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PYPL vs. ETSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PYPL vs. ETSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PayPal Holdings, Inc. (PYPL) and Etsy, Inc. (ETSY). 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 -26.79% return, which is significantly lower than ETSY's 20.94% return. Over the past 10 years, PYPL has underperformed ETSY with an annualized return of 1.12%, while ETSY has yielded a comparatively higher 21.96% annualized return.


PYPL

1D
-4.31%
1M
-15.44%
YTD
-26.79%
6M
-30.21%
1Y
-39.94%
3Y*
-12.51%
5Y*
-30.44%
10Y*
1.12%

ETSY

1D
-3.84%
1M
4.70%
YTD
20.94%
6M
24.56%
1Y
11.38%
3Y*
-7.61%
5Y*
-16.40%
10Y*
21.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPL vs. ETSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYPL
PayPal Holdings, Inc.
-26.79%-31.44%38.98%-13.77%-62.23%-19.48%116.51%28.64%14.22%86.52%
ETSY
Etsy, Inc.
20.94%4.82%-34.74%-32.33%-45.29%23.06%301.60%-6.87%132.62%73.60%

Correlation

The correlation between PYPL and ETSY 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

0.49

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2015

0.47

The correlation between PYPL and ETSY shifts across timeframes, from 0.37 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PYPL:

$39.20B

ETSY:

$8.11B

EPS

PYPL:

$5.31

ETSY:

$3.01

PE Ratio

PYPL:

8.03

ETSY:

22.31

PS Ratio

PYPL:

1.20

ETSY:

2.87

Total Revenue (TTM)

PYPL:

$33.73B

ETSY:

$2.86B

Gross Profit (TTM)

PYPL:

$15.56B

ETSY:

$2.06B

EBITDA (TTM)

PYPL:

$7.23B

ETSY:

$489.49M

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Return for Risk

PYPL vs. ETSY — Risk / Return Rank

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

PYPL
PYPL Risk / Return Rank: 77
Overall Rank
PYPL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PYPL Sortino Ratio Rank: 77
Sortino Ratio Rank
PYPL Omega Ratio Rank: 66
Omega Ratio Rank
PYPL Calmar Ratio Rank: 1010
Calmar Ratio Rank
PYPL Martin Ratio Rank: 66
Martin Ratio Rank

ETSY
ETSY Risk / Return Rank: 4646
Overall Rank
ETSY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ETSY Sortino Ratio Rank: 4646
Sortino Ratio Rank
ETSY Omega Ratio Rank: 4545
Omega Ratio Rank
ETSY Calmar Ratio Rank: 4747
Calmar Ratio Rank
ETSY Martin Ratio Rank: 4646
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. ETSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Etsy, Inc. (ETSY). 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.


PYPLETSYDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

0.81

1.08

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.80

0.27

-1.08

Martin ratioReturn relative to average drawdown

-1.45

0.54

-1.99

PYPL vs. ETSY - Sharpe Ratio Comparison

The current PYPL Sharpe Ratio is -1.03, which is lower than the ETSY Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of PYPL and ETSY, 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


PYPLETSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.03

0.21

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.73

-0.30

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.39

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.13

-0.12

Drawdowns

PYPL vs. ETSY - Drawdown Comparison

The maximum PYPL drawdown since its inception was -87.30%, roughly equal to the maximum ETSY drawdown of -86.26%. Use the drawdown chart below to compare losses from any high point for PYPL and ETSY.


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Drawdown Indicators


PYPLETSYDifference

Max Drawdown

Largest peak-to-trough decline

-87.30%

-86.26%

-1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-49.92%

-41.70%

-8.22%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

-59.86%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

-86.26%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

-86.26%

-1.04%

Current Drawdown

Current decline from peak

-86.12%

-77.42%

-8.70%

Average Drawdown

Average peak-to-trough decline

-35.63%

-48.18%

+12.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.53%

21.10%

+6.43%

Volatility

PYPL vs. ETSY - Volatility Comparison

The current volatility for PayPal Holdings, Inc. (PYPL) is 9.62%, while Etsy, Inc. (ETSY) has a volatility of 13.88%. This indicates that PYPL experiences smaller price fluctuations and is considered to be less risky than ETSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYPLETSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

13.88%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

31.64%

36.12%

-4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

39.02%

55.72%

-16.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.08%

55.37%

-13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.76%

56.26%

-17.50%

Dividends

PYPL vs. ETSY - Dividend Comparison

PYPL's dividend yield for the trailing twelve months is around 0.66%, while ETSY has not paid dividends to shareholders.


PositionTTM2025
ETSY
Etsy, Inc.
0.00%0.00%
PYPL
PayPal Holdings, Inc.
0.66%0.24%

Financials

PYPL vs. ETSY - Financials Comparison

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


0.002.00B4.00B6.00B8.00B20222023202420252026
8.35B
631.28M
(PYPL) Total Revenue
(ETSY) Total Revenue
Values in USD except per share items

PYPL vs. ETSY - Profitability Comparison

The chart below illustrates the profitability comparison between PayPal Holdings, Inc. and Etsy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
45.6%
72.2%
Portfolio components
PYPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported a gross profit of 3.81B and revenue of 8.35B. Therefore, the gross margin over that period was 45.6%.

ETSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Etsy, Inc. reported a gross profit of 455.60M and revenue of 631.28M. Therefore, the gross margin over that period was 72.2%.

PYPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported an operating income of 1.49B and revenue of 8.35B, resulting in an operating margin of 17.8%.

ETSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Etsy, Inc. reported an operating income of 119.85M and revenue of 631.28M, resulting in an operating margin of 19.0%.

PYPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported a net income of 1.11B and revenue of 8.35B, resulting in a net margin of 13.3%.

ETSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Etsy, Inc. reported a net income of 153.86M and revenue of 631.28M, resulting in a net margin of 24.4%.


Frequently Asked Questions


PYPL and ETSY 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.

ETSY has higher volatility (13.88%) compared to PYPL (9.62%). In terms of maximum drawdown, PYPL dropped -87.30% vs ETSY's -86.26%.

ETSY currently has the higher Sharpe Ratio (0.21 vs -1.03), 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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