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PYPL vs. DAPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYPL vs. DAPP - Performance Comparison

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

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Returns By Period

In the year-to-date period, PYPL achieves a -28.91% return, which is significantly lower than DAPP's 25.17% return.


PYPL

1D
1.33%
1M
-8.94%
YTD
-28.91%
6M
-32.73%
1Y
-44.25%
3Y*
-13.26%
5Y*
-31.28%
10Y*
1.30%

DAPP

1D
6.87%
1M
-4.74%
YTD
25.17%
6M
4.13%
1Y
38.49%
3Y*
57.49%
5Y*
-0.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPL vs. DAPP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PYPL
PayPal Holdings, Inc.
-28.91%-31.44%38.98%-13.77%-62.23%-31.53%
DAPP
VanEck Digital Transformation ETF
25.17%15.03%44.87%285.02%-85.60%-45.88%

Correlation

The correlation between PYPL and DAPP is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

0.50

The correlation between PYPL and DAPP shifts across timeframes, from 0.37 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PYPL vs. DAPP — Risk / Return Rank

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

PYPL
PYPL Risk / Return Rank: 55
Overall Rank
PYPL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PYPL Sortino Ratio Rank: 66
Sortino Ratio Rank
PYPL Omega Ratio Rank: 55
Omega Ratio Rank
PYPL Calmar Ratio Rank: 88
Calmar Ratio Rank
PYPL Martin Ratio Rank: 55
Martin Ratio Rank

DAPP
DAPP Risk / Return Rank: 2323
Overall Rank
DAPP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DAPP Sortino Ratio Rank: 2727
Sortino Ratio Rank
DAPP Omega Ratio Rank: 2525
Omega Ratio Rank
DAPP Calmar Ratio Rank: 2222
Calmar Ratio Rank
DAPP Martin Ratio Rank: 1818
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.

PYPL vs. DAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and VanEck Digital Transformation ETF (DAPP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PYPLDAPPDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

0.78

1.14

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.89

0.80

-1.69

Martin ratioReturn relative to average drawdown

-1.56

1.56

-3.11

PYPL vs. DAPP - Sharpe Ratio Comparison

The current PYPL Sharpe Ratio is -1.14, which is lower than the DAPP Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PYPL and DAPP, 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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Drawdowns

PYPL vs. DAPP - Drawdown Comparison

The maximum PYPL drawdown since its inception was -87.30%, smaller than the maximum DAPP drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for PYPL and DAPP.


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Drawdown Indicators


PYPLDAPPDifference

Max Drawdown

Largest peak-to-trough decline

-87.30%

-92.61%

+5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-49.92%

-48.21%

-1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

-58.88%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

-91.90%

+4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

Current Drawdown

Current decline from peak

-86.52%

-37.41%

-49.11%

Average Drawdown

Average peak-to-trough decline

-35.88%

-61.28%

+25.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.45%

24.81%

+3.64%

Volatility

PYPL vs. DAPP - Volatility Comparison

The current volatility for PayPal Holdings, Inc. (PYPL) is 6.92%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 19.25%. This indicates that PYPL experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYPLDAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

19.25%

-12.33%

Volatility (6M)

Calculated over the trailing 6-month period

31.72%

47.92%

-16.20%

Volatility (1Y)

Calculated over the trailing 1-year period

39.09%

62.53%

-23.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.09%

73.13%

-31.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.77%

72.92%

-34.15%

Dividends

PYPL vs. DAPP - Dividend Comparison

PYPL's dividend yield for the trailing twelve months is around 1.02%, while DAPP has not paid dividends to shareholders.


PositionTTM20252024202320222021
DAPP
VanEck Digital Transformation ETF
0.00%0.00%4.04%0.00%0.00%10.13%
PYPL
PayPal Holdings, Inc.
1.02%0.24%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PYPL and DAPP have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAPP has higher volatility (19.25%) compared to PYPL (6.92%). In terms of maximum drawdown, PYPL dropped -87.30% vs DAPP's -92.61%.

DAPP currently has the higher Sharpe Ratio (0.62 vs -1.14), 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.

Portfolio Optimizer

Find the right allocation for PYPL and DAPP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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