PAYC vs. SOXX

In the year-to-date period, PAYC achieves a 26.05% return, which is significantly higher than SOXX's -5.88% return. Both investments have delivered pretty close results over the past 10 years, with PAYC having a 22.23% annualized return and SOXX not far behind at 21.46%.

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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 1.19, which is higher than the SOXX Sharpe Ratio of -0.29. 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 0.58%, less than SOXX's 0.73% 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.

Paycom Software, Inc. (PAYC) and iShares PHLX Semiconductor ETF (SOXX) have volatilities of 9.55% and 9.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.