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

Correlation

The correlation between PAYX and SAM is 0.23, 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.


-0.50.00.51.00.2

Performance

PAYX vs. SAM - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.02%
3.42%
PAYX
SAM

Key characteristics

Sharpe Ratio

PAYX:

0.52

SAM:

-0.30

Sortino Ratio

PAYX:

0.84

SAM:

-0.22

Omega Ratio

PAYX:

1.12

SAM:

0.97

Calmar Ratio

PAYX:

0.79

SAM:

-0.14

Martin Ratio

PAYX:

2.56

SAM:

-0.55

Ulcer Index

PAYX:

4.02%

SAM:

20.00%

Daily Std Dev

PAYX:

19.68%

SAM:

36.93%

Max Drawdown

PAYX:

-64.85%

SAM:

-80.41%

Current Drawdown

PAYX:

-7.34%

SAM:

-76.47%

Fundamentals

Market Cap

PAYX:

$50.49B

SAM:

$3.54B

EPS

PAYX:

$4.69

SAM:

$6.80

PE Ratio

PAYX:

29.91

SAM:

45.26

PEG Ratio

PAYX:

4.20

SAM:

0.87

Total Revenue (TTM)

PAYX:

$4.05B

SAM:

$2.00B

Gross Profit (TTM)

PAYX:

$2.92B

SAM:

$880.94M

EBITDA (TTM)

PAYX:

$1.83B

SAM:

$246.33M

Returns By Period

In the year-to-date period, PAYX achieves a 19.22% return, which is significantly higher than SAM's -11.05% return. Over the past 10 years, PAYX has outperformed SAM with an annualized return of 14.82%, while SAM has yielded a comparatively lower 0.48% annualized return.


PAYX

YTD

19.22%

1M

-2.03%

6M

11.80%

1Y

11.06%

5Y*

13.25%

10Y*

14.82%

SAM

YTD

-11.05%

1M

-1.41%

6M

4.19%

1Y

-10.95%

5Y*

-4.04%

10Y*

0.48%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PAYX vs. SAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paychex, Inc. (PAYX) and The Boston Beer Company, Inc. (SAM). 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 0.56, compared to the broader market-4.00-2.000.002.000.56-0.30
The chart of Sortino ratio for PAYX, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.89-0.22
The chart of Omega ratio for PAYX, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.97
The chart of Calmar ratio for PAYX, currently valued at 0.85, compared to the broader market0.002.004.006.000.85-0.14
The chart of Martin ratio for PAYX, currently valued at 3.54, compared to the broader market0.0010.0020.003.54-0.55
PAYX
SAM

The current PAYX Sharpe Ratio is 0.52, which is higher than the SAM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of PAYX and SAM, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
-0.30
PAYX
SAM

Dividends

PAYX vs. SAM - Dividend Comparison

PAYX's dividend yield for the trailing twelve months is around 2.78%, while SAM has not paid dividends to shareholders.


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%
SAM
The Boston Beer Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.00%

Drawdowns

PAYX vs. SAM - Drawdown Comparison

The maximum PAYX drawdown since its inception was -64.85%, smaller than the maximum SAM drawdown of -80.41%. Use the drawdown chart below to compare losses from any high point for PAYX and SAM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.34%
-76.47%
PAYX
SAM

Volatility

PAYX vs. SAM - Volatility Comparison

The current volatility for Paychex, Inc. (PAYX) is 4.76%, while The Boston Beer Company, Inc. (SAM) has a volatility of 5.79%. This indicates that PAYX experiences smaller price fluctuations and is considered to be less risky than SAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.76%
5.79%
PAYX
SAM

Financials

PAYX vs. SAM - Financials Comparison

This section allows you to compare key financial metrics between Paychex, Inc. and The Boston Beer Company, 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
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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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