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PAYX vs. ACN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PAYX vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paychex, Inc. (PAYX) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.62%
16.64%
PAYX
ACN

Returns By Period

In the year-to-date period, PAYX achieves a 23.78% return, which is significantly higher than ACN's 2.38% return. Over the past 10 years, PAYX has underperformed ACN with an annualized return of 15.20%, while ACN has yielded a comparatively higher 17.51% annualized return.


PAYX

YTD

23.78%

1M

1.76%

6M

15.62%

1Y

25.45%

5Y (annualized)

14.06%

10Y (annualized)

15.20%

ACN

YTD

2.38%

1M

-6.18%

6M

17.45%

1Y

9.59%

5Y (annualized)

13.97%

10Y (annualized)

17.51%

Fundamentals


PAYXACN
Market Cap$53.26B$225.33B
EPS$4.68$11.43
PE Ratio31.6231.55
PEG Ratio4.452.22
Total Revenue (TTM)$5.31B$64.90B
Gross Profit (TTM)$3.81B$21.17B
EBITDA (TTM)$2.38B$11.24B

Key characteristics


PAYXACN
Sharpe Ratio1.370.44
Sortino Ratio1.890.75
Omega Ratio1.271.10
Calmar Ratio2.030.35
Martin Ratio6.440.78
Ulcer Index4.13%13.22%
Daily Std Dev19.45%23.39%
Max Drawdown-64.85%-59.20%
Current Drawdown-3.80%-10.95%

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Correlation

-0.50.00.51.00.5

The correlation between PAYX and ACN is 0.49, 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.

Risk-Adjusted Performance

PAYX vs. ACN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paychex, Inc. (PAYX) and Accenture plc (ACN). 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.


Sharpe ratio
The chart of Sharpe ratio for PAYX, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.370.42
The chart of Sortino ratio for PAYX, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.890.72
The chart of Omega ratio for PAYX, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.10
The chart of Calmar ratio for PAYX, currently valued at 2.03, compared to the broader market0.002.004.006.002.030.33
The chart of Martin ratio for PAYX, currently valued at 6.44, compared to the broader market0.0010.0020.0030.006.440.74
PAYX
ACN

The current PAYX Sharpe Ratio is 1.37, which is higher than the ACN Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of PAYX and ACN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.37
0.42
PAYX
ACN

Dividends

PAYX vs. ACN - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 2.68%, more than ACN's 1.51% yield.


TTM20232022202120202019201820172016201520142013
PAYX
Paychex, Inc.
2.68%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%1.54%
ACN
Accenture plc
1.51%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%

Drawdowns

PAYX vs. ACN - Drawdown Comparison

The maximum PAYX drawdown since its inception was -64.85%, which is greater than ACN's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for PAYX and ACN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.80%
-10.95%
PAYX
ACN

Volatility

PAYX vs. ACN - Volatility Comparison

The current volatility for Paychex, Inc. (PAYX) is 7.25%, while Accenture plc (ACN) has a volatility of 7.77%. This indicates that PAYX experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.25%
7.77%
PAYX
ACN

Financials

PAYX vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between Paychex, Inc. and Accenture plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items