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

Correlation

The correlation between PAYC and QQQ is 0.55, 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: 0.5

Performance

PAYC vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paycom Software, Inc. (PAYC) and Invesco QQQ (QQQ). 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
1,393.31%
500.75%
PAYC
QQQ

Key characteristics

Sharpe Ratio

PAYC:

0.52

QQQ:

0.49

Sortino Ratio

PAYC:

1.07

QQQ:

0.85

Omega Ratio

PAYC:

1.15

QQQ:

1.12

Calmar Ratio

PAYC:

0.29

QQQ:

0.54

Martin Ratio

PAYC:

1.52

QQQ:

1.86

Ulcer Index

PAYC:

14.45%

QQQ:

6.59%

Daily Std Dev

PAYC:

42.45%

QQQ:

25.26%

Max Drawdown

PAYC:

-74.43%

QQQ:

-82.98%

Current Drawdown

PAYC:

-58.57%

QQQ:

-13.25%

Returns By Period

In the year-to-date period, PAYC achieves a 10.39% return, which is significantly higher than QQQ's -8.45% return. Over the past 10 years, PAYC has outperformed QQQ with an annualized return of 21.74%, while QQQ has yielded a comparatively lower 16.49% annualized return.


PAYC

YTD

10.39%

1M

1.08%

6M

37.20%

1Y

21.15%

5Y*

1.60%

10Y*

21.74%

QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

*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. QQQ — 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 6666
Calmar Ratio Rank
The Martin Ratio Rank of PAYC is 7070
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paycom Software, Inc. (PAYC) and Invesco QQQ (QQQ). 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
QQQ: 0.49
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
QQQ: 0.85
The chart of Omega ratio for PAYC, currently valued at 1.15, compared to the broader market0.501.001.502.00
PAYC: 1.15
QQQ: 1.12
The chart of Calmar ratio for PAYC, currently valued at 0.29, compared to the broader market0.001.002.003.004.005.00
PAYC: 0.29
QQQ: 0.54
The chart of Martin ratio for PAYC, currently valued at 1.52, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PAYC: 1.52
QQQ: 1.86

The current PAYC Sharpe Ratio is 0.52, which is comparable to the QQQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of PAYC and QQQ, 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
0.49
PAYC
QQQ

Dividends

PAYC vs. QQQ - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.66%, more than QQQ's 0.64% 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%
QQQ
Invesco QQQ
0.64%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

PAYC vs. QQQ - Drawdown Comparison

The maximum PAYC drawdown since its inception was -74.43%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for PAYC and QQQ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.57%
-13.25%
PAYC
QQQ

Volatility

PAYC vs. QQQ - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 18.12% compared to Invesco QQQ (QQQ) at 16.89%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier than QQQ 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
18.12%
16.89%
PAYC
QQQ