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WDAY vs. LTL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDAY vs. LTL - Performance Comparison

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

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WDAY vs. LTL - 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%
LTL
ProShares Ultra Telecommunications
-12.80%37.06%65.15%62.03%-41.14%40.42%-3.25%30.16%-23.44%-26.85%

Returns By Period

In the year-to-date period, WDAY achieves a -39.51% return, which is significantly lower than LTL's -12.80% return. Over the past 10 years, WDAY has underperformed LTL with an annualized return of 5.15%, while LTL has yielded a comparatively higher 9.01% 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%

LTL

1D
5.34%
1M
-12.00%
YTD
-12.80%
6M
-14.87%
1Y
22.03%
3Y*
42.86%
5Y*
17.66%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WDAY vs. LTL — 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

LTL
LTL Risk / Return Rank: 3838
Overall Rank
LTL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LTL Sortino Ratio Rank: 4040
Sortino Ratio Rank
LTL Omega Ratio Rank: 3838
Omega Ratio Rank
LTL Calmar Ratio Rank: 4444
Calmar Ratio Rank
LTL Martin Ratio Rank: 3737
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. LTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and ProShares Ultra Telecommunications (LTL). 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.


WDAYLTLDifference

Sharpe ratio

Return per unit of total volatility

-1.14

0.60

-1.74

Sortino ratio

Return per unit of downside risk

-1.66

1.09

-2.75

Omega ratio

Gain probability vs. loss probability

0.79

1.15

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.83

1.09

-1.92

Martin ratio

Return relative to average drawdown

-1.83

3.33

-5.17

WDAY vs. LTL - Sharpe Ratio Comparison

The current WDAY Sharpe Ratio is -1.14, which is lower than the LTL Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WDAY and LTL, 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


WDAYLTLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

0.60

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.51

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.24

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.15

+0.04

Correlation

The correlation between WDAY and LTL is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WDAY vs. LTL - Dividend Comparison

WDAY has not paid dividends to shareholders, while LTL's dividend yield for the trailing twelve months is around 0.93%.


TTM20252024202320222021202020192018201720162015
WDAY
Workday, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LTL
ProShares Ultra Telecommunications
0.93%0.64%0.29%0.97%2.01%1.14%1.57%0.83%1.99%1.96%0.70%1.55%

Drawdowns

WDAY vs. LTL - Drawdown Comparison

The maximum WDAY drawdown since its inception was -59.58%, smaller than the maximum LTL drawdown of -80.20%. Use the drawdown chart below to compare losses from any high point for WDAY and LTL.


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Drawdown Indicators


WDAYLTLDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-80.20%

+20.62%

Max Drawdown (1Y)

Largest decline over 1 year

-54.80%

-21.91%

-32.89%

Max Drawdown (5Y)

Largest decline over 5 years

-59.58%

-52.60%

-6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-59.58%

-64.15%

+4.57%

Current Drawdown

Current decline from peak

-57.71%

-15.87%

-41.84%

Average Drawdown

Average peak-to-trough decline

-20.40%

-28.85%

+8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.81%

7.19%

+17.62%

Volatility

WDAY vs. LTL - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 13.44% compared to ProShares Ultra Telecommunications (LTL) at 10.36%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than LTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDAYLTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

10.36%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

28.89%

19.71%

+9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

39.02%

36.87%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.24%

34.53%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.04%

37.06%

+0.98%