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KFY vs. PAYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KFY vs. PAYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, KFY achieves a 26.69% return, which is significantly higher than PAYX's 7.70% return. Over the past 10 years, KFY has outperformed PAYX with an annualized return of 15.69%, while PAYX has yielded a comparatively lower 10.47% annualized return.


KFY

1D
0.19%
1M
19.01%
6M
20.40%
YTD
26.69%
1Y
22.81%
3Y*
18.99%
5Y*
5.68%
10Y*
15.69%
ALL TIME*
7.29%

PAYX

1D
0.44%
1M
11.01%
6M
15.95%
YTD
7.70%
1Y
-12.45%
3Y*
1.18%
5Y*
3.69%
10Y*
10.47%
ALL TIME*
18.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$30.81M$33.47M$38.48M
$415.46M$367.73M$350.34M

KFY vs. PAYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KFY
Korn Ferry
26.69%0.59%16.09%19.13%-32.32%75.24%4.01%8.28%-3.69%42.17%
PAYX
Paychex, Inc.
7.70%-17.49%21.31%6.21%-13.16%50.16%13.25%34.53%-1.08%15.41%

Correlation

The correlation between KFY and PAYX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.49

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (10Y)
Provides a long-term view across more market conditions.

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 11, 1999

0.41

The correlation between KFY and PAYX shifts across timeframes, from 0.41 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KFY:

$4.18B

PAYX:

$41.56B

EPS

KFY:

$5.30

PAYX:

$4.88

PE Ratio

KFY:

15.53

PAYX:

23.93

PEG Ratio

KFY:

11.28

PAYX:

3.82

PS Ratio

KFY:

1.47

PAYX:

6.47

PB Ratio

KFY:

2.17

PAYX:

11.21

Total Revenue (TTM)

KFY:

$2.94B

PAYX:

$6.51B

Gross Profit (TTM)

KFY:

$752.49M

PAYX:

$4.84B

EBITDA (TTM)

KFY:

$463.91M

PAYX:

$2.90B

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Return for Risk

KFY vs. PAYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KFY
KFY Risk / Return Rank: 6464
Overall Rank
KFY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
KFY Sortino Ratio Rank: 6161
Sortino Ratio Rank
KFY Omega Ratio Rank: 6161
Omega Ratio Rank
KFY Calmar Ratio Rank: 6565
Calmar Ratio Rank
KFY Martin Ratio Rank: 6464
Martin Ratio Rank

PAYX
PAYX Risk / Return Rank: 2323
Overall Rank
PAYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PAYX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PAYX Omega Ratio Rank: 1919
Omega Ratio Rank
PAYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
PAYX Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KFY vs. PAYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Korn Ferry (KFY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KFYPAYXDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.14

0.92

+0.22

Calmar ratioReturn relative to maximum drawdown

0.94

-0.41

+1.35

Martin ratioReturn relative to average drawdown

1.81

-0.66

+2.46

KFY vs. PAYX - Sharpe Ratio Comparison

The current KFY Sharpe Ratio is 0.67, which is higher than the PAYX Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of KFY and PAYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KFY vs. PAYX - Drawdown Comparison

The maximum KFY drawdown since its inception was -86.57%, which is greater than PAYX's maximum drawdown of -64.85%. Use the drawdown chart below to compare losses from any high point for KFY and PAYX.


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Drawdown Indicators


KFYPAYXDifference

Max Drawdown

Largest peak-to-trough decline

-86.57%

-64.85%

-21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-21.05%

-38.17%

+17.12%

Max Drawdown (3Y)

Largest decline over 3 years

-24.14%

-44.95%

+20.81%

Max Drawdown (5Y)

Largest decline over 5 years

-44.83%

-44.95%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-67.08%

-44.95%

-22.13%

Current Drawdown

Current decline from peak

-2.86%

-23.07%

+20.21%

Average Drawdown

Average peak-to-trough decline

-42.32%

-18.00%

-24.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

25.04%

-14.13%

Volatility

KFY vs. PAYX - Volatility Comparison

The current volatility for Korn Ferry (KFY) is 9.60%, while Paychex, Inc. (PAYX) has a volatility of 10.62%. This indicates that KFY experiences smaller price fluctuations and is considered to be less risky than PAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KFYPAYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

10.62%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

24.14%

23.27%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

29.41%

27.68%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

24.36%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.93%

25.46%

+9.47%

Dividends

KFY vs. PAYX - Dividend Comparison

KFY's dividend yield for the trailing twelve months is around 2.50%, less than PAYX's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
KFY
Korn Ferry
2.50%2.91%2.13%1.42%1.36%0.61%0.92%0.94%1.01%0.97%1.36%1.21%
PAYX
Paychex, Inc.
3.89%3.76%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%

Financials

KFY vs. PAYX - Financials Comparison

This section allows you to compare key financial metrics between Korn Ferry 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

Frequently Asked Questions


KFY and PAYX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAYX has higher volatility (10.62%) compared to KFY (9.60%). In terms of maximum drawdown, KFY dropped -86.57% vs PAYX's -64.85%.

KFY currently has the higher Sharpe Ratio (0.67 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KFY and PAYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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