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DBX vs. PAYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DBX and PAYX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

DBX vs. PAYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dropbox, Inc. (DBX) and Paychex, Inc. (PAYX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-4.81%
188.40%
DBX
PAYX

Key characteristics

Sharpe Ratio

DBX:

0.56

PAYX:

1.02

Sortino Ratio

DBX:

0.90

PAYX:

1.53

Omega Ratio

DBX:

1.14

PAYX:

1.21

Calmar Ratio

DBX:

0.36

PAYX:

1.90

Martin Ratio

DBX:

1.93

PAYX:

6.47

Ulcer Index

DBX:

9.43%

PAYX:

3.58%

Daily Std Dev

DBX:

32.62%

PAYX:

22.65%

Max Drawdown

DBX:

-62.64%

PAYX:

-64.85%

Current Drawdown

DBX:

-35.45%

PAYX:

-6.48%

Fundamentals

Market Cap

DBX:

$7.72B

PAYX:

$52.43B

EPS

DBX:

$1.40

PAYX:

$4.81

PE Ratio

DBX:

19.36

PAYX:

30.12

PEG Ratio

DBX:

0.90

PAYX:

4.84

PS Ratio

DBX:

3.03

PAYX:

9.64

PB Ratio

DBX:

29.81

PAYX:

12.74

Total Revenue (TTM)

DBX:

$1.92B

PAYX:

$5.44B

Gross Profit (TTM)

DBX:

$1.58B

PAYX:

$3.92B

EBITDA (TTM)

DBX:

$448.70M

PAYX:

$2.48B

Returns By Period

In the year-to-date period, DBX achieves a -9.75% return, which is significantly lower than PAYX's 4.02% return.


DBX

YTD

-9.75%

1M

1.35%

6M

2.42%

1Y

19.11%

5Y*

7.18%

10Y*

N/A

PAYX

YTD

4.02%

1M

-1.78%

6M

3.74%

1Y

26.67%

5Y*

19.94%

10Y*

14.90%

*Annualized

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

DBX vs. PAYX — Risk-Adjusted Performance Rank

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

DBX
The Risk-Adjusted Performance Rank of DBX is 7070
Overall Rank
The Sharpe Ratio Rank of DBX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DBX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DBX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of DBX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DBX is 7474
Martin Ratio Rank

PAYX
The Risk-Adjusted Performance Rank of PAYX is 8686
Overall Rank
The Sharpe Ratio Rank of PAYX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PAYX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PAYX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PAYX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of PAYX is 9191
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.

DBX vs. PAYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dropbox, Inc. (DBX) and Paychex, Inc. (PAYX). 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 DBX, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.00
DBX: 0.56
PAYX: 1.02
The chart of Sortino ratio for DBX, currently valued at 0.90, compared to the broader market-6.00-4.00-2.000.002.004.00
DBX: 0.90
PAYX: 1.53
The chart of Omega ratio for DBX, currently valued at 1.14, compared to the broader market0.501.001.502.00
DBX: 1.14
PAYX: 1.21
The chart of Calmar ratio for DBX, currently valued at 0.36, compared to the broader market0.001.002.003.004.00
DBX: 0.36
PAYX: 1.90
The chart of Martin ratio for DBX, currently valued at 1.93, compared to the broader market-5.000.005.0010.0015.0020.00
DBX: 1.93
PAYX: 6.47

The current DBX Sharpe Ratio is 0.56, which is lower than the PAYX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DBX and PAYX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.56
1.02
DBX
PAYX

Dividends

DBX vs. PAYX - Dividend Comparison

DBX has not paid dividends to shareholders, while PAYX's dividend yield for the trailing twelve months is around 2.71%.


TTM20242023202220212020201920182017201620152014
DBX
Dropbox, 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%
PAYX
Paychex, Inc.
2.71%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%

Drawdowns

DBX vs. PAYX - Drawdown Comparison

The maximum DBX drawdown since its inception was -62.64%, roughly equal to the maximum PAYX drawdown of -64.85%. Use the drawdown chart below to compare losses from any high point for DBX and PAYX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.45%
-6.48%
DBX
PAYX

Volatility

DBX vs. PAYX - Volatility Comparison

Dropbox, Inc. (DBX) and Paychex, Inc. (PAYX) have volatilities of 12.04% and 12.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.04%
12.09%
DBX
PAYX

Financials

DBX vs. PAYX - Financials Comparison

This section allows you to compare key financial metrics between Dropbox, Inc. and Paychex, 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
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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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