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ADP vs. PAYC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ADPPAYC
YTD Return6.35%-9.56%
1Y Return19.51%-34.25%
3Y Return (Ann)10.30%-22.36%
5Y Return (Ann)10.84%-1.25%
10Y Return (Ann)16.55%28.84%
Sharpe Ratio1.02-0.68
Daily Std Dev18.65%51.65%
Max Drawdown-59.47%-72.69%
Current Drawdown-5.66%-66.04%

Fundamentals


ADPPAYC
Market Cap$99.95B$10.66B
EPS$8.59$5.88
PE Ratio28.3231.17
PEG Ratio2.692.07
Revenue (TTM)$18.59B$1.69B
Gross Profit (TTM)$8.51B$1.21B
EBITDA (TTM)$5.31B$503.37M

Correlation

-0.50.00.51.00.5

The correlation between ADP and PAYC is 0.46, 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

ADP vs. PAYC - Performance Comparison

In the year-to-date period, ADP achieves a 6.35% return, which is significantly higher than PAYC's -9.56% return. Over the past 10 years, ADP has underperformed PAYC with an annualized return of 16.55%, while PAYC has yielded a comparatively higher 28.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2024FebruaryMarchApril
365.26%
1,123.84%
ADP
PAYC

Compare stocks, funds, or ETFs

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


Automatic Data Processing, Inc.

Paycom Software, Inc.

Risk-Adjusted Performance

ADP vs. PAYC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and Paycom Software, Inc. (PAYC). 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.


ADP
Sharpe ratio
The chart of Sharpe ratio for ADP, currently valued at 1.02, compared to the broader market-2.00-1.000.001.002.003.004.001.02
Sortino ratio
The chart of Sortino ratio for ADP, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.006.001.41
Omega ratio
The chart of Omega ratio for ADP, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for ADP, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for ADP, currently valued at 3.51, compared to the broader market0.0010.0020.0030.003.51
PAYC
Sharpe ratio
The chart of Sharpe ratio for PAYC, currently valued at -0.68, compared to the broader market-2.00-1.000.001.002.003.004.00-0.68
Sortino ratio
The chart of Sortino ratio for PAYC, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.006.00-0.57
Omega ratio
The chart of Omega ratio for PAYC, currently valued at 0.88, compared to the broader market0.501.001.500.88
Calmar ratio
The chart of Calmar ratio for PAYC, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48
Martin ratio
The chart of Martin ratio for PAYC, currently valued at -0.96, compared to the broader market0.0010.0020.0030.00-0.96

ADP vs. PAYC - Sharpe Ratio Comparison

The current ADP Sharpe Ratio is 1.02, which is higher than the PAYC Sharpe Ratio of -0.68. The chart below compares the 12-month rolling Sharpe Ratio of ADP and PAYC.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
1.02
-0.68
ADP
PAYC

Dividends

ADP vs. PAYC - Dividend Comparison

ADP's dividend yield for the trailing twelve months is around 2.15%, more than PAYC's 0.80% yield.


TTM20232022202120202019201820172016201520142013
ADP
Automatic Data Processing, Inc.
2.15%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
PAYC
Paycom Software, Inc.
0.80%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADP vs. PAYC - Drawdown Comparison

The maximum ADP drawdown since its inception was -59.47%, smaller than the maximum PAYC drawdown of -72.69%. Use the drawdown chart below to compare losses from any high point for ADP and PAYC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.66%
-66.04%
ADP
PAYC

Volatility

ADP vs. PAYC - Volatility Comparison

The current volatility for Automatic Data Processing, Inc. (ADP) is 4.50%, while Paycom Software, Inc. (PAYC) has a volatility of 7.88%. This indicates that ADP experiences smaller price fluctuations and is considered to be less risky than PAYC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
4.50%
7.88%
ADP
PAYC

Financials

ADP vs. PAYC - Financials Comparison

This section allows you to compare key financial metrics between Automatic Data Processing, Inc. and Paycom Software, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items