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

Correlation

The correlation between PAYX and ORCL is 0.36, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
11.02%
19.89%
PAYX
ORCL

Key characteristics

Sharpe Ratio

PAYX:

0.52

ORCL:

1.88

Sortino Ratio

PAYX:

0.84

ORCL:

3.03

Omega Ratio

PAYX:

1.12

ORCL:

1.38

Calmar Ratio

PAYX:

0.79

ORCL:

3.23

Martin Ratio

PAYX:

2.56

ORCL:

12.61

Ulcer Index

PAYX:

4.02%

ORCL:

4.82%

Daily Std Dev

PAYX:

19.68%

ORCL:

32.28%

Max Drawdown

PAYX:

-64.85%

ORCL:

-84.19%

Current Drawdown

PAYX:

-7.34%

ORCL:

-12.28%

Fundamentals

Market Cap

PAYX:

$50.49B

ORCL:

$474.67B

EPS

PAYX:

$4.69

ORCL:

$4.09

PE Ratio

PAYX:

29.91

ORCL:

41.49

PEG Ratio

PAYX:

4.20

ORCL:

1.82

Total Revenue (TTM)

PAYX:

$4.05B

ORCL:

$54.93B

Gross Profit (TTM)

PAYX:

$2.92B

ORCL:

$38.41B

EBITDA (TTM)

PAYX:

$1.83B

ORCL:

$22.74B

Returns By Period

In the year-to-date period, PAYX achieves a 19.22% return, which is significantly lower than ORCL's 62.05% return. Over the past 10 years, PAYX has underperformed ORCL with an annualized return of 14.82%, while ORCL has yielded a comparatively higher 15.79% annualized return.


PAYX

YTD

19.22%

1M

-2.03%

6M

11.80%

1Y

11.06%

5Y*

13.25%

10Y*

14.82%

ORCL

YTD

62.05%

1M

-10.65%

6M

18.71%

1Y

64.05%

5Y*

27.82%

10Y*

15.79%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PAYX, currently valued at 0.52, compared to the broader market-4.00-2.000.002.000.521.88
The chart of Sortino ratio for PAYX, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.843.03
The chart of Omega ratio for PAYX, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.38
The chart of Calmar ratio for PAYX, currently valued at 0.79, compared to the broader market0.002.004.006.000.793.23
The chart of Martin ratio for PAYX, currently valued at 2.56, compared to the broader market0.0010.0020.002.5612.61
PAYX
ORCL

The current PAYX Sharpe Ratio is 0.52, which is lower than the ORCL Sharpe Ratio of 1.88. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.52
1.88
PAYX
ORCL

Dividends

PAYX vs. ORCL - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 2.78%, more than ORCL's 0.95% yield.


TTM20232022202120202019201820172016201520142013
PAYX
Paychex, Inc.
2.78%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%1.54%
ORCL
Oracle Corporation
0.95%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.34%
-12.28%
PAYX
ORCL

Volatility

PAYX vs. ORCL - Volatility Comparison

The current volatility for Paychex, Inc. (PAYX) is 4.86%, while Oracle Corporation (ORCL) has a volatility of 10.67%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
4.86%
10.67%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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