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

Correlation

The correlation between SAM and PAYX 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

SAM vs. PAYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Boston Beer Company, Inc. (SAM) and Paychex, Inc. (PAYX). 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
3.42%
11.02%
SAM
PAYX

Key characteristics

Sharpe Ratio

SAM:

-0.30

PAYX:

0.52

Sortino Ratio

SAM:

-0.22

PAYX:

0.84

Omega Ratio

SAM:

0.97

PAYX:

1.12

Calmar Ratio

SAM:

-0.14

PAYX:

0.79

Martin Ratio

SAM:

-0.55

PAYX:

2.56

Ulcer Index

SAM:

20.00%

PAYX:

4.02%

Daily Std Dev

SAM:

36.93%

PAYX:

19.68%

Max Drawdown

SAM:

-80.41%

PAYX:

-64.85%

Current Drawdown

SAM:

-76.47%

PAYX:

-7.34%

Fundamentals

Market Cap

SAM:

$3.54B

PAYX:

$50.49B

EPS

SAM:

$6.80

PAYX:

$4.69

PE Ratio

SAM:

45.26

PAYX:

29.91

PEG Ratio

SAM:

0.87

PAYX:

4.20

Total Revenue (TTM)

SAM:

$2.00B

PAYX:

$4.05B

Gross Profit (TTM)

SAM:

$880.94M

PAYX:

$2.92B

EBITDA (TTM)

SAM:

$246.33M

PAYX:

$1.83B

Returns By Period

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


SAM

YTD

-11.05%

1M

-1.41%

6M

4.19%

1Y

-10.95%

5Y*

-4.04%

10Y*

0.48%

PAYX

YTD

19.22%

1M

-2.03%

6M

11.80%

1Y

11.06%

5Y*

13.25%

10Y*

14.82%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SAM vs. PAYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boston Beer Company, Inc. (SAM) and Paychex, Inc. (PAYX). 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 SAM, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.300.56
The chart of Sortino ratio for SAM, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.220.89
The chart of Omega ratio for SAM, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.12
The chart of Calmar ratio for SAM, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.85
The chart of Martin ratio for SAM, currently valued at -0.55, compared to the broader market0.0010.0020.00-0.553.54
SAM
PAYX

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

Dividends

SAM vs. PAYX - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

SAM vs. PAYX - Drawdown Comparison

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


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

Volatility

SAM vs. PAYX - Volatility Comparison

The Boston Beer Company, Inc. (SAM) has a higher volatility of 5.79% compared to Paychex, Inc. (PAYX) at 4.76%. This indicates that SAM's price experiences larger fluctuations and is considered to be riskier than PAYX 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
5.79%
4.76%
SAM
PAYX

Financials

SAM vs. PAYX - Financials Comparison

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