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WDAY vs. PHSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDAY vs. PHSP.L - Performance Comparison

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

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Different Trading Currencies

WDAY is traded in USD, while PHSP.L is traded in GBp. To make them comparable, the PHSP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDAY achieves a -39.10% return, which is significantly lower than PHSP.L's -5.94% return. Over the past 10 years, WDAY has underperformed PHSP.L with an annualized return of 4.93%, while PHSP.L has yielded a comparatively higher 13.98% annualized return.


WDAY

1D
0.21%
1M
12.27%
YTD
-39.10%
6M
-41.73%
1Y
-47.82%
3Y*
-15.14%
5Y*
-10.68%
10Y*
4.93%

PHSP.L

1D
4.98%
1M
-23.79%
YTD
-5.94%
6M
9.23%
1Y
84.71%
3Y*
40.82%
5Y*
18.64%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDAY vs. PHSP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDAY
Workday, Inc.
-39.10%-16.76%-6.53%64.98%-38.75%14.01%45.70%2.99%56.95%53.94%
PHSP.L
WisdomTree Physical Silver
-5.94%147.01%20.80%-1.58%3.15%-12.90%45.17%17.09%-9.01%3.31%

Correlation

The correlation between WDAY and PHSP.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2012

0.06

The correlation between WDAY and PHSP.L shifts across timeframes, from -0.11 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WDAY vs. PHSP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WDAY
WDAY Risk / Return Rank: 55
Overall Rank
WDAY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WDAY Sortino Ratio Rank: 44
Sortino Ratio Rank
WDAY Omega Ratio Rank: 66
Omega Ratio Rank
WDAY Calmar Ratio Rank: 88
Calmar Ratio Rank
WDAY Martin Ratio Rank: 44
Martin Ratio Rank

PHSP.L
PHSP.L Risk / Return Rank: 4747
Overall Rank
PHSP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5555
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WDAY vs. PHSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and WisdomTree Physical Silver (PHSP.L). 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.


WDAYPHSP.LDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

0.80

1.29

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.88

1.92

-2.80

Martin ratioReturn relative to average drawdown

-1.64

4.25

-5.89

WDAY vs. PHSP.L - Sharpe Ratio Comparison

The current WDAY Sharpe Ratio is -1.10, which is lower than the PHSP.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of WDAY and PHSP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WDAY vs. PHSP.L - Drawdown Comparison

The maximum WDAY drawdown since its inception was -63.38%, smaller than the maximum PHSP.L drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for WDAY and PHSP.L.


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Drawdown Indicators


WDAYPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.38%

-77.00%

+13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-54.58%

-43.79%

-10.79%

Max Drawdown (3Y)

Largest decline over 3 years

-63.38%

-43.79%

-19.59%

Max Drawdown (5Y)

Largest decline over 5 years

-63.38%

-43.79%

-19.59%

Max Drawdown (10Y)

Largest decline over 10 years

-63.38%

-43.79%

-19.59%

Current Drawdown

Current decline from peak

-57.42%

-40.99%

-16.43%

Average Drawdown

Average peak-to-trough decline

-20.96%

-52.73%

+31.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.79%

19.87%

+9.92%

Volatility

WDAY vs. PHSP.L - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 19.79% compared to WisdomTree Physical Silver (PHSP.L) at 15.36%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than PHSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDAYPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.79%

15.36%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

37.67%

53.31%

-15.64%

Volatility (1Y)

Calculated over the trailing 1-year period

43.77%

56.19%

-12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.00%

38.04%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.93%

32.28%

+6.65%

Dividends

WDAY vs. PHSP.L - Dividend Comparison

Neither WDAY nor PHSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WDAY and PHSP.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for WDAY and PHSP.L

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