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 12.31%/yr vs 36.04%/yr for SOXX. At a 0.43 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 -19.73% return, which is significantly lower than SOXX's 99.95% return. Over the past 10 years, PAYC has underperformed SOXX with an annualized return of 12.31%, while SOXX has yielded a comparatively higher 36.04% annualized return.
PAYC
- 1D
- 2.37%
- 1M
- -7.43%
- YTD
- -19.73%
- 6M
- -20.25%
- 1Y
- -45.37%
- 3Y*
- -24.78%
- 5Y*
- -18.76%
- 10Y*
- 12.31%
SOXX
- 1D
- -0.31%
- 1M
- 12.00%
- YTD
- 99.95%
- 6M
- 96.69%
- 1Y
- 157.04%
- 3Y*
- 56.02%
- 5Y*
- 33.68%
- 10Y*
- 36.04%
PAYC vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAYC Paycom Software, Inc. | -19.73% | -21.70% | -0.04% | -33.06% | -25.26% | -8.19% | 70.82% | 116.22% | 52.43% | 76.59% |
SOXX iShares Semiconductor ETF | 99.95% | 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 -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2014 | 0.43 |
The correlation between PAYC and SOXX shifts across timeframes, from -0.11 (1 year) to 0.44 (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 | -5.22 | ||
| Sortino ratioReturn per unit of downside risk | -5.80 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.57 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 10.02 | -10.90 |
| Martin ratioReturn relative to average drawdown | -1.35 | 35.78 | -37.14 |
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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% | -15.77% | -36.35% |
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 | -76.41% | -8.17% | -68.24% |
Average DrawdownAverage peak-to-trough decline | -27.33% | -19.94% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.54% | 4.41% | +29.13% |
Volatility
PAYC vs. SOXX - Volatility Comparison
The current volatility for Paycom Software, Inc. (PAYC) is 12.66%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.70%. 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 | 12.66% | 22.70% | -10.04% |
Volatility (6M)Calculated over the trailing 6-month period | 30.52% | 33.39% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.06% | 39.43% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.54% | 37.20% | +7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.51% | 33.99% | +10.52% |
Dividends
PAYC vs. SOXX - Dividend Comparison
PAYC's dividend yield for the trailing twelve months is around 1.18%, more than SOXX's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAYC Paycom Software, Inc. | 1.18% | 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 | 0.24% | 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 -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.70%) compared to PAYC (12.66%). In terms of maximum drawdown, PAYC dropped -78.99% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.02 vs -1.20), 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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