PAYC vs. SOXX
PAYC (Paycom Software, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, PAYC returned 12.70%/yr vs 33.24%/yr for SOXX. At a 0.42 correlation, their price movements are largely independent.
Performance
PAYC vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, PAYC achieves a -5.06% return, which is significantly lower than SOXX's 76.35% return. Over the past 10 years, PAYC has underperformed SOXX with an annualized return of 12.70%, while SOXX has yielded a comparatively higher 33.24% annualized return.
PAYC
- 1D
- 3.97%
- 1M
- 16.53%
- 6M
- -0.97%
- YTD
- -5.06%
- 1Y
- -31.96%
- 3Y*
- -24.56%
- 5Y*
- -16.17%
- 10Y*
- 12.70%
SOXX
- 1D
- -4.46%
- 1M
- -10.27%
- 6M
- 57.49%
- YTD
- 76.35%
- 1Y
- 117.02%
- 3Y*
- 45.18%
- 5Y*
- 31.15%
- 10Y*
- 33.24%
PAYC vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAYC Paycom Software, Inc. | -5.06% | -21.70% | -0.04% | -33.06% | -25.26% | -8.19% | 70.82% | 116.22% | 52.43% | 76.59% |
SOXX iShares Semiconductor ETF | 76.35% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between PAYC and SOXX is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2014 | 0.42 |
The correlation between PAYC and SOXX shifts across timeframes, from -0.18 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PAYC vs. SOXX — Risk / Return Rank
PAYC
SOXX
PAYC vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Paycom Software, Inc. (PAYC) and iShares Semiconductor ETF (SOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PAYC | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.59 | ||
| Sortino ratioReturn per unit of downside risk | -4.07 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.41 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 6.19 | -6.81 |
| Martin ratioReturn relative to average drawdown | -0.91 | 22.06 | -22.97 |
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Drawdowns
PAYC vs. SOXX - Drawdown Comparison
The maximum PAYC drawdown since its inception was -78.99%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for PAYC and SOXX.
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Drawdown Indicators
| PAYC | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.99% | -70.21% | -8.78% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -19.01% | -33.11% |
Max Drawdown (3Y)Largest decline over 3 years | -68.70% | -41.36% | -27.34% |
Max Drawdown (5Y)Largest decline over 5 years | -78.99% | -45.75% | -33.24% |
Max Drawdown (10Y)Largest decline over 10 years | -78.99% | -45.75% | -33.24% |
Current DrawdownCurrent decline from peak | -72.10% | -19.01% | -53.09% |
Average DrawdownAverage peak-to-trough decline | -27.56% | -19.92% | -7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.05% | 5.32% | +29.73% |
Volatility
PAYC vs. SOXX - Volatility Comparison
The current volatility for Paycom Software, Inc. (PAYC) is 13.92%, while iShares Semiconductor ETF (SOXX) has a volatility of 20.64%. This indicates that PAYC experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAYC | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.92% | 20.64% | -6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 32.23% | 36.86% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.27% | 42.42% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.81% | 37.83% | +6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.60% | 34.30% | +10.30% |
Dividends
PAYC vs. SOXX - Dividend Comparison
PAYC's dividend yield for the trailing twelve months is around 1.00%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAYC Paycom Software, Inc. | 1.00% | 0.94% | 0.73% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
PAYC and SOXX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (20.64%) compared to PAYC (13.92%). In terms of maximum drawdown, PAYC dropped -78.99% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.77 vs -0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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