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

Performance

PAYC vs. PYPL - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JuneJulyAugustSeptemberOctoberNovember
545.62%
133.04%
PAYC
PYPL

Returns By Period

In the year-to-date period, PAYC achieves a 7.14% return, which is significantly lower than PYPL's 39.31% return.


PAYC

YTD

7.14%

1M

32.63%

6M

22.60%

1Y

25.04%

5Y (annualized)

-3.14%

10Y (annualized)

23.59%

PYPL

YTD

39.31%

1M

5.70%

6M

32.08%

1Y

51.31%

5Y (annualized)

-3.86%

10Y (annualized)

N/A

Fundamentals


PAYCPYPL
Market Cap$13.20B$86.62B
EPS$8.31$4.18
PE Ratio27.5420.67
PEG Ratio1.661.55
Total Revenue (TTM)$1.82B$31.43B
Gross Profit (TTM)$1.50B$13.48B
EBITDA (TTM)$677.45M$6.83B

Key characteristics


PAYCPYPL
Sharpe Ratio0.741.49
Sortino Ratio1.362.04
Omega Ratio1.181.27
Calmar Ratio0.370.62
Martin Ratio1.637.85
Ulcer Index17.06%6.44%
Daily Std Dev37.73%34.01%
Max Drawdown-74.43%-83.67%
Current Drawdown-59.77%-72.27%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.5

The correlation between PAYC and PYPL is 0.54, 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. PYPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paycom Software, Inc. (PAYC) and PayPal Holdings, Inc. (PYPL). 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-4.00-2.000.002.004.000.741.49
The chart of Sortino ratio for PAYC, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.362.04
The chart of Omega ratio for PAYC, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.27
The chart of Calmar ratio for PAYC, currently valued at 0.37, compared to the broader market0.002.004.006.000.370.62
The chart of Martin ratio for PAYC, currently valued at 1.63, compared to the broader market0.0010.0020.0030.001.637.85
PAYC
PYPL

The current PAYC Sharpe Ratio is 0.74, which is lower than the PYPL Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of PAYC and PYPL, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.74
1.49
PAYC
PYPL

Dividends

PAYC vs. PYPL - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.68%, while PYPL has not paid dividends to shareholders.


TTM2023
PAYC
Paycom Software, Inc.
0.68%0.54%
PYPL
PayPal Holdings, Inc.
0.00%0.00%

Drawdowns

PAYC vs. PYPL - Drawdown Comparison

The maximum PAYC drawdown since its inception was -74.43%, smaller than the maximum PYPL drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for PAYC and PYPL. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-59.77%
-72.27%
PAYC
PYPL

Volatility

PAYC vs. PYPL - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 20.60% compared to PayPal Holdings, Inc. (PYPL) at 9.01%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier than PYPL 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%
9.01%
PAYC
PYPL

Financials

PAYC vs. PYPL - Financials Comparison

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