WDAY vs. NFLX
Compare and contrast key facts about Workday, Inc. (WDAY) and Netflix, Inc. (NFLX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WDAY or NFLX.
Performance
WDAY vs. NFLX - Performance Comparison
Returns By Period
In the year-to-date period, WDAY achieves a -6.02% return, which is significantly lower than NFLX's 81.53% return. Over the past 10 years, WDAY has underperformed NFLX with an annualized return of 10.83%, while NFLX has yielded a comparatively higher 32.96% annualized return.
WDAY
-6.02%
6.44%
-0.17%
9.62%
8.49%
10.83%
NFLX
81.53%
14.48%
38.00%
86.09%
23.36%
32.96%
Fundamentals
WDAY | NFLX | |
---|---|---|
Market Cap | $68.75B | $377.81B |
EPS | $5.80 | $17.68 |
PE Ratio | 44.73 | 49.99 |
PEG Ratio | 2.47 | 1.80 |
Total Revenue (TTM) | $5.98B | $37.57B |
Gross Profit (TTM) | $4.52B | $16.99B |
EBITDA (TTM) | $567.38M | $25.11B |
Key characteristics
WDAY | NFLX | |
---|---|---|
Sharpe Ratio | 0.29 | 2.92 |
Sortino Ratio | 0.64 | 3.86 |
Omega Ratio | 1.10 | 1.51 |
Calmar Ratio | 0.29 | 2.44 |
Martin Ratio | 0.51 | 20.50 |
Ulcer Index | 18.49% | 4.21% |
Daily Std Dev | 32.37% | 29.56% |
Max Drawdown | -57.65% | -81.99% |
Current Drawdown | -15.55% | 0.00% |
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Correlation
The correlation between WDAY and NFLX is 0.41, 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. NFLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and Netflix, Inc. (NFLX). 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. NFLX - Dividend Comparison
Neither WDAY nor NFLX has paid dividends to shareholders.
Drawdowns
WDAY vs. NFLX - Drawdown Comparison
The maximum WDAY drawdown since its inception was -57.65%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for WDAY and NFLX. For additional features, visit the drawdowns tool.
Volatility
WDAY vs. NFLX - Volatility Comparison
Workday, Inc. (WDAY) has a higher volatility of 9.62% compared to Netflix, Inc. (NFLX) at 6.04%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WDAY vs. NFLX - Financials Comparison
This section allows you to compare key financial metrics between Workday, Inc. and Netflix, Inc.. 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