WDAY vs. MSFT
Compare and contrast key facts about Workday, Inc. (WDAY) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WDAY or MSFT.
Performance
WDAY vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, WDAY achieves a -2.89% return, which is significantly lower than MSFT's 10.62% return. Over the past 10 years, WDAY has underperformed MSFT with an annualized return of 11.25%, while MSFT has yielded a comparatively higher 26.08% annualized return.
WDAY
-2.89%
8.64%
2.75%
14.43%
9.20%
11.25%
MSFT
10.62%
-3.23%
-2.94%
10.09%
23.67%
26.08%
Fundamentals
WDAY | MSFT | |
---|---|---|
Market Cap | $68.75B | $3.09T |
EPS | $5.80 | $12.12 |
PE Ratio | 44.73 | 34.28 |
PEG Ratio | 2.47 | 2.20 |
Total Revenue (TTM) | $5.98B | $254.19B |
Gross Profit (TTM) | $4.52B | $176.28B |
EBITDA (TTM) | $567.38M | $139.14B |
Key characteristics
WDAY | MSFT | |
---|---|---|
Sharpe Ratio | 0.41 | 0.59 |
Sortino Ratio | 0.79 | 0.88 |
Omega Ratio | 1.12 | 1.12 |
Calmar Ratio | 0.41 | 0.74 |
Martin Ratio | 0.72 | 1.76 |
Ulcer Index | 18.50% | 6.55% |
Daily Std Dev | 32.54% | 19.50% |
Max Drawdown | -57.65% | -69.39% |
Current Drawdown | -12.74% | -11.36% |
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Correlation
The correlation between WDAY and MSFT is 0.50, 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.
Risk-Adjusted Performance
WDAY vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and Microsoft Corporation (MSFT). 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.
Dividends
WDAY vs. MSFT - Dividend Comparison
WDAY has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.75%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Microsoft Corporation | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
WDAY vs. MSFT - Drawdown Comparison
The maximum WDAY drawdown since its inception was -57.65%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for WDAY and MSFT. For additional features, visit the drawdowns tool.
Volatility
WDAY vs. MSFT - Volatility Comparison
Workday, Inc. (WDAY) has a higher volatility of 9.79% compared to Microsoft Corporation (MSFT) at 8.00%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WDAY vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Workday, Inc. and Microsoft 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.
Total Revenue: Total amount of money received from sales and other business activities