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CHWY vs. PYPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CHWY vs. PYPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chewy, Inc. (CHWY) and PayPal Holdings, Inc. (PYPL). The values are adjusted to include any dividend payments, if applicable.

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CHWY vs. PYPL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CHWY
Chewy, Inc.
-19.46%-1.31%41.73%-36.27%-37.12%-34.40%209.97%-17.12%
PYPL
PayPal Holdings, Inc.
-23.32%-31.44%38.98%-13.77%-62.23%-19.48%116.51%-6.89%

Fundamentals

Market Cap

CHWY:

$11.29B

PYPL:

$41.91B

EPS

CHWY:

$0.00

PYPL:

$5.42

PE Ratio

CHWY:

50.88K

PYPL:

8.23

PEG Ratio

CHWY:

181.17

PYPL:

0.40

PS Ratio

CHWY:

1.21

PYPL:

1.30

PB Ratio

CHWY:

22.67K

PYPL:

2.07

Total Revenue (TTM)

CHWY:

$9.34B

PYPL:

$33.17B

Gross Profit (TTM)

CHWY:

$2.80B

PYPL:

$15.47B

EBITDA (TTM)

CHWY:

$189.94M

PYPL:

$7.18B

Returns By Period

In the year-to-date period, CHWY achieves a -19.46% return, which is significantly higher than PYPL's -23.32% return.


CHWY

1D
-1.41%
1M
-1.66%
YTD
-19.46%
6M
-32.68%
1Y
-20.49%
3Y*
-10.70%
5Y*
-20.29%
10Y*

PYPL

1D
-1.33%
1M
-1.90%
YTD
-23.32%
6M
-32.69%
1Y
-32.12%
3Y*
-16.09%
5Y*
-28.93%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHWY vs. PYPL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHWY
CHWY Risk / Return Rank: 2525
Overall Rank
CHWY Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CHWY Sortino Ratio Rank: 2121
Sortino Ratio Rank
CHWY Omega Ratio Rank: 2121
Omega Ratio Rank
CHWY Calmar Ratio Rank: 3030
Calmar Ratio Rank
CHWY Martin Ratio Rank: 3030
Martin Ratio Rank

PYPL
PYPL Risk / Return Rank: 1313
Overall Rank
PYPL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PYPL Sortino Ratio Rank: 1212
Sortino Ratio Rank
PYPL Omega Ratio Rank: 1111
Omega Ratio Rank
PYPL Calmar Ratio Rank: 1919
Calmar Ratio Rank
PYPL Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CHWYPYPLDifference

Sharpe ratio

Return per unit of total volatility

-0.45

-0.78

+0.33

Sortino ratio

Return per unit of downside risk

-0.38

-0.90

+0.53

Omega ratio

Gain probability vs. loss probability

0.95

0.87

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.35

-0.63

+0.27

Martin ratio

Return relative to average drawdown

-0.65

-1.41

+0.76

CHWY vs. PYPL - Sharpe Ratio Comparison

The current CHWY Sharpe Ratio is -0.45, which is higher than the PYPL Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of CHWY and PYPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHWYPYPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.78

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.69

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.03

-0.09

Correlation

The correlation between CHWY and PYPL is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 0.63%.


TTM2025
CHWY
Chewy, Inc.
0.00%0.00%
PYPL
PayPal Holdings, Inc.
0.63%0.24%

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


CHWYPYPLDifference

Max Drawdown

Largest peak-to-trough decline

-87.37%

-87.30%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-51.52%

-49.92%

-1.60%

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 Drawdown

Current decline from peak

-77.57%

-85.46%

+7.89%

Average Drawdown

Average peak-to-trough decline

-53.44%

-34.85%

-18.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.73%

22.16%

+5.57%

Volatility

CHWY vs. PYPL - Volatility Comparison

Chewy, Inc. (CHWY) has a higher volatility of 17.79% compared to PayPal Holdings, Inc. (PYPL) at 9.51%. 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


CHWYPYPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.79%

9.51%

+8.28%

Volatility (6M)

Calculated over the trailing 6-month period

30.60%

33.39%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

45.79%

41.35%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.56%

41.99%

+18.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.52%

38.63%

+22.89%

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


0.002.00B4.00B6.00B8.00B20222023202420252026
3.26M
8.68B
(CHWY) Total Revenue
(PYPL) Total Revenue
Values in USD except per share items