PAYC vs. SOXX
Compare and contrast key facts about Paycom Software, Inc. (PAYC) and iShares PHLX Semiconductor ETF (SOXX).
SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAYC or SOXX.
Key characteristics
| PAYC | SOXX | |
|---|---|---|
| YTD Return | -6.35% | 13.92% |
| 1Y Return | -33.01% | 62.57% |
| 3Y Return (Ann) | -20.39% | 19.06% |
| 5Y Return (Ann) | -0.70% | 29.67% |
| 10Y Return (Ann) | 28.61% | 28.17% |
| Sharpe Ratio | -0.63 | 2.31 |
| Daily Std Dev | 51.80% | 28.37% |
| Max Drawdown | -72.69% | -69.65% |
| Current Drawdown | -64.84% | -7.98% |
Correlation
The correlation between PAYC and SOXX is 0.50, 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.
Performance
PAYC vs. SOXX - Performance Comparison
In the year-to-date period, PAYC achieves a -6.35% return, which is significantly lower than SOXX's 13.92% return. Both investments have delivered pretty close results over the past 10 years, with PAYC having a 28.61% annualized return and SOXX not far behind at 28.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PAYC vs. SOXX - Risk-Adjusted Performance Comparison
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.
Dividends
PAYC vs. SOXX - Dividend Comparison
PAYC's dividend yield for the trailing twelve months is around 0.78%, less than SOXX's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAYC Paycom Software, Inc. | 0.78% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 1.68% | 2.35% | 3.76% | 1.91% | 2.43% | 3.70% | 4.11% | 2.70% | 3.23% | 3.86% | 4.69% | 3.55% |
Drawdowns
PAYC vs. SOXX - Drawdown Comparison
The maximum PAYC drawdown since its inception was -72.69%, roughly equal to the maximum SOXX drawdown of -69.65%. Use the drawdown chart below to compare losses from any high point for PAYC and SOXX. For additional features, visit the drawdowns tool.
Volatility
PAYC vs. SOXX - Volatility Comparison
The current volatility for Paycom Software, Inc. (PAYC) is 7.46%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.27%. 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.