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PCTY vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

PCTY vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paylocity Holding Corporation (PCTY) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCTY achieves a -22.30% return, which is significantly lower than ^SP500TR's 11.36% return. Over the past 10 years, PCTY has underperformed ^SP500TR with an annualized return of 10.22%, while ^SP500TR has yielded a comparatively higher 15.33% annualized return.


PCTY

1D
1.61%
1M
9.49%
6M
-21.20%
YTD
-22.30%
1Y
-33.11%
3Y*
-16.51%
5Y*
-9.58%
10Y*
10.22%

^SP500TR

1D
0.43%
1M
2.54%
6M
9.39%
YTD
11.36%
1Y
22.48%
3Y*
21.12%
5Y*
13.25%
10Y*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCTY vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCTY
Paylocity Holding Corporation
-22.30%-23.55%21.00%-15.14%-17.74%14.69%70.43%100.66%27.67%57.15%
^SP500TR
S&P 500 Total Return
11.36%17.88%25.02%26.29%-18.11%28.71%18.40%31.49%-4.38%21.83%

Correlation

The correlation between PCTY and ^SP500TR is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2014

0.49

Over the past year, the correlation between PCTY and ^SP500TR has dropped to 0.12 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

PCTY vs. ^SP500TR — Risk / Return Rank

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

PCTY
PCTY Risk / Return Rank: 1313
Overall Rank
PCTY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PCTY Sortino Ratio Rank: 99
Sortino Ratio Rank
PCTY Omega Ratio Rank: 1111
Omega Ratio Rank
PCTY Calmar Ratio Rank: 1818
Calmar Ratio Rank
PCTY Martin Ratio Rank: 1919
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 8383
Overall Rank
^SP500TR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 8282
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8585
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 7777
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 8888
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.

PCTY vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paylocity Holding Corporation (PCTY) and S&P 500 Total Return (^SP500TR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PCTY^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

-2.68

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

0.85

1.32

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.71

2.49

-3.20

Martin ratioReturn relative to average drawdown

-1.12

10.95

-12.07

PCTY vs. ^SP500TR - Sharpe Ratio Comparison

The current PCTY Sharpe Ratio is -0.91, which is lower than the ^SP500TR Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of PCTY and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PCTY vs. ^SP500TR - Drawdown Comparison

The maximum PCTY drawdown since its inception was -68.90%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PCTY and ^SP500TR.


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Drawdown Indicators


PCTY^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-68.90%

-55.25%

-13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-50.04%

-8.89%

-41.15%

Max Drawdown (3Y)

Largest decline over 3 years

-58.08%

-18.75%

-39.33%

Max Drawdown (5Y)

Largest decline over 5 years

-68.90%

-24.49%

-44.41%

Max Drawdown (10Y)

Largest decline over 10 years

-68.90%

-33.79%

-35.11%

Current Drawdown

Current decline from peak

-61.24%

-0.32%

-60.92%

Average Drawdown

Average peak-to-trough decline

-23.72%

-8.15%

-15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.38%

2.02%

+29.36%

Volatility

PCTY vs. ^SP500TR - Volatility Comparison

Paylocity Holding Corporation (PCTY) has a higher volatility of 13.58% compared to S&P 500 Total Return (^SP500TR) at 4.26%. This indicates that PCTY's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCTY^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.58%

4.26%

+9.32%

Volatility (6M)

Calculated over the trailing 6-month period

33.79%

9.96%

+23.83%

Volatility (1Y)

Calculated over the trailing 1-year period

38.89%

12.52%

+26.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.97%

17.00%

+23.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.82%

18.05%

+23.77%

Frequently Asked Questions


PCTY and ^SP500TR have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCTY has higher volatility (13.58%) compared to ^SP500TR (4.26%). In terms of maximum drawdown, PCTY dropped -68.90% vs ^SP500TR's -55.25%.

^SP500TR currently has the higher Sharpe Ratio (1.77 vs -0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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