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

Correlation

The correlation between PAYC and PAYX 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.


-0.50.00.51.00.5

Performance

PAYC vs. PAYX - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,266.14%
371.40%
PAYC
PAYX

Key characteristics

Sharpe Ratio

PAYC:

0.01

PAYX:

0.52

Sortino Ratio

PAYC:

0.30

PAYX:

0.84

Omega Ratio

PAYC:

1.04

PAYX:

1.12

Calmar Ratio

PAYC:

0.00

PAYX:

0.79

Martin Ratio

PAYC:

0.02

PAYX:

2.56

Ulcer Index

PAYC:

17.09%

PAYX:

4.02%

Daily Std Dev

PAYC:

38.64%

PAYX:

19.68%

Max Drawdown

PAYC:

-74.43%

PAYX:

-64.85%

Current Drawdown

PAYC:

-62.09%

PAYX:

-7.34%

Fundamentals

Market Cap

PAYC:

$13.43B

PAYX:

$50.49B

EPS

PAYC:

$8.31

PAYX:

$4.69

PE Ratio

PAYC:

28.03

PAYX:

29.91

PEG Ratio

PAYC:

1.69

PAYX:

4.20

Total Revenue (TTM)

PAYC:

$1.82B

PAYX:

$4.05B

Gross Profit (TTM)

PAYC:

$1.43B

PAYX:

$2.92B

EBITDA (TTM)

PAYC:

$788.57M

PAYX:

$1.83B

Returns By Period

In the year-to-date period, PAYC achieves a 0.96% return, which is significantly lower than PAYX's 19.22% return. Over the past 10 years, PAYC has outperformed PAYX with an annualized return of 22.17%, while PAYX has yielded a comparatively lower 14.82% annualized return.


PAYC

YTD

0.96%

1M

-4.42%

6M

42.64%

1Y

2.29%

5Y*

-4.48%

10Y*

22.17%

PAYX

YTD

19.22%

1M

-2.03%

6M

11.80%

1Y

11.06%

5Y*

13.25%

10Y*

14.82%

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Risk-Adjusted Performance

PAYC vs. PAYX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for PAYC, currently valued at 0.01, compared to the broader market-4.00-2.000.002.000.010.52
The chart of Sortino ratio for PAYC, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.300.84
The chart of Omega ratio for PAYC, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.12
The chart of Calmar ratio for PAYC, currently valued at 0.00, compared to the broader market0.002.004.006.000.000.79
The chart of Martin ratio for PAYC, currently valued at 0.02, compared to the broader market0.0010.0020.000.022.56
PAYC
PAYX

The current PAYC Sharpe Ratio is 0.01, which is lower than the PAYX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PAYC and PAYX, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.01
0.52
PAYC
PAYX

Dividends

PAYC vs. PAYX - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.72%, less than PAYX's 2.78% yield.


TTM20232022202120202019201820172016201520142013
PAYC
Paycom Software, Inc.
0.72%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PAYX
Paychex, Inc.
2.78%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%1.54%

Drawdowns

PAYC vs. PAYX - Drawdown Comparison

The maximum PAYC drawdown since its inception was -74.43%, which is greater than PAYX's maximum drawdown of -64.85%. Use the drawdown chart below to compare losses from any high point for PAYC and PAYX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.09%
-7.34%
PAYC
PAYX

Volatility

PAYC vs. PAYX - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 12.59% compared to Paychex, Inc. (PAYX) at 4.86%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier than PAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.59%
4.86%
PAYC
PAYX

Financials

PAYC vs. PAYX - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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