WDAY vs. MSFT
Compare and contrast key facts about Workday, Inc. (WDAY) and Microsoft Corporation (MSFT).
Performance
WDAY vs. MSFT - Performance Comparison
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WDAY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDAY Workday, Inc. | -39.51% | -16.76% | -6.53% | 64.98% | -38.75% | 14.01% | 45.70% | 2.99% | 56.95% | 53.94% |
MSFT Microsoft Corporation | -23.28% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Fundamentals
WDAY:
$34.22B
MSFT:
$2.76T
WDAY:
$2.58
MSFT:
$15.98
WDAY:
50.32
MSFT:
23.16
WDAY:
0.04
MSFT:
1.62
WDAY:
3.64
MSFT:
9.04
WDAY:
4.38
MSFT:
7.06
WDAY:
$9.57B
MSFT:
$305.45B
WDAY:
$8.41B
MSFT:
$209.50B
WDAY:
$673.00M
MSFT:
$191.39B
Returns By Period
In the year-to-date period, WDAY achieves a -39.51% return, which is significantly lower than MSFT's -23.28% return. Over the past 10 years, WDAY has underperformed MSFT with an annualized return of 5.15%, while MSFT has yielded a comparatively higher 22.44% 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%
MSFT
- 1D
- 3.12%
- 1M
- -5.75%
- YTD
- -23.28%
- 6M
- -28.23%
- 1Y
- -0.64%
- 3Y*
- 9.54%
- 5Y*
- 9.74%
- 10Y*
- 22.44%
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Return for Risk
WDAY vs. MSFT — Risk / Return Rank
WDAY
MSFT
WDAY vs. MSFT - Risk-Adjusted Trends 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.
| WDAY | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.14 | -0.02 | -1.12 |
Sortino ratioReturn per unit of downside risk | -1.66 | 0.15 | -1.82 |
Omega ratioGain probability vs. loss probability | 0.79 | 1.02 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.05 | -0.79 |
Martin ratioReturn relative to average drawdown | -1.83 | -0.12 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WDAY | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.14 | -0.02 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.37 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.84 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.74 | -0.54 |
Correlation
The correlation between WDAY and MSFT is 0.49, 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.
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 0.94%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
WDAY vs. MSFT - Drawdown Comparison
The maximum WDAY drawdown since its inception was -59.58%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for WDAY and MSFT.
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Drawdown Indicators
| WDAY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.58% | -69.38% | +9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -54.80% | -33.91% | -20.89% |
Max Drawdown (5Y)Largest decline over 5 years | -59.58% | -37.15% | -22.43% |
Max Drawdown (10Y)Largest decline over 10 years | -59.58% | -37.15% | -22.43% |
Current DrawdownCurrent decline from peak | -57.71% | -31.43% | -26.28% |
Average DrawdownAverage peak-to-trough decline | -20.40% | -21.77% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.81% | 12.46% | +12.35% |
Volatility
WDAY vs. MSFT - Volatility Comparison
Workday, Inc. (WDAY) has a higher volatility of 13.44% compared to Microsoft Corporation (MSFT) at 6.48%. 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.
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Volatility by Period
| WDAY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.44% | 6.48% | +6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 28.89% | 19.15% | +9.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.02% | 26.46% | +12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.24% | 26.19% | +11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.04% | 26.89% | +11.15% |
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