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PYPL vs. FFIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PYPL vs. FFIDX

Last updated Jun 13, 2026

PYPL (PayPal Holdings, Inc.) is a stock, while FFIDX (Fidelity Fund) is Large Cap Growth Equities fund managed by Fidelity. Over the past 10 years, PYPL returned 1.21%/yr vs 15.27%/yr for FFIDX. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

PYPL vs. FFIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PayPal Holdings, Inc. (PYPL) and Fidelity Fund (FFIDX). 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 -28.41% return, which is significantly lower than FFIDX's 1.42% return. Over the past 10 years, PYPL has underperformed FFIDX with an annualized return of 1.21%, while FFIDX has yielded a comparatively higher 15.27% 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%

FFIDX

1D
1.17%
1M
-1.74%
YTD
1.42%
6M
2.47%
1Y
17.90%
3Y*
20.25%
5Y*
12.27%
10Y*
15.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPL vs. FFIDX - 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%
FFIDX
Fidelity Fund		1.42%20.04%27.13%30.93%-25.88%33.22%26.43%33.46%-5.31%23.28%

Correlation

The correlation between PYPL and FFIDX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.45

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

0.57

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

0.62

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

0.62

The correlation between PYPL and FFIDX shifts across timeframes, from 0.45 (1 year) to 0.62 (10 years), reflecting how their relationship changes across market environments.

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PayPal Holdings, Inc.

Fidelity Fund

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Return for Risk

PYPL vs. FFIDX — 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
FFIDX
FFIDX Risk / Return Rank: 3737
Overall Rank
FFIDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FFIDX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FFIDX Omega Ratio Rank: 3737
Omega Ratio Rank
FFIDX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FFIDX Martin Ratio Rank: 3939
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. FFIDX - Risk-Adjusted Trends Comparison

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

PYPLFFIDXDifference
Sharpe ratioReturn per unit of total volatility
-1.13
1.43

-2.56

Sortino ratioReturn per unit of downside risk
-1.53
2.05

-3.57

Omega ratioGain probability vs. loss probability

0.79

1.25

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.88

1.68

-2.57

Martin ratioReturn relative to average drawdown

-1.54

7.01

-8.55

PYPL vs. FFIDX - Sharpe Ratio Comparison

The current PYPL Sharpe Ratio is -1.13, which is lower than the FFIDX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PYPL and FFIDX, 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. FFIDX - Drawdown Comparison

The maximum PYPL drawdown since its inception was -87.30%, which is greater than FFIDX's maximum drawdown of -55.35%. Use the drawdown chart below to compare losses from any high point for PYPL and FFIDX.

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Drawdown Indicators

PYPLFFIDXDifference

Max Drawdown

Largest peak-to-trough decline

-87.30%

-55.35%

-31.95%

Max Drawdown (1Y)

Largest decline over 1 year

-49.92%

-10.87%

-39.05%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

-22.42%

-34.92%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

-30.33%

-56.97%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

-30.66%

-56.64%

Current Drawdown

Current decline from peak

-86.42%

-2.92%

-83.50%

Average Drawdown

Average peak-to-trough decline

-35.90%

-11.85%

-24.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.60%

2.61%

+25.99%

Volatility

PYPL vs. FFIDX - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 7.01% compared to Fidelity Fund (FFIDX) at 3.70%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than FFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PYPLFFIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

3.70%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

31.72%

9.48%

+22.24%

Volatility (1Y)

Calculated over the trailing 1-year period

39.10%

12.77%

+26.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.08%

19.18%

+22.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.77%

19.43%

+19.34%

Dividends

PYPL vs. FFIDX - Dividend Comparison

PYPL's dividend yield for the trailing twelve months is around 1.01%, less than FFIDX's 1.16% yield.

PositionTTM20252024202320222021202020192018201720162015
FFIDX
Fidelity Fund		1.16%1.18%0.00%2.41%0.67%4.60%2.71%5.41%7.40%11.12%7.01%5.48%
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%

Frequently Asked Questions

PYPL and FFIDX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PYPL has higher volatility (7.01%) compared to FFIDX (3.70%). In terms of maximum drawdown, PYPL dropped -87.30% vs FFIDX's -55.35%.

FFIDX currently has the higher Sharpe Ratio (1.43 vs -1.13), 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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