PAYC vs. SOXX

In the year-to-date period, PAYC achieves a 11.24% return, which is significantly higher than SOXX's -14.13% return. Both investments have delivered pretty close results over the past 10 years, with PAYC having a 21.57% annualized return and SOXX not far behind at 20.74%.

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This table presents a comparison of risk-adjusted performance metrics for Paycom Software, Inc. (PAYC) and iShares PHLX 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.

The current PAYC Sharpe Ratio is 0.52, which is higher than the SOXX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of PAYC and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PAYC's dividend yield for the trailing twelve months is around 0.66%, less than SOXX's 0.80% yield.

The maximum PAYC drawdown since its inception was -74.43%, 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. For additional features, visit the drawdowns tool.

The current volatility for Paycom Software, Inc. (PAYC) is 18.13%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 25.98%. 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.