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

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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
13.69%
0.29%
WDAY
MSFT

Key characteristics

Sharpe Ratio

WDAY:

-0.38

MSFT:

0.48

Sortino Ratio

WDAY:

-0.32

MSFT:

0.75

Omega Ratio

WDAY:

0.95

MSFT:

1.10

Calmar Ratio

WDAY:

-0.38

MSFT:

0.62

Martin Ratio

WDAY:

-0.63

MSFT:

1.35

Ulcer Index

WDAY:

19.40%

MSFT:

7.13%

Daily Std Dev

WDAY:

32.49%

MSFT:

20.04%

Max Drawdown

WDAY:

-57.65%

MSFT:

-69.39%

Current Drawdown

WDAY:

-18.39%

MSFT:

-8.01%

Fundamentals

Market Cap

WDAY:

$66.69B

MSFT:

$3.19T

EPS

WDAY:

$6.09

MSFT:

$12.10

PE Ratio

WDAY:

41.17

MSFT:

35.41

PEG Ratio

WDAY:

2.11

MSFT:

2.25

Total Revenue (TTM)

WDAY:

$8.14B

MSFT:

$192.17B

Gross Profit (TTM)

WDAY:

$6.35B

MSFT:

$133.88B

EBITDA (TTM)

WDAY:

$583.38M

MSFT:

$106.15B

Returns By Period

In the year-to-date period, WDAY achieves a -2.83% return, which is significantly lower than MSFT's 1.66% return. Over the past 10 years, WDAY has underperformed MSFT with an annualized return of 11.70%, while MSFT has yielded a comparatively higher 26.68% annualized return.


WDAY

YTD

-2.83%

1M

-8.17%

6M

10.92%

1Y

-13.51%

5Y*

6.37%

10Y*

11.70%

MSFT

YTD

1.66%

1M

-1.86%

6M

-3.31%

1Y

8.88%

5Y*

21.95%

10Y*

26.68%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

WDAY vs. MSFT — 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 2525
Overall Rank
The Sharpe Ratio Rank of WDAY is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 2323
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 2323
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 2323
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 3232
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 5959
Overall Rank
The Sharpe Ratio Rank of MSFT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5252
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6161
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. 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 -0.38, compared to the broader market-2.000.002.004.00-0.380.48
The chart of Sortino ratio for WDAY, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.006.00-0.320.75
The chart of Omega ratio for WDAY, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.10
The chart of Calmar ratio for WDAY, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.380.62
The chart of Martin ratio for WDAY, currently valued at -0.63, compared to the broader market0.0010.0020.0030.00-0.631.35
WDAY
MSFT

The current WDAY Sharpe Ratio is -0.38, which is lower than the MSFT Sharpe Ratio of 0.48. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.38
0.48
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 0.72%.


TTM20242023202220212020201920182017201620152014
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
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

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%AugustSeptemberOctoberNovemberDecember2025
-18.39%
-8.01%
WDAY
MSFT

Volatility

WDAY vs. MSFT - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 7.23% compared to Microsoft Corporation (MSFT) at 5.98%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.23%
5.98%
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
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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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