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PAYX vs. ORCL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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PAYX vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAYX
Paychex, Inc.
-17.03%-17.49%21.31%6.21%-13.16%50.16%13.25%34.53%-1.08%15.41%
ORCL
Oracle Corporation
-24.32%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

Fundamentals

Market Cap

PAYX:

$33.22B

ORCL:

$428.68B

EPS

PAYX:

$4.53

ORCL:

$5.58

PE Ratio

PAYX:

20.35

ORCL:

26.35

PEG Ratio

PAYX:

1.80

ORCL:

5.91

PS Ratio

PAYX:

5.26

ORCL:

6.67

PB Ratio

PAYX:

8.28

ORCL:

10.98

Total Revenue (TTM)

PAYX:

$6.33B

ORCL:

$64.08B

Gross Profit (TTM)

PAYX:

$4.68B

ORCL:

$58.10B

EBITDA (TTM)

PAYX:

$2.09B

ORCL:

$17.85B

Returns By Period

In the year-to-date period, PAYX achieves a -17.03% return, which is significantly higher than ORCL's -24.32% return. Over the past 10 years, PAYX has underperformed ORCL with an annualized return of 8.70%, while ORCL has yielded a comparatively higher 15.30% annualized return.


PAYX

1D
-1.07%
1M
-1.63%
YTD
-17.03%
6M
-25.86%
1Y
-38.18%
3Y*
-4.04%
5Y*
1.51%
10Y*
8.70%

ORCL

1D
5.99%
1M
1.18%
YTD
-24.32%
6M
-47.46%
1Y
6.29%
3Y*
17.96%
5Y*
17.01%
10Y*
15.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PAYX vs. ORCL — Risk / Return Rank

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

PAYX
PAYX Risk / Return Rank: 55
Overall Rank
PAYX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PAYX Sortino Ratio Rank: 22
Sortino Ratio Rank
PAYX Omega Ratio Rank: 33
Omega Ratio Rank
PAYX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PAYX Martin Ratio Rank: 88
Martin Ratio Rank

ORCL
ORCL Risk / Return Rank: 4646
Overall Rank
ORCL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 4848
Sortino Ratio Rank
ORCL Omega Ratio Rank: 4545
Omega Ratio Rank
ORCL Calmar Ratio Rank: 4545
Calmar Ratio Rank
ORCL Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAYX vs. ORCL - Risk-Adjusted Trends 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.


PAYXORCLDifference

Sharpe ratio

Return per unit of total volatility

-1.47

0.10

-1.57

Sortino ratio

Return per unit of downside risk

-2.09

0.68

-2.77

Omega ratio

Gain probability vs. loss probability

0.73

1.08

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.84

0.09

-0.94

Martin ratio

Return relative to average drawdown

-1.57

0.19

-1.76

PAYX vs. ORCL - Sharpe Ratio Comparison

The current PAYX Sharpe Ratio is -1.47, which is lower than the ORCL Sharpe Ratio of 0.10. 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.


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Sharpe Ratios by Period


PAYXORCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.47

0.10

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.43

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.45

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.47

+0.06

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.


Dividends

PAYX vs. ORCL - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 4.69%, more than ORCL's 1.36% yield.


TTM20252024202320222021202020192018201720162015
PAYX
Paychex, Inc.
4.69%3.76%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%
ORCL
Oracle Corporation
1.36%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%

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.


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Drawdown Indicators


PAYXORCLDifference

Max Drawdown

Largest peak-to-trough decline

-64.85%

-84.19%

+19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-43.78%

-58.25%

+14.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.78%

-58.25%

+14.47%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

-58.25%

+14.10%

Current Drawdown

Current decline from peak

-40.74%

-55.00%

+14.26%

Average Drawdown

Average peak-to-trough decline

-17.84%

-29.04%

+11.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.48%

29.42%

-5.94%

Volatility

PAYX vs. ORCL - Volatility Comparison

The current volatility for Paychex, Inc. (PAYX) is 8.91%, while Oracle Corporation (ORCL) has a volatility of 14.44%. 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.


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Volatility by Period


PAYXORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.91%

14.44%

-5.53%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

36.57%

-18.08%

Volatility (1Y)

Calculated over the trailing 1-year period

26.23%

61.79%

-35.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.32%

40.03%

-16.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.97%

33.81%

-8.84%

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


0.005.00B10.00B15.00B20222023202420252026
1.81B
17.19B
(PAYX) Total Revenue
(ORCL) Total Revenue
Values in USD except per share items