85.09%. Use the drawdown chart below to compare losses from any high point for WDAY and IT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.27%
-27.53%
WDAY
IT

Volatility

WDAY vs. IT - Volatility Comparison

The current volatility for Workday, Inc. (WDAY) is 13.53%, while Gartner, Inc. (IT) has a volatility of 14.57%. This indicates that WDAY experiences smaller price fluctuations and is considered to be less risky than IT 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%14.00%NovemberDecember2025FebruaryMarchApril
13.53%
14.57%
WDAY
IT

Financials

WDAY vs. IT - Financials Comparison

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