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

Key characteristics


PAYXACN
YTD Return0.98%-13.77%
1Y Return14.43%10.82%
3Y Return (Ann)9.92%2.37%
5Y Return (Ann)10.26%12.73%
10Y Return (Ann)14.67%16.28%
Sharpe Ratio0.630.47
Daily Std Dev18.97%21.62%
Max Drawdown-64.85%-59.20%
Current Drawdown-10.50%-24.99%

Fundamentals


PAYXACN
Market Cap$43.18B$193.65B
EPS$4.59$11.03
PE Ratio26.1427.92
PEG Ratio3.142.19
Revenue (TTM)$5.21B$64.57B
Gross Profit (TTM)$3.26B$20.73B
EBITDA (TTM)$2.32B$11.28B

Correlation

-0.50.00.51.00.5

The correlation between PAYX and ACN 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

PAYX vs. ACN - Performance Comparison

In the year-to-date period, PAYX achieves a 0.98% return, which is significantly higher than ACN's -13.77% return. Over the past 10 years, PAYX has underperformed ACN with an annualized return of 14.67%, while ACN has yielded a comparatively higher 16.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2024FebruaryMarchAprilMay
456.17%
2,669.16%
PAYX
ACN

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Paychex, Inc.

Accenture plc

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.


PAYX
Sharpe ratio
The chart of Sharpe ratio for PAYX, currently valued at 0.77, compared to the broader market-2.00-1.000.001.002.003.004.000.77
Sortino ratio
The chart of Sortino ratio for PAYX, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.006.001.12
Omega ratio
The chart of Omega ratio for PAYX, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for PAYX, currently valued at 0.62, compared to the broader market0.002.004.006.000.62
Martin ratio
The chart of Martin ratio for PAYX, currently valued at 2.58, compared to the broader market-10.000.0010.0020.0030.002.58
ACN
Sharpe ratio
The chart of Sharpe ratio for ACN, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for ACN, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.006.000.74
Omega ratio
The chart of Omega ratio for ACN, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for ACN, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for ACN, currently valued at 1.52, compared to the broader market-10.000.0010.0020.0030.001.52

PAYX vs. ACN - Sharpe Ratio Comparison

The current PAYX Sharpe Ratio is 0.63, which is higher than the ACN Sharpe Ratio of 0.47. The chart below compares the 12-month rolling Sharpe Ratio of PAYX and ACN.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2024FebruaryMarchAprilMay
0.77
0.47
PAYX
ACN

Dividends

PAYX vs. ACN - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 2.98%, more than ACN's 1.66% yield.


TTM20232022202120202019201820172016201520142013
PAYX
Paychex, Inc.
2.98%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
1.66%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.


-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-10.50%
-24.99%
PAYX
ACN

Volatility

PAYX vs. ACN - Volatility Comparison

Paychex, Inc. (PAYX) has a higher volatility of 5.67% compared to Accenture plc (ACN) at 4.79%. This indicates that PAYX's price experiences larger fluctuations and is considered to be riskier than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.67%
4.79%
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