Performance

GDDY-22.88%WDAY-21.16%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
GDDY	+6.15%	-12.93%	-22.88%	+8.16%	-44.53%	-0.38
WDAY	+1.93%	-8.74%	-21.16%	-7.09%	-54.21%	-0.26

Summary

GDDY vs WDAY

Over the past year, WDAY returned -21.16% against -22.88% for GDDY. Over five years, GDDY averaged +8.16% a year, compared with -7.09% for WDAY. WDAY had the higher Sharpe ratio over the past year (-0.26 vs -0.38), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -44.53% for GDDY and -54.21% for WDAY.

Current Drawdown

GDDY-23.66%WDAY-23.55%

Rolling Volatility

GDDY+3.54%WDAY+2.14%

METRICS

Correlation Matrix

	GDDY	WDAY
GDDY	1.00	0.54
WDAY	0.54	1.00

Metrics

Risk Indicators

GDDYWDAY

Alpha

-20.67%

-18.39%

Beta

0.20x

0.38x

Sharpe

-0.38

-0.26

Sortino

-0.50

-0.40

Omega

0.93

0.95

Calmar

-0.51

-0.39

Martin

-0.64

-0.41

Comparisons

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GDDY vs WDAY: returns, Sharpe ratio and drawdown

GDDY vs WDAY

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