PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PCTY vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PCTY and ^SP500TR is 0.52, 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.


-0.50.00.51.00.5

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.

0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
46.46%
5.74%
PCTY
^SP500TR

Key characteristics

Sharpe Ratio

PCTY:

0.60

^SP500TR:

2.05

Sortino Ratio

PCTY:

1.12

^SP500TR:

2.74

Omega Ratio

PCTY:

1.14

^SP500TR:

1.38

Calmar Ratio

PCTY:

0.35

^SP500TR:

3.07

Martin Ratio

PCTY:

1.76

^SP500TR:

13.20

Ulcer Index

PCTY:

11.19%

^SP500TR:

1.97%

Daily Std Dev

PCTY:

32.90%

^SP500TR:

12.66%

Max Drawdown

PCTY:

-56.88%

^SP500TR:

-55.25%

Current Drawdown

PCTY:

-36.40%

^SP500TR:

-2.72%

Returns By Period

In the year-to-date period, PCTY achieves a -2.51% return, which is significantly lower than ^SP500TR's 0.65% return. Over the past 10 years, PCTY has outperformed ^SP500TR with an annualized return of 22.58%, while ^SP500TR has yielded a comparatively lower 13.27% annualized return.


PCTY

YTD

-2.51%

1M

-4.49%

6M

46.46%

1Y

19.56%

5Y*

8.02%

10Y*

22.58%

^SP500TR

YTD

0.65%

1M

-2.13%

6M

5.74%

1Y

26.13%

5Y*

14.46%

10Y*

13.27%

*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

PCTY vs. ^SP500TR — Risk-Adjusted Performance Rank

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

PCTY
The Risk-Adjusted Performance Rank of PCTY is 6565
Overall Rank
The Sharpe Ratio Rank of PCTY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PCTY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PCTY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of PCTY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of PCTY is 6666
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9393
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9595
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.

PCTY vs. ^SP500TR - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PCTY, currently valued at 0.60, compared to the broader market-4.00-2.000.002.000.602.05
The chart of Sortino ratio for PCTY, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.122.74
The chart of Omega ratio for PCTY, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.38
The chart of Calmar ratio for PCTY, currently valued at 0.35, compared to the broader market0.002.004.006.000.353.07
The chart of Martin ratio for PCTY, currently valued at 1.76, compared to the broader market-10.000.0010.0020.001.7613.20
PCTY
^SP500TR

The current PCTY Sharpe Ratio is 0.60, which is lower than the ^SP500TR Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PCTY and ^SP500TR, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.60
2.05
PCTY
^SP500TR

Drawdowns

PCTY vs. ^SP500TR - Drawdown Comparison

The maximum PCTY drawdown since its inception was -56.88%, roughly equal to the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PCTY and ^SP500TR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-36.40%
-2.72%
PCTY
^SP500TR

Volatility

PCTY vs. ^SP500TR - Volatility Comparison

Paylocity Holding Corporation (PCTY) has a higher volatility of 7.31% compared to S&P 500 Total Return (^SP500TR) at 4.47%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.31%
4.47%
PCTY
^SP500TR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab