PAYC vs. VUG

In the year-to-date period, PAYC achieves a -3.18% return, which is significantly higher than VUG's -18.51% return. Over the past 10 years, PAYC has outperformed VUG with an annualized return of 20.09%, while VUG has yielded a comparatively lower 13.02% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Paycom Software, Inc. (PAYC) and Vanguard Growth ETF (VUG). 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 0.01, which is higher than the VUG Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of PAYC and VUG, 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 0.76%, more than VUG's 0.58% yield.

The maximum PAYC drawdown since its inception was -74.43%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PAYC and VUG. For additional features, visit the drawdowns tool.

Paycom Software, Inc. (PAYC) has a higher volatility of 12.82% compared to Vanguard Growth ETF (VUG) at 11.17%. This indicates that PAYC's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.