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

Correlation

The correlation between PAGS and PYPL is 0.51, 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.

-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-31.43%
4.54%
PAGS
PYPL

Key characteristics

Sharpe Ratio

PAGS:

-0.89

PYPL:

0.85

Sortino Ratio

PAGS:

-1.18

PYPL:

1.28

Omega Ratio

PAGS:

0.86

PYPL:

1.17

Calmar Ratio

PAGS:

-0.41

PYPL:

0.34

Martin Ratio

PAGS:

-1.10

PYPL:

4.19

Ulcer Index

PAGS:

33.67%

PYPL:

6.64%

Daily Std Dev

PAGS:

41.89%

PYPL:

32.91%

Max Drawdown

PAGS:

-90.00%

PYPL:

-83.67%

Current Drawdown

PAGS:

-87.00%

PYPL:

-75.71%

Fundamentals

Market Cap

PAGS:

$2.51B

PYPL:

$74.14B

EPS

PAGS:

$1.10

PYPL:

$3.99

PE Ratio

PAGS:

7.32

PYPL:

18.78

Total Revenue (TTM)

PAGS:

$13.33B

PYPL:

$31.77B

Gross Profit (TTM)

PAGS:

$6.37B

PYPL:

$13.75B

EBITDA (TTM)

PAGS:

$5.43B

PYPL:

$6.66B

Returns By Period

In the year-to-date period, PAGS achieves a 28.59% return, which is significantly higher than PYPL's -12.19% return.


PAGS

YTD

28.59%

1M

21.05%

6M

-31.43%

1Y

-37.93%

5Y*

-26.18%

10Y*

N/A

PYPL

YTD

-12.19%

1M

-16.58%

6M

4.53%

1Y

28.45%

5Y*

-8.93%

10Y*

N/A

*Annualized

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

PAGS vs. PYPL — Risk-Adjusted Performance Rank

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

PAGS
The Risk-Adjusted Performance Rank of PAGS is 1313
Overall Rank
The Sharpe Ratio Rank of PAGS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PAGS is 88
Sortino Ratio Rank
The Omega Ratio Rank of PAGS is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PAGS is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PAGS is 1919
Martin Ratio Rank

PYPL
The Risk-Adjusted Performance Rank of PYPL is 6969
Overall Rank
The Sharpe Ratio Rank of PYPL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 7878
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.

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 -0.89, compared to the broader market-2.000.002.00-0.890.85
The chart of Sortino ratio for PAGS, currently valued at -1.18, compared to the broader market-4.00-2.000.002.004.006.00-1.181.28
The chart of Omega ratio for PAGS, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.17
The chart of Calmar ratio for PAGS, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.410.34
The chart of Martin ratio for PAGS, currently valued at -1.10, compared to the broader market-10.000.0010.0020.0030.00-1.104.19
PAGS
PYPL

The current PAGS Sharpe Ratio is -0.89, which is lower than the PYPL Sharpe Ratio of 0.85. 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-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.89
0.85
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 -90.00%, 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%SeptemberOctoberNovemberDecember2025February
-87.00%
-75.71%
PAGS
PYPL

Volatility

PAGS vs. PYPL - Volatility Comparison

The current volatility for PagSeguro Digital Ltd. (PAGS) is 14.21%, while PayPal Holdings, Inc. (PYPL) has a volatility of 15.44%. This indicates that PAGS experiences smaller price fluctuations and is considered to be less risky than PYPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.21%
15.44%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab