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

Performance

PAYC vs. ADP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paycom Software, Inc. (PAYC) and Automatic Data Processing, Inc. (ADP). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JuneJulyAugustSeptemberOctoberNovember
1,349.80%
468.25%
PAYC
ADP

Returns By Period

In the year-to-date period, PAYC achieves a 7.14% return, which is significantly lower than ADP's 29.89% return. Over the past 10 years, PAYC has outperformed ADP with an annualized return of 23.59%, while ADP has yielded a comparatively lower 16.02% annualized return.


PAYC

YTD

7.14%

1M

32.63%

6M

22.60%

1Y

25.04%

5Y (annualized)

-3.14%

10Y (annualized)

23.59%

ADP

YTD

29.89%

1M

1.83%

6M

19.24%

1Y

32.72%

5Y (annualized)

14.16%

10Y (annualized)

16.02%

Fundamentals


PAYCADP
Market Cap$13.20B$125.46B
EPS$8.31$9.36
PE Ratio27.5432.90
PEG Ratio1.662.69
Total Revenue (TTM)$1.82B$19.52B
Gross Profit (TTM)$1.50B$9.15B
EBITDA (TTM)$677.45M$5.17B

Key characteristics


PAYCADP
Sharpe Ratio0.742.15
Sortino Ratio1.363.00
Omega Ratio1.181.39
Calmar Ratio0.372.41
Martin Ratio1.6311.91
Ulcer Index17.06%2.69%
Daily Std Dev37.73%14.91%
Max Drawdown-74.43%-59.47%
Current Drawdown-59.77%-3.34%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for PAYC, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.742.18
The chart of Sortino ratio for PAYC, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.363.03
The chart of Omega ratio for PAYC, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.40
The chart of Calmar ratio for PAYC, currently valued at 0.37, compared to the broader market0.002.004.006.000.372.43
The chart of Martin ratio for PAYC, currently valued at 1.63, compared to the broader market0.0010.0020.0030.001.6312.00
PAYC
ADP

The current PAYC Sharpe Ratio is 0.74, which is lower than the ADP Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of PAYC and ADP, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.74
2.18
PAYC
ADP

Dividends

PAYC vs. ADP - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.68%, less than ADP's 1.88% yield.


TTM20232022202120202019201820172016201520142013
PAYC
Paycom Software, Inc.
0.68%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.
1.88%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%2.21%

Drawdowns

PAYC vs. ADP - Drawdown Comparison

The maximum PAYC drawdown since its inception was -74.43%, 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%JuneJulyAugustSeptemberOctoberNovember
-59.77%
-3.34%
PAYC
ADP

Volatility

PAYC vs. ADP - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 20.60% compared to Automatic Data Processing, Inc. (ADP) at 5.99%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
20.60%
5.99%
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