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

Correlation

The correlation between PAYX and CPRT is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

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.

10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
9,028.63%
40,500.00%
PAYX
CPRT

Key characteristics

Sharpe Ratio

PAYX:

0.93

CPRT:

0.50

Sortino Ratio

PAYX:

1.41

CPRT:

0.94

Omega Ratio

PAYX:

1.19

CPRT:

1.11

Calmar Ratio

PAYX:

1.74

CPRT:

0.67

Martin Ratio

PAYX:

5.67

CPRT:

1.51

Ulcer Index

PAYX:

3.75%

CPRT:

8.05%

Daily Std Dev

PAYX:

22.84%

CPRT:

24.33%

Max Drawdown

PAYX:

-64.85%

CPRT:

-72.50%

Current Drawdown

PAYX:

-7.57%

CPRT:

-4.55%

Fundamentals

Market Cap

PAYX:

$51.94B

CPRT:

$59.87B

EPS

PAYX:

$4.81

CPRT:

$1.49

PE Ratio

PAYX:

29.98

CPRT:

41.59

PEG Ratio

PAYX:

4.76

CPRT:

2.99

PS Ratio

PAYX:

9.55

CPRT:

13.29

PB Ratio

PAYX:

12.53

CPRT:

7.10

Total Revenue (TTM)

PAYX:

$5.44B

CPRT:

$4.51B

Gross Profit (TTM)

PAYX:

$3.92B

CPRT:

$2.64B

EBITDA (TTM)

PAYX:

$2.48B

CPRT:

$1.73B

Returns By Period

In the year-to-date period, PAYX achieves a 2.80% return, which is significantly lower than CPRT's 6.12% return. Over the past 10 years, PAYX has underperformed CPRT with an annualized return of 14.72%, while CPRT has yielded a comparatively higher 29.61% annualized return.


PAYX

YTD

2.80%

1M

-4.65%

6M

3.41%

1Y

20.90%

5Y*

19.45%

10Y*

14.72%

CPRT

YTD

6.12%

1M

10.59%

6M

17.77%

1Y

10.29%

5Y*

27.04%

10Y*

29.61%

*Annualized

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Risk-Adjusted Performance

PAYX vs. CPRT — Risk-Adjusted Performance Rank

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

PAYX
The Risk-Adjusted Performance Rank of PAYX is 8383
Overall Rank
The Sharpe Ratio Rank of PAYX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PAYX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of PAYX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PAYX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PAYX is 8989
Martin Ratio Rank

CPRT
The Risk-Adjusted Performance Rank of CPRT is 6969
Overall Rank
The Sharpe Ratio Rank of CPRT is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CPRT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CPRT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of CPRT is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CPRT is 6969
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.

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.


The chart of Sharpe ratio for PAYX, currently valued at 0.93, compared to the broader market-2.00-1.000.001.002.003.00
PAYX: 0.93
CPRT: 0.50
The chart of Sortino ratio for PAYX, currently valued at 1.41, compared to the broader market-6.00-4.00-2.000.002.004.00
PAYX: 1.41
CPRT: 0.94
The chart of Omega ratio for PAYX, currently valued at 1.19, compared to the broader market0.501.001.502.00
PAYX: 1.19
CPRT: 1.11
The chart of Calmar ratio for PAYX, currently valued at 1.74, compared to the broader market0.001.002.003.004.005.00
PAYX: 1.74
CPRT: 0.67
The chart of Martin ratio for PAYX, currently valued at 5.67, compared to the broader market-5.000.005.0010.0015.0020.00
PAYX: 5.67
CPRT: 1.51

The current PAYX Sharpe Ratio is 0.93, which is higher than the CPRT Sharpe Ratio of 0.50. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.93
0.50
PAYX
CPRT

Dividends

PAYX vs. CPRT - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 2.74%, while CPRT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PAYX
Paychex, Inc.
2.74%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%
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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.57%
-4.55%
PAYX
CPRT

Volatility

PAYX vs. CPRT - Volatility Comparison

Paychex, Inc. (PAYX) has a higher volatility of 11.68% compared to Copart, Inc. (CPRT) at 10.04%. 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%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.68%
10.04%
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