BTC-USD vs. PYPL
BTC-USD (Bitcoin) is a cryptocurrency, while PYPL (PayPal Holdings, Inc.) is a stock. Over the past 10 years, BTC-USD returned 58.50%/yr vs 4.36%/yr for PYPL. At a 0.18 correlation, their price movements are largely independent.
Performance
BTC-USD vs. PYPL - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -25.13% return, which is significantly lower than PYPL's -2.06% return. Over the past 10 years, BTC-USD has outperformed PYPL with an annualized return of 58.50%, while PYPL has yielded a comparatively lower 4.36% annualized return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
PYPL
- 1D
- 0.46%
- 1M
- 33.66%
- 6M
- 0.51%
- YTD
- -2.06%
- 1Y
- -22.73%
- 3Y*
- -7.74%
- 5Y*
- -28.27%
- 10Y*
- 4.36%
- ALL TIME*
- 2.99%
BTC-USD vs. PYPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
PYPL PayPal Holdings, Inc. | -2.06% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 116.51% | 28.64% | 14.22% | 86.52% |
Correlation
The correlation between BTC-USD and PYPL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2015 | 0.18 |
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Return for Risk
BTC-USD vs. PYPL — Risk / Return Rank
BTC-USD
PYPL
BTC-USD vs. PYPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and PayPal Holdings, Inc. (PYPL). 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.
| BTC-USD | PYPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.93 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.46 | -0.38 |
| Martin ratioReturn relative to average drawdown | -1.32 | -0.73 | -0.60 |
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Drawdowns
BTC-USD vs. PYPL - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, roughly equal to the maximum PYPL drawdown of -87.30%. Use the drawdown chart below to compare losses from any high point for BTC-USD and PYPL.
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Drawdown Indicators
| BTC-USD | PYPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -87.30% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -49.92% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -57.34% | +4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -87.30% | +10.63% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -87.30% | +3.50% |
Current DrawdownCurrent decline from peak | -47.48% | -81.42% | +33.94% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -36.32% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 31.24% | -3.36% |
Volatility
BTC-USD vs. PYPL - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 9.37%, while PayPal Holdings, Inc. (PYPL) has a volatility of 17.35%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than PYPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | PYPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 17.35% | -7.98% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 36.65% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 42.72% | -6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 42.97% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 39.20% | +17.13% |
Frequently Asked Questions
BTC-USD and PYPL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PYPL has higher volatility (17.35%) compared to BTC-USD (9.37%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs PYPL's -87.30%.
PYPL currently has the higher Sharpe Ratio (-0.53 vs -1.03), 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.
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