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

Correlation

The correlation between PAGS and PYPL is 0.52, 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.


-0.50.00.51.00.5

Performance

PAGS vs. PYPL - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.08%
4.09%
PAGS
PYPL

Key characteristics

Sharpe Ratio

PAGS:

-1.12

PYPL:

1.21

Sortino Ratio

PAGS:

-1.62

PYPL:

1.73

Omega Ratio

PAGS:

0.80

PYPL:

1.23

Calmar Ratio

PAGS:

-0.50

PYPL:

0.50

Martin Ratio

PAGS:

-1.68

PYPL:

6.36

Ulcer Index

PAGS:

26.61%

PYPL:

6.47%

Daily Std Dev

PAGS:

39.99%

PYPL:

33.85%

Max Drawdown

PAGS:

-89.95%

PYPL:

-83.67%

Current Drawdown

PAGS:

-89.66%

PYPL:

-71.76%

Fundamentals

Market Cap

PAGS:

$2.11B

PYPL:

$91.09B

EPS

PAGS:

$1.03

PYPL:

$4.18

PE Ratio

PAGS:

6.57

PYPL:

21.74

Total Revenue (TTM)

PAGS:

$17.61B

PYPL:

$31.43B

Gross Profit (TTM)

PAGS:

$8.40B

PYPL:

$13.48B

EBITDA (TTM)

PAGS:

$7.37B

PYPL:

$6.55B

Returns By Period

In the year-to-date period, PAGS achieves a -48.68% return, which is significantly lower than PYPL's 41.88% return.


PAGS

YTD

-48.68%

1M

-15.12%

6M

-42.55%

1Y

-46.08%

5Y*

-28.07%

10Y*

N/A

PYPL

YTD

41.88%

1M

2.82%

6M

43.76%

1Y

40.40%

5Y*

-4.34%

10Y*

N/A

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Risk-Adjusted Performance

PAGS vs. PYPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PagSeguro Digital Ltd. (PAGS) 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.


Sharpe ratio
The chart of Sharpe ratio for PAGS, currently valued at -1.12, compared to the broader market-4.00-2.000.002.00-1.121.21
The chart of Sortino ratio for PAGS, currently valued at -1.62, compared to the broader market-4.00-2.000.002.004.00-1.621.73
The chart of Omega ratio for PAGS, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.23
The chart of Calmar ratio for PAGS, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.500.50
The chart of Martin ratio for PAGS, currently valued at -1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.686.36
PAGS
PYPL

The current PAGS Sharpe Ratio is -1.12, which is lower than the PYPL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of PAGS 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-1.12
1.21
PAGS
PYPL

Dividends

PAGS vs. PYPL - Dividend Comparison

Neither PAGS nor PYPL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PAGS vs. PYPL - Drawdown Comparison

The maximum PAGS drawdown since its inception was -89.95%, which is greater than PYPL's maximum drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for PAGS and PYPL. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-89.66%
-71.76%
PAGS
PYPL

Volatility

PAGS vs. PYPL - Volatility Comparison

PagSeguro Digital Ltd. (PAGS) has a higher volatility of 15.94% compared to PayPal Holdings, Inc. (PYPL) at 9.55%. This indicates that PAGS'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.94%
9.55%
PAGS
PYPL

Financials

PAGS vs. PYPL - Financials Comparison

This section allows you to compare key financial metrics between PagSeguro Digital Ltd. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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