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WDAY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WDAY and VOO is 0.54, 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.


Performance

WDAY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Workday, Inc. (WDAY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%December2025FebruaryMarchAprilMay
408.91%
393.44%
WDAY
VOO

Key characteristics

Sharpe Ratio

WDAY:

-0.03

VOO:

0.63

Sortino Ratio

WDAY:

0.22

VOO:

1.00

Omega Ratio

WDAY:

1.03

VOO:

1.15

Calmar Ratio

WDAY:

-0.04

VOO:

0.65

Martin Ratio

WDAY:

-0.11

VOO:

2.54

Ulcer Index

WDAY:

11.32%

VOO:

4.78%

Daily Std Dev

WDAY:

36.96%

VOO:

19.12%

Max Drawdown

WDAY:

-57.65%

VOO:

-33.99%

Current Drawdown

WDAY:

-19.34%

VOO:

-8.57%

Returns By Period

In the year-to-date period, WDAY achieves a -3.97% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, WDAY has underperformed VOO with an annualized return of 10.75%, while VOO has yielded a comparatively higher 12.23% annualized return.


WDAY

YTD

-3.97%

1M

14.12%

6M

2.71%

1Y

-0.85%

5Y*

9.09%

10Y*

10.75%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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Risk-Adjusted Performance

WDAY vs. VOO — Risk-Adjusted Performance Rank

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

WDAY
The Risk-Adjusted Performance Rank of WDAY is 4646
Overall Rank
The Sharpe Ratio Rank of WDAY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of WDAY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of WDAY is 4343
Omega Ratio Rank
The Calmar Ratio Rank of WDAY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of WDAY is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WDAY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Workday, Inc. (WDAY) and Vanguard S&P 500 ETF (VOO). 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.


The current WDAY Sharpe Ratio is -0.03, which is lower than the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of WDAY and VOO, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.03
0.63
WDAY
VOO

Dividends

WDAY vs. VOO - Dividend Comparison

WDAY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20242023202220212020201920182017201620152014
WDAY
Workday, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WDAY vs. VOO - Drawdown Comparison

The maximum WDAY drawdown since its inception was -57.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WDAY and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.34%
-8.57%
WDAY
VOO

Volatility

WDAY vs. VOO - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 13.50% compared to Vanguard S&P 500 ETF (VOO) at 11.27%. This indicates that WDAY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.50%
11.27%
WDAY
VOO