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PAYC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PAYC and VOO is 0.55, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paycom Software, Inc. (PAYC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PAYC:

1.27

VOO:

0.60

Sortino Ratio

PAYC:

1.84

VOO:

0.88

Omega Ratio

PAYC:

1.25

VOO:

1.13

Calmar Ratio

PAYC:

0.59

VOO:

0.56

Martin Ratio

PAYC:

4.30

VOO:

2.13

Ulcer Index

PAYC:

10.20%

VOO:

4.91%

Daily Std Dev

PAYC:

41.64%

VOO:

19.46%

Max Drawdown

PAYC:

-74.43%

VOO:

-33.99%

Current Drawdown

PAYC:

-52.69%

VOO:

-5.22%

Returns By Period

In the year-to-date period, PAYC achieves a 26.05% return, which is significantly higher than VOO's -0.85% return. Over the past 10 years, PAYC has outperformed VOO with an annualized return of 22.37%, while VOO has yielded a comparatively lower 12.64% annualized return.


PAYC

YTD

26.05%

1M

13.31%

6M

10.11%

1Y

52.31%

3Y*

-3.83%

5Y*

-1.84%

10Y*

22.37%

VOO

YTD

-0.85%

1M

5.19%

6M

-2.42%

1Y

10.85%

3Y*

15.45%

5Y*

16.18%

10Y*

12.64%

*Annualized

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Paycom Software, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PAYC vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAYC
The Risk-Adjusted Performance Rank of PAYC is 8383
Overall Rank
The Sharpe Ratio Rank of PAYC is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PAYC is 8484
Sortino Ratio Rank
The Omega Ratio Rank of PAYC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of PAYC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PAYC is 8484
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6262
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PAYC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paycom Software, Inc. (PAYC) and Vanguard S&P 500 ETF (VOO). 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 1.27, which is higher than the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PAYC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PAYC vs. VOO - Dividend Comparison

PAYC's dividend yield for the trailing twelve months is around 0.73%, less than VOO's 1.31% yield.


TTM20242023202220212020201920182017201620152014
PAYC
Paycom Software, Inc.
0.73%0.73%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.31%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PAYC vs. VOO - Drawdown Comparison

The maximum PAYC drawdown since its inception was -74.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PAYC and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PAYC vs. VOO - Volatility Comparison

Paycom Software, Inc. (PAYC) has a higher volatility of 9.57% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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