WDAY Workday Inc.

Fundamental Data

Get detailed Fundamental insights of Workday Inc. and compare it to the S&P500.
YTD Return
WDAY -10.12%
vs.
SPY +18.46%
1-Year Return
WDAY +3.01%
vs.
SPY +27.00%
3-Year Return
WDAY -2.06%
vs.
SPY +5.68%

Worst 10 Drawdowns of WDAY

Started Recovered Drawdown Days
Nov 18, 2021 Feb 8, 2024 -55.92% 813
Jul 12, 2019 Aug 27, 2020 -49.23% 413
Feb 26, 2015 May 12, 2017 -47.95% 807
Feb 27, 2024 Sep 17, 2024 -32.59% 204
Sep 5, 2018 Nov 29, 2018 -23.00% 86
Feb 16, 2021 Oct 22, 2021 -21.37% 249
Aug 31, 2020 Dec 21, 2020 -17.81% 113
Nov 27, 2017 Jan 22, 2018 -16.84% 57
Mar 13, 2018 Aug 14, 2018 -15.35% 155
Dec 7, 2018 Jan 17, 2019 -15.30% 42

WDAY vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

WDAY
S&P500
Metric WDAY S&P500
Cumulative Return +208.57% +174.09%
Compound Annual Growth Rate (CAGR) +8.34% +7.44%
Sharpe 0.49 0.67
Sortino 0.71 0.94
Max Drawdown -55.92% -34.1%
Longest Drawdown Days 813 745
Volatility (ann.) 38.7% 17.83%
Correlation 57.51% -
R^2 0.33 -
Calmar 0.15 0.22
Skew 0.14 -0.55
Kurtosis 7.07 12.49
Expected Daily +0.05% +0.04%
Expected Monthly +0.97% +0.87%
Expected Yearly +11.93% +10.61%
Kelly Criterion 2.5% 3.45%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.93% -1.80%
Expected Shortfall (cVaR) -3.93% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 7 8
Gain/Pain Ratio 0.09 0.14
Gain/Pain (1M) 0.49 0.78
Payoff Ratio 0.92 0.90
Profit Factor 1.09 1.14
Outlier Win Ratio 2.79 6.41
Outlier Loss Ratio 2.74 6.21
MTD -5.73% -0.11%
3M +18.45% +3.74%
6M -7.51% +10.44%
Best Day +18.68% +9.06%
Worst Day -16.35% -10.94%
Best Month +32.50% +12.70%
Worst Month -24.84% -13.00%
Best Year +64.98% +28.79%
Worst Year -38.75% -19.48%
Avg. Drawdown -7.65% -1.83%
Avg. Drawdown Days 58 22
Recovery Factor 3.31 3.41
Ulcer Index 0.22 0.08
Avg. Up Month +10.14% +4.07%
Avg. Down Month -7.29% -4.43%
Win Days 53.16% 54.39%
Win Month 51.28% 66.67%
Win Quarter 58.97% 76.92%
Win Year 60.00% 70.00%