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

Performance

PAYX vs. CPRT - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.62%
3.19%
PAYX
CPRT

Returns By Period

In the year-to-date period, PAYX achieves a 23.78% return, which is significantly higher than CPRT's 15.65% return. Over the past 10 years, PAYX has underperformed CPRT with an annualized return of 15.20%, while CPRT has yielded a comparatively higher 29.57% annualized return.


PAYX

YTD

23.78%

1M

1.76%

6M

15.62%

1Y

25.45%

5Y (annualized)

14.06%

10Y (annualized)

15.20%

CPRT

YTD

15.65%

1M

5.18%

6M

3.98%

1Y

12.84%

5Y (annualized)

21.36%

10Y (annualized)

29.57%

Fundamentals


PAYXCPRT
Market Cap$53.26B$55.09B
EPS$4.68$1.40
PE Ratio31.6240.84
PEG Ratio4.453.14
Total Revenue (TTM)$5.31B$3.22B
Gross Profit (TTM)$3.81B$1.43B
EBITDA (TTM)$2.38B$1.32B

Key characteristics


PAYXCPRT
Sharpe Ratio1.370.74
Sortino Ratio1.891.12
Omega Ratio1.271.14
Calmar Ratio2.030.99
Martin Ratio6.442.04
Ulcer Index4.13%7.40%
Daily Std Dev19.45%20.47%
Max Drawdown-64.85%-72.50%
Current Drawdown-3.80%-2.41%

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Correlation

-0.50.00.51.00.3

The correlation between PAYX and CPRT is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

PAYX vs. CPRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paychex, Inc. (PAYX) and Copart, Inc. (CPRT). 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-4.00-2.000.002.004.001.370.73
The chart of Sortino ratio for PAYX, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.891.11
The chart of Omega ratio for PAYX, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.14
The chart of Calmar ratio for PAYX, currently valued at 2.03, compared to the broader market0.002.004.006.002.030.98
The chart of Martin ratio for PAYX, currently valued at 6.44, compared to the broader market0.0010.0020.0030.006.442.02
PAYX
CPRT

The current PAYX Sharpe Ratio is 1.37, which is higher than the CPRT Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PAYX and CPRT, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.37
0.73
PAYX
CPRT

Dividends

PAYX vs. CPRT - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 2.68%, while CPRT has not paid dividends to shareholders.


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%
CPRT
Copart, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAYX vs. CPRT - Drawdown Comparison

The maximum PAYX drawdown since its inception was -64.85%, smaller than the maximum CPRT drawdown of -72.50%. Use the drawdown chart below to compare losses from any high point for PAYX and CPRT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.80%
-2.41%
PAYX
CPRT

Volatility

PAYX vs. CPRT - Volatility Comparison

Paychex, Inc. (PAYX) has a higher volatility of 7.25% compared to Copart, Inc. (CPRT) at 6.81%. This indicates that PAYX's price experiences larger fluctuations and is considered to be riskier than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.25%
6.81%
PAYX
CPRT

Financials

PAYX vs. CPRT - Financials Comparison

This section allows you to compare key financial metrics between Paychex, Inc. and Copart, Inc.. 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