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PYPL vs. ENEL.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PYPL vs. ENEL.MI - Performance Comparison

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

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Different Trading Currencies

PYPL is traded in USD, while ENEL.MI is traded in EUR. To make them comparable, the ENEL.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PYPL achieves a -28.41% return, which is significantly lower than ENEL.MI's 11.27% return. Over the past 10 years, PYPL has underperformed ENEL.MI with an annualized return of 1.21%, while ENEL.MI has yielded a comparatively higher 16.16% annualized return.


PYPL

1D
0.70%
1M
-7.88%
YTD
-28.41%
6M
-32.22%
1Y
-44.01%
3Y*
-12.98%
5Y*
-31.18%
10Y*
1.21%

ENEL.MI

1D
1.24%
1M
-0.75%
YTD
11.27%
6M
13.39%
1Y
28.98%
3Y*
26.95%
5Y*
9.38%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPL vs. ENEL.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYPL
PayPal Holdings, Inc.
-28.41%-31.44%38.98%-13.77%-62.23%-19.48%116.51%28.64%14.22%86.52%
ENEL.MI
Enel SpA
11.27%54.38%2.16%47.14%-27.94%-18.12%33.94%44.24%-1.88%45.52%

Correlation

The correlation between PYPL and ENEL.MI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.12

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2015

0.22

The correlation between PYPL and ENEL.MI shifts across timeframes, from 0.11 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PYPL vs. ENEL.MI — 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: 66
Martin Ratio Rank

ENEL.MI
ENEL.MI Risk / Return Rank: 8282
Overall Rank
ENEL.MI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ENEL.MI Sortino Ratio Rank: 7979
Sortino Ratio Rank
ENEL.MI Omega Ratio Rank: 8080
Omega Ratio Rank
ENEL.MI Calmar Ratio Rank: 8181
Calmar Ratio Rank
ENEL.MI Martin Ratio Rank: 8484
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. ENEL.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Enel SpA (ENEL.MI). 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.


PYPLENEL.MIDifference
Sharpe ratioReturn per unit of total volatility

-2.51

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

0.79

1.26

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.88

2.31

-3.19

Martin ratioReturn relative to average drawdown

-1.54

6.46

-8.00

PYPL vs. ENEL.MI - Sharpe Ratio Comparison

The current PYPL Sharpe Ratio is -1.13, which is lower than the ENEL.MI Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PYPL and ENEL.MI, 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. ENEL.MI - Drawdown Comparison

The maximum PYPL drawdown since its inception was -87.30%, which is greater than ENEL.MI's maximum drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for PYPL and ENEL.MI.


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Drawdown Indicators


PYPLENEL.MIDifference

Max Drawdown

Largest peak-to-trough decline

-87.30%

-62.43%

-24.87%

Max Drawdown (1Y)

Largest decline over 1 year

-49.92%

-12.54%

-37.38%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

-16.58%

-40.76%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

-56.89%

-30.41%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

-60.65%

-26.65%

Current Drawdown

Current decline from peak

-86.42%

-5.96%

-80.46%

Average Drawdown

Average peak-to-trough decline

-35.90%

-20.97%

-14.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.60%

4.49%

+24.11%

Volatility

PYPL vs. ENEL.MI - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 7.01% compared to Enel SpA (ENEL.MI) at 5.95%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than ENEL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYPLENEL.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

5.95%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

31.72%

18.62%

+13.10%

Volatility (1Y)

Calculated over the trailing 1-year period

39.10%

21.01%

+18.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.08%

23.88%

+18.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.77%

24.69%

+14.08%

Dividends

PYPL vs. ENEL.MI - Dividend Comparison

PYPL's dividend yield for the trailing twelve months is around 1.01%, less than ENEL.MI's 4.95% yield.


PositionTTM20252024202320222021202020192018201720162015
ENEL.MI
Enel SpA
4.95%4.98%5.44%5.56%7.55%5.08%3.96%3.96%4.70%3.51%3.82%3.60%
PYPL
PayPal Holdings, Inc.
1.01%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PYPL vs. ENEL.MI - Financials Comparison

This section allows you to compare key financial metrics between PayPal Holdings, Inc. and Enel SpA. 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


Please note, different currencies. PYPL values in USD, ENEL.MI values in EUR

Frequently Asked Questions


PYPL and ENEL.MI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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