PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WDAY vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WDAY vs. MSFT - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.75%
-2.94%
WDAY
MSFT

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

YTD

-2.89%

1M

8.64%

6M

2.75%

1Y

14.43%

5Y (annualized)

9.20%

10Y (annualized)

11.25%

MSFT

YTD

10.62%

1M

-3.23%

6M

-2.94%

1Y

10.09%

5Y (annualized)

23.67%

10Y (annualized)

26.08%

Fundamentals


WDAYMSFT
Market Cap$68.75B$3.09T
EPS$5.80$12.12
PE Ratio44.7334.28
PEG Ratio2.472.20
Total Revenue (TTM)$5.98B$254.19B
Gross Profit (TTM)$4.52B$176.28B
EBITDA (TTM)$567.38M$139.14B

Key characteristics


WDAYMSFT
Sharpe Ratio0.410.59
Sortino Ratio0.790.88
Omega Ratio1.121.12
Calmar Ratio0.410.74
Martin Ratio0.721.76
Ulcer Index18.50%6.55%
Daily Std Dev32.54%19.50%
Max Drawdown-57.65%-69.39%
Current Drawdown-12.74%-11.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.410.59
The chart of Sortino ratio for WDAY, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.790.88
The chart of Omega ratio for WDAY, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.12
The chart of Calmar ratio for WDAY, currently valued at 0.41, compared to the broader market0.002.004.006.000.410.74
The chart of Martin ratio for WDAY, currently valued at 0.72, compared to the broader market0.0010.0020.0030.000.721.76
WDAY
MSFT

The current WDAY Sharpe Ratio is 0.41, which is lower than the MSFT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of WDAY and MSFT, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.41
0.59
WDAY
MSFT

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%.


TTM20232022202120202019201820172016201520142013
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%
MSFT
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.74%
-11.36%
WDAY
MSFT

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.79%
8.00%
WDAY
MSFT

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items