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

Correlation

The correlation between ETSY and PYPL is 0.45, 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

ETSY vs. PYPL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ETSY:

-0.64

PYPL:

0.34

Sortino Ratio

ETSY:

-0.69

PYPL:

0.68

Omega Ratio

ETSY:

0.91

PYPL:

1.09

Calmar Ratio

ETSY:

-0.30

PYPL:

0.14

Martin Ratio

ETSY:

-1.26

PYPL:

0.81

Ulcer Index

ETSY:

20.71%

PYPL:

14.49%

Daily Std Dev

ETSY:

41.74%

PYPL:

37.40%

Max Drawdown

ETSY:

-86.26%

PYPL:

-83.67%

Current Drawdown

ETSY:

-84.16%

PYPL:

-76.61%

Fundamentals

Market Cap

ETSY:

$4.90B

PYPL:

$70.20B

EPS

ETSY:

$1.38

PYPL:

$4.45

PE Ratio

ETSY:

34.07

PYPL:

16.22

PEG Ratio

ETSY:

1.15

PYPL:

0.97

PS Ratio

ETSY:

1.74

PYPL:

2.20

PB Ratio

ETSY:

21.42

PYPL:

3.47

Total Revenue (TTM)

ETSY:

$2.81B

PYPL:

$31.87B

Gross Profit (TTM)

ETSY:

$2.03B

PYPL:

$14.45B

EBITDA (TTM)

ETSY:

$544.39M

PYPL:

$7.05B

Returns By Period

In the year-to-date period, ETSY achieves a -11.10% return, which is significantly higher than PYPL's -15.43% return.


ETSY

YTD

-11.10%

1M

6.50%

6M

-5.26%

1Y

-26.50%

5Y*

-9.70%

10Y*

10.61%

PYPL

YTD

-15.43%

1M

18.33%

6M

-15.90%

1Y

11.94%

5Y*

-13.21%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ETSY vs. PYPL — Risk-Adjusted Performance Rank

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

ETSY
The Risk-Adjusted Performance Rank of ETSY is 2020
Overall Rank
The Sharpe Ratio Rank of ETSY is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ETSY is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ETSY is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ETSY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ETSY is 1515
Martin Ratio Rank

PYPL
The Risk-Adjusted Performance Rank of PYPL is 6060
Overall Rank
The Sharpe Ratio Rank of PYPL is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 5656
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETSY vs. PYPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Etsy, Inc. (ETSY) 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.


The current ETSY Sharpe Ratio is -0.64, which is lower than the PYPL Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ETSY 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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Dividends

ETSY vs. PYPL - Dividend Comparison

Neither ETSY nor PYPL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETSY vs. PYPL - Drawdown Comparison

The maximum ETSY drawdown since its inception was -86.26%, roughly equal to the maximum PYPL drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for ETSY and PYPL. For additional features, visit the drawdowns tool.


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Volatility

ETSY vs. PYPL - Volatility Comparison

Etsy, Inc. (ETSY) has a higher volatility of 10.75% compared to PayPal Holdings, Inc. (PYPL) at 6.84%. This indicates that ETSY'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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Financials

ETSY vs. PYPL - Financials Comparison

This section allows you to compare key financial metrics between Etsy, 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


0.002.00B4.00B6.00B8.00B20212022202320242025
651.18M
7.79B
(ETSY) Total Revenue
(PYPL) Total Revenue
Values in USD except per share items

ETSY vs. PYPL - Profitability Comparison

The chart below illustrates the profitability comparison between Etsy, Inc. and PayPal Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20212022202320242025
70.5%
47.7%
(ETSY) Gross Margin
(PYPL) Gross Margin
ETSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Etsy, Inc. reported a gross profit of 459.12M and revenue of 651.18M. Therefore, the gross margin over that period was 70.5%.

PYPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, PayPal Holdings, Inc. reported a gross profit of 3.72B and revenue of 7.79B. Therefore, the gross margin over that period was 47.7%.

ETSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Etsy, Inc. reported an operating income of -22.33M and revenue of 651.18M, resulting in an operating margin of -3.4%.

PYPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, PayPal Holdings, Inc. reported an operating income of 1.53B and revenue of 7.79B, resulting in an operating margin of 19.6%.

ETSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Etsy, Inc. reported a net income of -52.10M and revenue of 651.18M, resulting in a net margin of -8.0%.

PYPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, PayPal Holdings, Inc. reported a net income of 1.29B and revenue of 7.79B, resulting in a net margin of 16.5%.