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 sector. Data as of 2026-09-13.
| Last close price | $115.80 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +2.46% |
| Total return over period | +7.50% |
| Annualized volatility | 24.22% |
| Period volatility | 41.81% |
| Sharpe ratio | -0.06 |
| Sortino ratio | -0.08 |
| Max drawdown | -44.95% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.72% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $83.61 – $151.89 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Paychex (PAYX) has posted an annualized return of +2.46% with annual volatility of 24.22%, 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 0.29, 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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