Paychex (PAYX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Paychex, a component of both the S&P 500 and the Nasdaq 100 in the Industrials. Data as of 2026-10-29.
| Last close price | $108.21 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +3.05% |
| Total return over period | +9.37% |
| Annualized volatility | 25.12% |
| Period volatility | 43.40% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.07 |
| Sortino ratio | -0.10 |
| Max drawdown | -44.95% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.93% |
| Correlation with the S&P 500 | 0.25 |
| Period range | $83.61 – $151.89 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Paychex (PAYX) has posted an annualized return of +3.05% with annual volatility of 25.12%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -44.95%. Its correlation with the S&P 500 is 0.25, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PAYX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Industrials stocks
Is it part of the S&P 500?
Yes, Paychex (PAYX) is of both the S&P 500 and the Nasdaq 100.
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