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CHWY vs. PYPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CHWYPYPL
YTD Return-32.12%5.00%
1Y Return-52.52%5.24%
3Y Return (Ann)-38.97%-35.80%
Sharpe Ratio-0.940.14
Daily Std Dev56.23%35.67%
Max Drawdown-87.37%-83.67%
Current Drawdown-86.49%-79.10%

Fundamentals


CHWYPYPL
Market Cap$6.72B$65.83B
EPS$0.09$3.97
PE Ratio171.5615.85
PEG Ratio0.800.59
Revenue (TTM)$11.15B$30.43B
Gross Profit (TTM)$2.83B$11.65B
EBITDA (TTM)$55.87M$5.66B

Correlation

-0.50.00.51.00.4

The correlation between CHWY and PYPL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CHWY vs. PYPL - Performance Comparison

In the year-to-date period, CHWY achieves a -32.12% return, which is significantly lower than PYPL's 5.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%December2024FebruaryMarchAprilMay
-27.09%
-43.45%
CHWY
PYPL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Chewy, Inc.

PayPal Holdings, Inc.

Risk-Adjusted Performance

CHWY vs. PYPL - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for CHWY, currently valued at -0.94, compared to the broader market-2.00-1.000.001.002.003.004.00-0.94
Sortino ratio
The chart of Sortino ratio for CHWY, currently valued at -1.49, compared to the broader market-4.00-2.000.002.004.006.00-1.49
Omega ratio
The chart of Omega ratio for CHWY, currently valued at 0.83, compared to the broader market0.501.001.502.000.83
Calmar ratio
The chart of Calmar ratio for CHWY, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.60
Martin ratio
The chart of Martin ratio for CHWY, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.12
PYPL
Sharpe ratio
The chart of Sharpe ratio for PYPL, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.004.000.14
Sortino ratio
The chart of Sortino ratio for PYPL, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.006.000.42
Omega ratio
The chart of Omega ratio for PYPL, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for PYPL, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for PYPL, currently valued at 0.27, compared to the broader market-10.000.0010.0020.0030.000.27

CHWY vs. PYPL - Sharpe Ratio Comparison

The current CHWY Sharpe Ratio is -0.94, which is lower than the PYPL Sharpe Ratio of 0.14. The chart below compares the 12-month rolling Sharpe Ratio of CHWY and PYPL.


Rolling 12-month Sharpe Ratio-1.00-0.500.00December2024FebruaryMarchAprilMay
-0.94
0.14
CHWY
PYPL

Dividends

CHWY vs. PYPL - Dividend Comparison

Neither CHWY nor PYPL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHWY vs. PYPL - Drawdown Comparison

The maximum CHWY drawdown since its inception was -87.37%, roughly equal to the maximum PYPL drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for CHWY and PYPL. For additional features, visit the drawdowns tool.


-88.00%-86.00%-84.00%-82.00%-80.00%-78.00%December2024FebruaryMarchAprilMay
-86.49%
-79.10%
CHWY
PYPL

Volatility

CHWY vs. PYPL - Volatility Comparison

Chewy, Inc. (CHWY) has a higher volatility of 16.75% compared to PayPal Holdings, Inc. (PYPL) at 7.56%. 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.


10.00%15.00%20.00%December2024FebruaryMarchAprilMay
16.75%
7.56%
CHWY
PYPL

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items