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PGY vs. UPST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PGY vs. UPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pagaya Technologies Ltd. (PGY) and Upstart Holdings, Inc. (UPST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PGY having a -26.84% return and UPST slightly higher at -25.93%.


PGY

1D
-2.24%
1M
7.37%
YTD
-26.84%
6M
-34.15%
1Y
-8.55%
3Y*
2.59%
5Y*
10Y*

UPST

1D
-3.63%
1M
-1.07%
YTD
-25.93%
6M
-24.15%
1Y
-32.38%
3Y*
3.08%
5Y*
-27.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGY vs. UPST - Yearly Performance Comparison


2026 (YTD)2025202420232022
PGY
Pagaya Technologies Ltd.
-26.84%124.97%-43.90%11.29%-79.61%
UPST
Upstart Holdings, Inc.
-25.93%-28.98%50.69%209.08%-65.88%

Correlation

The correlation between PGY and UPST is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.50

The correlation between PGY and UPST shifts across timeframes, from 0.50 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PGY:

$1.48B

UPST:

$3.14B

EPS

PGY:

$1.06

UPST:

$0.47

PE Ratio

PGY:

14.38

UPST:

69.12

PS Ratio

PGY:

1.09

UPST:

2.94

PB Ratio

PGY:

2.79

UPST:

4.28

Total Revenue (TTM)

PGY:

$1.30B

UPST:

$1.16B

Gross Profit (TTM)

PGY:

$396.55M

UPST:

$810.61M

EBITDA (TTM)

PGY:

$180.28M

UPST:

$67.66M

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Return for Risk

PGY vs. UPST — Risk / Return Rank

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

PGY
PGY Risk / Return Rank: 3737
Overall Rank
PGY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PGY Sortino Ratio Rank: 3939
Sortino Ratio Rank
PGY Omega Ratio Rank: 3838
Omega Ratio Rank
PGY Calmar Ratio Rank: 3737
Calmar Ratio Rank
PGY Martin Ratio Rank: 3838
Martin Ratio Rank

UPST
UPST Risk / Return Rank: 2424
Overall Rank
UPST Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UPST Sortino Ratio Rank: 2323
Sortino Ratio Rank
UPST Omega Ratio Rank: 2424
Omega Ratio Rank
UPST Calmar Ratio Rank: 2525
Calmar Ratio Rank
UPST Martin Ratio Rank: 2828
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.

PGY vs. UPST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pagaya Technologies Ltd. (PGY) and Upstart Holdings, Inc. (UPST). 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.


PGYUPSTDifference

Sharpe ratio

Return per unit of total volatility

-0.11

-0.46

+0.35

Sortino ratio

Return per unit of downside risk

0.41

-0.27

+0.68

Omega ratio

Gain probability vs. loss probability

1.05

0.97

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.09

-0.44

+0.35

Martin ratio

Return relative to average drawdown

-0.15

-0.67

+0.53

PGY vs. UPST - Sharpe Ratio Comparison

The current PGY Sharpe Ratio is -0.11, which is higher than the UPST Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of PGY and UPST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PGYUPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

-0.46

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.02

-0.24

Drawdowns

PGY vs. UPST - Drawdown Comparison

The maximum PGY drawdown since its inception was -98.09%, roughly equal to the maximum UPST drawdown of -96.90%. Use the drawdown chart below to compare losses from any high point for PGY and UPST.


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Drawdown Indicators


PGYUPSTDifference

Max Drawdown

Largest peak-to-trough decline

-98.09%

-96.90%

-1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-75.71%

-71.21%

-4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-75.71%

-72.72%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-96.90%

Current Drawdown

Current decline from peak

-95.75%

-91.69%

-4.06%

Average Drawdown

Average peak-to-trough decline

-91.98%

-76.15%

-15.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.07%

46.48%

+1.59%

Volatility

PGY vs. UPST - Volatility Comparison

The current volatility for Pagaya Technologies Ltd. (PGY) is 18.02%, while Upstart Holdings, Inc. (UPST) has a volatility of 19.01%. This indicates that PGY experiences smaller price fluctuations and is considered to be less risky than UPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGYUPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.02%

19.01%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

54.35%

49.16%

+5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

78.62%

70.44%

+8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

144.85%

103.73%

+41.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.85%

114.03%

+30.82%

Dividends

PGY vs. UPST - Dividend Comparison

Neither PGY nor UPST has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

PGY vs. UPST - Financials Comparison

This section allows you to compare key financial metrics between Pagaya Technologies Ltd. and Upstart 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


100.00M150.00M200.00M250.00M300.00M20222023202420252026
317.94M
308.21M
(PGY) Total Revenue
(UPST) Total Revenue
Values in USD except per share items

PGY vs. UPST - Profitability Comparison

The chart below illustrates the profitability comparison between Pagaya Technologies Ltd. and Upstart 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

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
PGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported a gross profit of 0.00 and revenue of 317.94M. Therefore, the gross margin over that period was 0.0%.

UPST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Upstart Holdings, Inc. reported a gross profit of 0.00 and revenue of 308.21M. Therefore, the gross margin over that period was 0.0%.

PGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported an operating income of 80.01M and revenue of 317.94M, resulting in an operating margin of 25.2%.

UPST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Upstart Holdings, Inc. reported an operating income of -7.52M and revenue of 308.21M, resulting in an operating margin of -2.4%.

PGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported a net income of 24.69M and revenue of 317.94M, resulting in a net margin of 7.8%.

UPST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Upstart Holdings, Inc. reported a net income of -6.65M and revenue of 308.21M, resulting in a net margin of -2.2%.


Frequently Asked Questions


PGY and UPST have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPST has higher volatility (19.01%) compared to PGY (18.02%). In terms of maximum drawdown, PGY dropped -98.09% vs UPST's -96.90%.

PGY currently has the higher Sharpe Ratio (-0.11 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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