CHWY vs. PYPL
CHWY (Chewy, Inc.) and PYPL (PayPal Holdings, Inc.) are both stocks. CHWY operates in Internet Retail (Consumer Cyclical), while PYPL operates in Credit Services (Financial Services). Over the past 5 years, CHWY returned -22.65%/yr vs -30.35%/yr for PYPL. At a 0.40 correlation, their price movements are largely independent.
Performance
CHWY vs. PYPL - Performance Comparison
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Returns By Period
In the year-to-date period, CHWY achieves a -37.00% return, which is significantly lower than PYPL's -26.31% return.
CHWY
- 1D
- -1.05%
- 1M
- -15.16%
- YTD
- -37.00%
- 6M
- -37.46%
- 1Y
- -55.96%
- 3Y*
- -17.29%
- 5Y*
- -22.65%
- 10Y*
- —
PYPL
- 1D
- 0.66%
- 1M
- -7.74%
- YTD
- -26.31%
- 6M
- -30.31%
- 1Y
- -40.77%
- 3Y*
- -12.57%
- 5Y*
- -30.35%
- 10Y*
- 1.25%
CHWY vs. PYPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CHWY Chewy, Inc. | -37.00% | -1.31% | 41.73% | -36.27% | -37.12% | -34.40% | 209.97% | -17.12% |
PYPL PayPal Holdings, Inc. | -26.31% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 116.51% | -6.89% |
Correlation
The correlation between CHWY and PYPL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2019 | 0.40 |
The correlation between CHWY and PYPL shifts across timeframes, from 0.23 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CHWY:
$8.83B
PYPL:
$39.33B
CHWY:
$0.00
PYPL:
$5.31
CHWY:
39.81K
PYPL:
8.06
CHWY:
141.75
PYPL:
0.39
CHWY:
0.95
PYPL:
1.21
CHWY:
17.73K
PYPL:
1.96
CHWY:
$9.34B
PYPL:
$33.73B
CHWY:
$2.80B
PYPL:
$15.56B
CHWY:
$189.94M
PYPL:
$7.23B
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Return for Risk
CHWY vs. PYPL — Risk / Return Rank
CHWY
PYPL
CHWY vs. PYPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chewy, Inc. (CHWY) 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.
| CHWY | PYPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.81 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.82 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.61 | -1.47 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHWY | PYPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | -1.05 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.72 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.02 | -0.13 |
Drawdowns
CHWY vs. PYPL - Drawdown Comparison
The maximum CHWY drawdown since its inception was -87.37%, roughly equal to the maximum PYPL drawdown of -87.30%. Use the drawdown chart below to compare losses from any high point for CHWY and PYPL.
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Drawdown Indicators
| CHWY | PYPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.37% | -87.30% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -59.22% | -49.92% | -9.30% |
Max Drawdown (3Y)Largest decline over 3 years | -63.01% | -57.34% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -84.34% | -87.30% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.30% | — |
Current DrawdownCurrent decline from peak | -82.46% | -86.02% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -54.10% | -35.65% | -18.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.81% | 27.67% | +7.14% |
Volatility
CHWY vs. PYPL - Volatility Comparison
Chewy, Inc. (CHWY) has a higher volatility of 15.34% compared to PayPal Holdings, Inc. (PYPL) at 5.98%. This indicates that CHWY's price experiences larger fluctuations and is considered to be riskier 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
| CHWY | PYPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.34% | 5.98% | +9.36% |
Volatility (6M)Calculated over the trailing 6-month period | 34.14% | 31.64% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.28% | 39.03% | +7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.58% | 42.07% | +18.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.20% | 38.76% | +22.44% |
Dividends
CHWY vs. PYPL - Dividend Comparison
CHWY has not paid dividends to shareholders, while PYPL's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 |
|---|---|---|
CHWY Chewy, Inc. | 0.00% | 0.00% |
PYPL PayPal Holdings, Inc. | 0.98% | 0.24% |
Financials
CHWY vs. PYPL - Financials Comparison
This section allows you to compare key financial metrics between Chewy, Inc. and PayPal Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CHWY and PYPL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHWY has higher volatility (15.34%) compared to PYPL (5.98%). In terms of maximum drawdown, CHWY dropped -87.37% vs PYPL's -87.30%.
PYPL currently has the higher Sharpe Ratio (-1.05 vs -1.21), 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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