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

Correlation

The correlation between PAYC and PAYX is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

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.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,404.81%
393.09%
PAYC
PAYX

Key characteristics

Sharpe Ratio

PAYC:

0.52

PAYX:

0.93

Sortino Ratio

PAYC:

1.07

PAYX:

1.41

Omega Ratio

PAYC:

1.15

PAYX:

1.19

Calmar Ratio

PAYC:

0.30

PAYX:

1.74

Martin Ratio

PAYC:

1.52

PAYX:

5.67

Ulcer Index

PAYC:

14.46%

PAYX:

3.75%

Daily Std Dev

PAYC:

42.46%

PAYX:

22.84%

Max Drawdown

PAYC:

-74.43%

PAYX:

-64.85%

Current Drawdown

PAYC:

-58.25%

PAYX:

-7.57%

Fundamentals

Market Cap

PAYC:

$12.78B

PAYX:

$51.94B

EPS

PAYC:

$8.92

PAYX:

$4.81

PE Ratio

PAYC:

25.32

PAYX:

29.98

PEG Ratio

PAYC:

2.41

PAYX:

4.76

PS Ratio

PAYC:

6.79

PAYX:

9.55

PB Ratio

PAYC:

7.79

PAYX:

12.53

Total Revenue (TTM)

PAYC:

$1.38B

PAYX:

$5.44B

Gross Profit (TTM)

PAYC:

$1.09B

PAYX:

$3.92B

EBITDA (TTM)

PAYC:

$470.23M

PAYX:

$2.48B

Returns By Period

In the year-to-date period, PAYC achieves a 11.24% return, which is significantly higher than PAYX's 2.80% return. Over the past 10 years, PAYC has outperformed PAYX with an annualized return of 21.57%, while PAYX has yielded a comparatively lower 14.72% annualized return.


PAYC

YTD

11.24%

1M

2.19%

6M

38.72%

1Y

22.96%

5Y*

1.75%

10Y*

21.57%

PAYX

YTD

2.80%

1M

-4.65%

6M

3.41%

1Y

20.90%

5Y*

19.45%

10Y*

14.72%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PAYC vs. PAYX — 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 7171
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

PAYX
The Risk-Adjusted Performance Rank of PAYX is 8383
Overall Rank
The Sharpe Ratio Rank of PAYX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PAYX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of PAYX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PAYX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PAYX is 8989
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. 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.


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
PAYX: 0.93
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
PAYX: 1.41
The chart of Omega ratio for PAYC, currently valued at 1.15, compared to the broader market0.501.001.502.00
PAYC: 1.15
PAYX: 1.19
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
PAYX: 1.74
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
PAYX: 5.67

The current PAYC Sharpe Ratio is 0.52, which is lower than the PAYX Sharpe Ratio of 0.93. 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.52
0.93
PAYC
PAYX

Dividends

PAYC vs. PAYX - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.66%, less than PAYX's 2.74% 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%
PAYX
Paychex, Inc.
2.74%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.25%
-7.57%
PAYC
PAYX

Volatility

PAYC vs. PAYX - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 18.13% compared to Paychex, Inc. (PAYX) at 11.68%. 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%NovemberDecember2025FebruaryMarchApril
18.13%
11.68%
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