PortfoliosLab logo
PAYX vs. ORCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PAYX and ORCL is 0.56, 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: 0.6

Performance

PAYX vs. ORCL - Performance Comparison

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

20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2025FebruaryMarchApril
51,082.99%
28,209.48%
PAYX
ORCL

Key characteristics

Sharpe Ratio

PAYX:

0.93

ORCL:

0.52

Sortino Ratio

PAYX:

1.41

ORCL:

1.02

Omega Ratio

PAYX:

1.19

ORCL:

1.14

Calmar Ratio

PAYX:

1.74

ORCL:

0.61

Martin Ratio

PAYX:

5.67

ORCL:

1.80

Ulcer Index

PAYX:

3.75%

ORCL:

12.07%

Daily Std Dev

PAYX:

22.84%

ORCL:

42.17%

Max Drawdown

PAYX:

-64.85%

ORCL:

-84.19%

Current Drawdown

PAYX:

-7.57%

ORCL:

-27.58%

Fundamentals

Market Cap

PAYX:

$51.94B

ORCL:

$385.61B

EPS

PAYX:

$4.81

ORCL:

$4.26

PE Ratio

PAYX:

29.98

ORCL:

32.28

PEG Ratio

PAYX:

4.76

ORCL:

1.39

PS Ratio

PAYX:

9.55

ORCL:

6.91

PB Ratio

PAYX:

12.53

ORCL:

22.02

Total Revenue (TTM)

PAYX:

$5.44B

ORCL:

$55.78B

Gross Profit (TTM)

PAYX:

$3.92B

ORCL:

$38.93B

EBITDA (TTM)

PAYX:

$2.48B

ORCL:

$23.72B

Returns By Period

In the year-to-date period, PAYX achieves a 2.80% return, which is significantly higher than ORCL's -16.38% return. Over the past 10 years, PAYX has outperformed ORCL with an annualized return of 14.72%, while ORCL has yielded a comparatively lower 13.81% annualized return.


PAYX

YTD

2.80%

1M

-4.65%

6M

3.41%

1Y

20.90%

5Y*

19.45%

10Y*

14.72%

ORCL

YTD

-16.38%

1M

-5.96%

6M

-19.69%

1Y

21.90%

5Y*

23.05%

10Y*

13.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PAYX vs. ORCL — 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

ORCL
The Risk-Adjusted Performance Rank of ORCL is 7070
Overall Rank
The Sharpe Ratio Rank of ORCL is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ORCL is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ORCL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ORCL is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ORCL is 7272
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. ORCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paychex, Inc. (PAYX) and Oracle Corporation (ORCL). 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
ORCL: 0.52
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
ORCL: 1.02
The chart of Omega ratio for PAYX, currently valued at 1.19, compared to the broader market0.501.001.502.00
PAYX: 1.19
ORCL: 1.14
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
ORCL: 0.61
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
ORCL: 1.80

The current PAYX Sharpe Ratio is 0.93, which is higher than the ORCL Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PAYX and ORCL, 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
0.52
PAYX
ORCL

Dividends

PAYX vs. ORCL - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 2.74%, more than ORCL's 1.23% yield.


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%
ORCL
Oracle Corporation
1.23%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%

Drawdowns

PAYX vs. ORCL - Drawdown Comparison

The maximum PAYX drawdown since its inception was -64.85%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for PAYX and ORCL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.57%
-27.58%
PAYX
ORCL

Volatility

PAYX vs. ORCL - Volatility Comparison

The current volatility for Paychex, Inc. (PAYX) is 11.68%, while Oracle Corporation (ORCL) has a volatility of 18.92%. This indicates that PAYX experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.68%
18.92%
PAYX
ORCL

Financials

PAYX vs. ORCL - Financials Comparison

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