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

Correlation

The correlation between WDAY and VOO is 0.53, 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.


-0.50.00.51.00.5

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%JulyAugustSeptemberOctoberNovemberDecember
460.77%
420.19%
WDAY
VOO

Key characteristics

Sharpe Ratio

WDAY:

0.03

VOO:

2.25

Sortino Ratio

WDAY:

0.27

VOO:

2.98

Omega Ratio

WDAY:

1.04

VOO:

1.42

Calmar Ratio

WDAY:

0.03

VOO:

3.31

Martin Ratio

WDAY:

0.06

VOO:

14.77

Ulcer Index

WDAY:

18.86%

VOO:

1.90%

Daily Std Dev

WDAY:

32.27%

VOO:

12.46%

Max Drawdown

WDAY:

-57.65%

VOO:

-33.99%

Current Drawdown

WDAY:

-11.12%

VOO:

-2.47%

Returns By Period

In the year-to-date period, WDAY achieves a -1.09% return, which is significantly lower than VOO's 26.02% return. Both investments have delivered pretty close results over the past 10 years, with WDAY having a 12.51% annualized return and VOO not far ahead at 13.08%.


WDAY

YTD

-1.09%

1M

1.85%

6M

24.62%

1Y

0.17%

5Y*

10.54%

10Y*

12.51%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for WDAY, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.032.25
The chart of Sortino ratio for WDAY, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.272.98
The chart of Omega ratio for WDAY, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.42
The chart of Calmar ratio for WDAY, currently valued at 0.03, compared to the broader market0.002.004.006.000.033.31
The chart of Martin ratio for WDAY, currently valued at 0.06, compared to the broader market-5.000.005.0010.0015.0020.0025.000.0614.77
WDAY
VOO

The current WDAY Sharpe Ratio is 0.03, which is lower than the VOO Sharpe Ratio of 2.25. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.03
2.25
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 0.91%.


TTM20232022202120202019201820172016201520142013
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%JulyAugustSeptemberOctoberNovemberDecember
-11.12%
-2.47%
WDAY
VOO

Volatility

WDAY vs. VOO - Volatility Comparison

Workday, Inc. (WDAY) has a higher volatility of 12.23% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.23%
3.75%
WDAY
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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