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WDAY vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

WDAY vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDAY vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

WDAY vs. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and USD Cash (USD=X). 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.


WDAYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.80

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.64

WDAY vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

WDAY vs. USD=X - Drawdown Comparison

The maximum WDAY drawdown since its inception was -63.38%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WDAY and USD=X.


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Drawdown Indicators


WDAYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-63.38%

0.00%

-63.38%

Max Drawdown (1Y)

Largest decline over 1 year

-54.58%

0.00%

-54.58%

Max Drawdown (3Y)

Largest decline over 3 years

-63.38%

0.00%

-63.38%

Max Drawdown (5Y)

Largest decline over 5 years

-63.38%

0.00%

-63.38%

Max Drawdown (10Y)

Largest decline over 10 years

-63.38%

0.00%

-63.38%

Current Drawdown

Current decline from peak

-57.42%

0.00%

-57.42%

Average Drawdown

Average peak-to-trough decline

-20.96%

0.00%

-20.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.79%

0.00%

+29.79%

Volatility

WDAY vs. USD=X - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 19.79% compared to USD Cash (USD=X) at 0.00%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDAYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.79%

0.00%

+19.79%

Volatility (6M)

Calculated over the trailing 6-month period

37.67%

0.00%

+37.67%

Volatility (1Y)

Calculated over the trailing 1-year period

43.77%

0.00%

+43.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.00%

0.00%

+39.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.93%

0.00%

+38.93%

Frequently Asked Questions


WDAY has higher volatility (19.79%) compared to USD=X (0.00%). In terms of maximum drawdown, WDAY dropped -63.38% vs USD=X's 0.00%.

Portfolio Optimizer

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