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 13.17%/yr vs 35.54%/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 -13.51% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, PAYC has underperformed SOXX with an annualized return of 13.17%, while SOXX has yielded a comparatively higher 35.54% annualized return.
PAYC
- 1D
- -0.52%
- 1M
- 4.38%
- YTD
- -13.51%
- 6M
- -17.04%
- 1Y
- -47.75%
- 3Y*
- -22.86%
- 5Y*
- -15.28%
- 10Y*
- 13.17%
SOXX
- 1D
- -2.10%
- 1M
- 24.86%
- YTD
- 100.26%
- 6M
- 97.20%
- 1Y
- 179.78%
- 3Y*
- 57.09%
- 5Y*
- 33.93%
- 10Y*
- 35.54%
PAYC vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAYC Paycom Software, Inc. | -13.51% | -21.70% | -0.04% | -33.06% | -25.26% | -8.19% | 70.82% | 116.22% | 52.43% | 76.59% |
SOXX iShares Semiconductor ETF | 100.26% | 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 -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.43 |
The correlation between PAYC and SOXX shifts across timeframes, from -0.08 (1 year) to 0.45 (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.
| PAYC | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.56 | ||
| Sortino ratioReturn per unit of downside risk | -7.14 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.71 | -0.94 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 11.48 | -12.32 |
| Martin ratioReturn relative to average drawdown | -1.27 | 43.90 | -45.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PAYC | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.27 | 5.29 | -6.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.94 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 1.07 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | -0.01 |
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 | -56.97% | -15.77% | -41.20% |
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 | -74.58% | -2.10% | -72.48% |
Average DrawdownAverage peak-to-trough decline | -26.89% | -19.97% | -6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.56% | 4.11% | +33.45% |
Volatility
PAYC vs. SOXX - Volatility Comparison
Paycom Software, Inc. (PAYC) has a higher volatility of 15.60% compared to iShares Semiconductor ETF (SOXX) at 14.08%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier 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 | 15.60% | 14.08% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 29.94% | 27.45% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.73% | 34.20% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.49% | 36.11% | +8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.49% | 33.43% | +11.06% |
Dividends
PAYC vs. SOXX - Dividend Comparison
PAYC's dividend yield for the trailing twelve months is around 1.09%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAYC Paycom Software, Inc. | 1.09% | 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 -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PAYC has higher volatility (15.60%) compared to SOXX (14.08%). In terms of maximum drawdown, PAYC dropped -78.99% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.29 vs -1.27), 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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