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

Correlation

The correlation between PAYC and MA is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

PAYC vs. MA - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,404.81%
691.07%
PAYC
MA

Key characteristics

Sharpe Ratio

PAYC:

0.52

MA:

0.76

Sortino Ratio

PAYC:

1.07

MA:

1.15

Omega Ratio

PAYC:

1.15

MA:

1.17

Calmar Ratio

PAYC:

0.30

MA:

0.95

Martin Ratio

PAYC:

1.52

MA:

3.94

Ulcer Index

PAYC:

14.46%

MA:

4.04%

Daily Std Dev

PAYC:

42.46%

MA:

20.99%

Max Drawdown

PAYC:

-74.43%

MA:

-62.67%

Current Drawdown

PAYC:

-58.25%

MA:

-7.28%

Fundamentals

Market Cap

PAYC:

$12.88B

MA:

$486.38B

EPS

PAYC:

$8.92

MA:

$13.87

PE Ratio

PAYC:

25.52

MA:

38.46

PEG Ratio

PAYC:

2.49

MA:

2.14

PS Ratio

PAYC:

6.84

MA:

17.27

PB Ratio

PAYC:

8.02

MA:

75.28

Total Revenue (TTM)

PAYC:

$1.38B

MA:

$21.82B

Gross Profit (TTM)

PAYC:

$1.09B

MA:

$16.66B

EBITDA (TTM)

PAYC:

$470.23M

MA:

$12.87B

Returns By Period

In the year-to-date period, PAYC achieves a 11.24% return, which is significantly higher than MA's 1.63% return. Over the past 10 years, PAYC has outperformed MA with an annualized return of 21.78%, while MA has yielded a comparatively lower 20.24% annualized return.


PAYC

YTD

11.24%

1M

0.79%

6M

38.72%

1Y

21.45%

5Y*

0.43%

10Y*

21.78%

MA

YTD

1.63%

1M

-4.17%

6M

5.47%

1Y

16.05%

5Y*

15.71%

10Y*

20.24%

*Annualized

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Risk-Adjusted Performance

PAYC vs. MA — Risk-Adjusted Performance Rank

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

PAYC
The Risk-Adjusted Performance Rank of PAYC is 6969
Overall Rank
The Sharpe Ratio Rank of PAYC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PAYC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PAYC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PAYC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of PAYC is 7070
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 7878
Overall Rank
The Sharpe Ratio Rank of MA is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MA is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8484
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.

PAYC vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paycom Software, Inc. (PAYC) and Mastercard Inc (MA). 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.


The chart of Sharpe ratio for PAYC, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.00
PAYC: 0.52
MA: 0.76
The chart of Sortino ratio for PAYC, currently valued at 1.07, compared to the broader market-6.00-4.00-2.000.002.004.00
PAYC: 1.07
MA: 1.15
The chart of Omega ratio for PAYC, currently valued at 1.15, compared to the broader market0.501.001.502.00
PAYC: 1.15
MA: 1.17
The chart of Calmar ratio for PAYC, currently valued at 0.30, compared to the broader market0.001.002.003.004.005.00
PAYC: 0.30
MA: 0.95
The chart of Martin ratio for PAYC, currently valued at 1.52, compared to the broader market-5.000.005.0010.0015.0020.00
PAYC: 1.52
MA: 3.94

The current PAYC Sharpe Ratio is 0.52, which is lower than the MA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PAYC and MA, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.52
0.76
PAYC
MA

Dividends

PAYC vs. MA - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.66%, more than MA's 0.53% yield.


TTM20242023202220212020201920182017201620152014
PAYC
Paycom Software, Inc.
0.66%0.73%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc
0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

PAYC vs. MA - Drawdown Comparison

The maximum PAYC drawdown since its inception was -74.43%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for PAYC and MA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.25%
-7.28%
PAYC
MA

Volatility

PAYC vs. MA - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 18.13% compared to Mastercard Inc (MA) at 13.56%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.13%
13.56%
PAYC
MA

Financials

PAYC vs. MA - Financials Comparison

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