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

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%JuneJulyAugustSeptemberOctoberNovember
1,348.85%
671.50%
PAYC
MA

Returns By Period

In the year-to-date period, PAYC achieves a 7.07% return, which is significantly lower than MA's 23.07% return. Over the past 10 years, PAYC has outperformed MA with an annualized return of 24.56%, while MA has yielded a comparatively lower 20.84% annualized return.


PAYC

YTD

7.07%

1M

34.43%

6M

21.18%

1Y

27.73%

5Y (annualized)

-0.91%

10Y (annualized)

24.56%

MA

YTD

23.07%

1M

1.52%

6M

13.71%

1Y

32.19%

5Y (annualized)

13.86%

10Y (annualized)

20.84%

Fundamentals


PAYCMA
Market Cap$13.20B$486.56B
EPS$8.31$13.23
PE Ratio27.5440.00
PEG Ratio1.661.96
Total Revenue (TTM)$1.82B$27.23B
Gross Profit (TTM)$1.50B$25.03B
EBITDA (TTM)$677.45M$15.99B

Key characteristics


PAYCMA
Sharpe Ratio0.672.05
Sortino Ratio1.272.72
Omega Ratio1.171.38
Calmar Ratio0.342.73
Martin Ratio1.486.80
Ulcer Index17.06%4.75%
Daily Std Dev37.77%15.72%
Max Drawdown-74.43%-62.67%
Current Drawdown-59.80%-1.55%

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Correlation

-0.50.00.51.00.5

The correlation between PAYC and MA 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. 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.


Sharpe ratio
The chart of Sharpe ratio for PAYC, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.672.05
The chart of Sortino ratio for PAYC, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.272.72
The chart of Omega ratio for PAYC, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.38
The chart of Calmar ratio for PAYC, currently valued at 0.34, compared to the broader market0.002.004.006.000.342.73
The chart of Martin ratio for PAYC, currently valued at 1.48, compared to the broader market0.0010.0020.0030.001.486.80
PAYC
MA

The current PAYC Sharpe Ratio is 0.67, which is lower than the MA Sharpe Ratio of 2.05. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.67
2.05
PAYC
MA

Dividends

PAYC vs. MA - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.68%, more than MA's 0.51% 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%
MA
Mastercard Inc
0.51%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-59.80%
-1.55%
PAYC
MA

Volatility

PAYC vs. MA - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 20.58% compared to Mastercard Inc (MA) at 5.49%. 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%JuneJulyAugustSeptemberOctoberNovember
20.58%
5.49%
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