PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EBAY vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EBAYAAPL
YTD Return43.12%17.04%
1Y Return62.19%21.93%
3Y Return (Ann)-4.08%15.03%
5Y Return (Ann)13.95%28.74%
10Y Return (Ann)11.50%24.38%
Sharpe Ratio2.280.93
Sortino Ratio2.951.47
Omega Ratio1.391.18
Calmar Ratio1.151.26
Martin Ratio17.652.96
Ulcer Index3.27%7.06%
Daily Std Dev25.26%22.48%
Max Drawdown-82.56%-81.80%
Current Drawdown-19.02%-5.08%

Fundamentals


EBAYAAPL
Market Cap$29.90B$3.39T
EPS$3.91$6.08
PE Ratio15.7336.88
PEG Ratio1.342.32
Total Revenue (TTM)$10.28B$391.04B
Gross Profit (TTM)$7.40B$180.68B
EBITDA (TTM)$2.75B$134.66B

Correlation

-0.50.00.51.00.4

The correlation between EBAY and AAPL is 0.40, 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.

Performance

EBAY vs. AAPL - Performance Comparison

In the year-to-date period, EBAY achieves a 43.12% return, which is significantly higher than AAPL's 17.04% return. Over the past 10 years, EBAY has underperformed AAPL with an annualized return of 11.50%, while AAPL has yielded a comparatively higher 24.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.46%
18.46%
EBAY
AAPL

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

EBAY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) and Apple Inc (AAPL). 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.


EBAY
Sharpe ratio
The chart of Sharpe ratio for EBAY, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.28
Sortino ratio
The chart of Sortino ratio for EBAY, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.006.002.95
Omega ratio
The chart of Omega ratio for EBAY, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for EBAY, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for EBAY, currently valued at 17.65, compared to the broader market0.0010.0020.0030.0017.65
AAPL
Sharpe ratio
The chart of Sharpe ratio for AAPL, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93
Sortino ratio
The chart of Sortino ratio for AAPL, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.006.001.47
Omega ratio
The chart of Omega ratio for AAPL, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for AAPL, currently valued at 1.26, compared to the broader market0.002.004.006.001.26
Martin ratio
The chart of Martin ratio for AAPL, currently valued at 2.96, compared to the broader market0.0010.0020.0030.002.96

EBAY vs. AAPL - Sharpe Ratio Comparison

The current EBAY Sharpe Ratio is 2.28, which is higher than the AAPL Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of EBAY and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.28
0.93
EBAY
AAPL

Dividends

EBAY vs. AAPL - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.72%, more than AAPL's 0.44% yield.


TTM20232022202120202019201820172016201520142013
EBAY
eBay Inc.
1.72%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

EBAY vs. AAPL - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for EBAY and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.02%
-5.08%
EBAY
AAPL

Volatility

EBAY vs. AAPL - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 10.45% compared to Apple Inc (AAPL) at 4.95%. This indicates that EBAY's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.45%
4.95%
EBAY
AAPL

Financials

EBAY vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between eBay Inc. and Apple 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