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

Key characteristics


PAYCADP
YTD Return-16.97%4.43%
1Y Return-38.40%15.72%
3Y Return (Ann)-21.36%9.85%
5Y Return (Ann)-3.58%10.91%
10Y Return (Ann)27.45%16.13%
Sharpe Ratio-0.780.78
Daily Std Dev52.71%18.61%
Max Drawdown-72.69%-59.47%
Current Drawdown-68.83%-7.36%

Fundamentals


PAYCADP
Market Cap$10.98B$99.85B
EPS$5.87$8.58
PE Ratio32.1828.33
PEG Ratio2.072.69
Revenue (TTM)$1.69B$18.59B
Gross Profit (TTM)$1.21B$8.51B
EBITDA (TTM)$503.37M$5.31B

Correlation

-0.50.00.51.00.5

The correlation between PAYC and ADP 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

PAYC vs. ADP - Performance Comparison

In the year-to-date period, PAYC achieves a -16.97% return, which is significantly lower than ADP's 4.43% return. Over the past 10 years, PAYC has outperformed ADP with an annualized return of 27.45%, while ADP has yielded a comparatively lower 16.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
1,023.55%
356.85%
PAYC
ADP

Compare stocks, funds, or ETFs

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


Paycom Software, Inc.

Automatic Data Processing, Inc.

Risk-Adjusted Performance

PAYC vs. ADP - Risk-Adjusted Performance Comparison

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


PAYC
Sharpe ratio
The chart of Sharpe ratio for PAYC, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.004.00-0.78
Sortino ratio
The chart of Sortino ratio for PAYC, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.006.00-0.75
Omega ratio
The chart of Omega ratio for PAYC, currently valued at 0.84, compared to the broader market0.501.001.500.84
Calmar ratio
The chart of Calmar ratio for PAYC, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57
Martin ratio
The chart of Martin ratio for PAYC, currently valued at -1.11, compared to the broader market-10.000.0010.0020.0030.00-1.11
ADP
Sharpe ratio
The chart of Sharpe ratio for ADP, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.004.000.78
Sortino ratio
The chart of Sortino ratio for ADP, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.006.001.12
Omega ratio
The chart of Omega ratio for ADP, currently valued at 1.17, compared to the broader market0.501.001.501.17
Calmar ratio
The chart of Calmar ratio for ADP, currently valued at 0.67, compared to the broader market0.002.004.006.000.67
Martin ratio
The chart of Martin ratio for ADP, currently valued at 2.71, compared to the broader market-10.000.0010.0020.0030.002.71

PAYC vs. ADP - Sharpe Ratio Comparison

The current PAYC Sharpe Ratio is -0.78, which is lower than the ADP Sharpe Ratio of 0.78. The chart below compares the 12-month rolling Sharpe Ratio of PAYC and ADP.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.78
0.78
PAYC
ADP

Dividends

PAYC vs. ADP - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.88%, less than ADP's 2.19% yield.


TTM20232022202120202019201820172016201520142013
PAYC
Paycom Software, Inc.
0.88%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADP
Automatic Data Processing, Inc.
2.19%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%

Drawdowns

PAYC vs. ADP - Drawdown Comparison

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


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-68.83%
-7.36%
PAYC
ADP

Volatility

PAYC vs. ADP - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 13.79% compared to Automatic Data Processing, Inc. (ADP) at 4.82%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier than ADP 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%December2024FebruaryMarchAprilMay
13.79%
4.82%
PAYC
ADP

Financials

PAYC vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Paycom Software, Inc. and Automatic Data Processing, 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