WDAY vs. QDAY.NEO

Last updated Apr 1, 2026

Compare and contrast key facts about Workday, Inc. (WDAY) and Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO).

QDAY.NEO is an actively managed fund by Hamilton Capital. It was launched on Jul 14, 2025.

Performance

WDAY vs. QDAY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Workday, Inc. (WDAY) and Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO). The values are adjusted to include any dividend payments, if applicable.

WDAY vs. QDAY.NEO - Yearly Performance Comparison

	2026 (YTD)	2025
WDAY Workday, Inc.	-39.51%	-4.51%
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF	-14.20%	9.10%

Different Trading Currencies

WDAY is traded in USD, while QDAY.NEO is traded in CAD. To make them comparable, the QDAY.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDAY achieves a -39.51% return, which is significantly lower than QDAY.NEO's -14.20% 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%

QDAY.NEO

• 1D: 3.30%
• 1M: -6.70%
• YTD: -14.20%
• 6M: -15.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WDAY vs. QDAY.NEO — Risk / Return Rank

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

WDAY

WDAY Risk / Return Rank: 5
WDAY Sharpe Ratio Rank: 3
WDAY Sortino Ratio Rank: 4
WDAY Omega Ratio Rank: 5
WDAY Calmar Ratio Rank: 12
WDAY Martin Ratio Rank: 3

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. QDAY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO). 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	QDAY.NEO	Difference
Sharpe ratio Return per unit of total volatility	-1.14	—	—
Sortino ratio Return per unit of downside risk	-1.66	—	—
Omega ratio Gain probability vs. loss probability	0.79	—	—
Calmar ratio Return relative to maximum drawdown	-0.83	—	—
Martin ratio Return relative to average drawdown	-1.83	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WDAY	QDAY.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.14	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	-0.38	+0.58

Correlation

The correlation between WDAY and QDAY.NEO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WDAY vs. QDAY.NEO - Dividend Comparison

WDAY has not paid dividends to shareholders, while QDAY.NEO's dividend yield for the trailing twelve months is around 5.46%.

	TTM	2025
WDAY Workday, Inc.	0.00%	0.00%
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF	5.46%	4.74%

Drawdowns

WDAY vs. QDAY.NEO - Drawdown Comparison

The maximum WDAY drawdown since its inception was -59.58%, which is greater than QDAY.NEO's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for WDAY and QDAY.NEO.

Drawdown Indicators

	WDAY	QDAY.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-59.58%	-25.46%	-34.12%
Max Drawdown (1Y) Largest decline over 1 year	-54.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-59.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-59.58%	—	—
Current Drawdown Current decline from peak	-57.71%	-23.08%	-34.63%
Average Drawdown Average peak-to-trough decline	-20.40%	-7.89%	-12.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.81%	—	—

Volatility

Volatility by Period

	WDAY	QDAY.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.44%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	39.02%	23.50%	+15.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.24%	23.50%	+13.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.04%	23.50%	+14.54%