WDAY vs. MSFT
WDAY (Workday, Inc.) and MSFT (Microsoft Corporation) are both stocks. Both are in the Technology sector — WDAY in Software - Application, MSFT in Software - Infrastructure. Over the past 10 years, WDAY returned 3.96%/yr vs 23.97%/yr for MSFT. At a 0.50 correlation, their price movements are largely independent.
Performance
WDAY vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, WDAY achieves a -45.56% return, which is significantly lower than MSFT's -21.20% return. Over the past 10 years, WDAY has underperformed MSFT with an annualized return of 3.96%, while MSFT has yielded a comparatively higher 23.97% annualized return.
WDAY
- 1D
- -4.02%
- 1M
- -9.59%
- YTD
- -45.56%
- 6M
- -46.38%
- 1Y
- -50.64%
- 3Y*
- -19.29%
- 5Y*
- -13.14%
- 10Y*
- 3.96%
MSFT
- 1D
- 0.13%
- 1M
- -8.91%
- YTD
- -21.20%
- 6M
- -21.26%
- 1Y
- -20.37%
- 3Y*
- 4.30%
- 5Y*
- 8.79%
- 10Y*
- 23.97%
WDAY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDAY Workday, Inc. | -45.56% | -16.76% | -6.53% | 64.98% | -38.75% | 14.01% | 45.70% | 2.99% | 56.95% | 53.94% |
MSFT Microsoft Corporation | -21.20% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between WDAY and MSFT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012 | 0.50 |
The correlation between WDAY and MSFT shifts across timeframes, from 0.40 (1 year) to 0.56 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WDAY:
$29.74B
MSFT:
$2.82T
WDAY:
$3.20
MSFT:
$16.79
WDAY:
36.50
MSFT:
22.60
WDAY:
0.03
MSFT:
1.58
WDAY:
3.14
MSFT:
8.89
WDAY:
4.45
MSFT:
6.82
WDAY:
$9.85B
MSFT:
$318.27B
WDAY:
$7.66B
MSFT:
$217.41B
WDAY:
$1.57B
MSFT:
$200.96B
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WDAY | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.87 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.60 | -0.33 |
| Martin ratioReturn relative to average drawdown | -1.70 | -1.21 | -0.49 |
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Drawdowns
WDAY vs. MSFT - Drawdown Comparison
The maximum WDAY drawdown since its inception was -63.38%, 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 | -63.38% | -69.38% | +6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -54.58% | -33.91% | -20.67% |
Max Drawdown (3Y)Largest decline over 3 years | -63.38% | -33.91% | -29.47% |
Max Drawdown (5Y)Largest decline over 5 years | -63.38% | -37.15% | -26.23% |
Max Drawdown (10Y)Largest decline over 10 years | -63.38% | -37.15% | -26.23% |
Current DrawdownCurrent decline from peak | -61.94% | -29.57% | -32.37% |
Average DrawdownAverage peak-to-trough decline | -21.01% | -21.78% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.77% | 16.85% | +12.92% |
Volatility
WDAY vs. MSFT - Volatility Comparison
Workday, Inc. (WDAY) has a higher volatility of 19.81% compared to Microsoft Corporation (MSFT) at 10.83%. 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 | 19.81% | 10.83% | +8.98% |
Volatility (6M)Calculated over the trailing 6-month period | 37.82% | 22.72% | +15.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.06% | 25.78% | +18.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.10% | 26.74% | +12.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.97% | 27.09% | +11.88% |
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
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
WDAY vs. MSFT - Profitability Comparison
WDAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Workday, Inc. reported a gross profit of 2.13B and revenue of 2.54B. Therefore, the gross margin over that period was 83.8%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
WDAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Workday, Inc. reported an operating income of 338.00M and revenue of 2.54B, resulting in an operating margin of 13.3%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
WDAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Workday, Inc. reported a net income of 222.00M and revenue of 2.54B, resulting in a net margin of 8.7%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
WDAY and MSFT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDAY has higher volatility (19.81%) compared to MSFT (10.83%). In terms of maximum drawdown, WDAY dropped -63.38% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.79 vs -1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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