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

Performance

WDAY vs. NFLX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-0.17%
38.00%
WDAY
NFLX

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

YTD

-6.02%

1M

6.44%

6M

-0.17%

1Y

9.62%

5Y (annualized)

8.49%

10Y (annualized)

10.83%

NFLX

YTD

81.53%

1M

14.48%

6M

38.00%

1Y

86.09%

5Y (annualized)

23.36%

10Y (annualized)

32.96%

Fundamentals


WDAYNFLX
Market Cap$68.75B$377.81B
EPS$5.80$17.68
PE Ratio44.7349.99
PEG Ratio2.471.80
Total Revenue (TTM)$5.98B$37.57B
Gross Profit (TTM)$4.52B$16.99B
EBITDA (TTM)$567.38M$25.11B

Key characteristics


WDAYNFLX
Sharpe Ratio0.292.92
Sortino Ratio0.643.86
Omega Ratio1.101.51
Calmar Ratio0.292.44
Martin Ratio0.5120.50
Ulcer Index18.49%4.21%
Daily Std Dev32.37%29.56%
Max Drawdown-57.65%-81.99%
Current Drawdown-15.55%0.00%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.292.92
The chart of Sortino ratio for WDAY, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.643.86
The chart of Omega ratio for WDAY, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.51
The chart of Calmar ratio for WDAY, currently valued at 0.29, compared to the broader market0.002.004.006.000.292.44
The chart of Martin ratio for WDAY, currently valued at 0.51, compared to the broader market-10.000.0010.0020.0030.000.5120.50
WDAY
NFLX

The current WDAY Sharpe Ratio is 0.29, which is lower than the NFLX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of WDAY and NFLX, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.29
2.92
WDAY
NFLX

Dividends

WDAY vs. NFLX - Dividend Comparison

Neither WDAY nor NFLX has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.55%
0
WDAY
NFLX

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.62%
6.04%
WDAY
NFLX

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.


Quarterly
Annual

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


Values in USD except per share items