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

Performance

PYPL vs. GME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PayPal Holdings, Inc. (PYPL) and GameStop Corp. (GME). 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 -26.76% return, which is significantly lower than GME's 8.27% return. Over the past 10 years, PYPL has underperformed GME with an annualized return of 1.49%, while GME has yielded a comparatively higher 15.45% annualized return.


PYPL

1D
2.31%
1M
-4.01%
YTD
-26.76%
6M
-29.60%
1Y
-39.49%
3Y*
-13.59%
5Y*
-30.73%
10Y*
1.49%

GME

1D
-0.14%
1M
0.69%
YTD
8.27%
6M
-1.58%
1Y
-1.81%
3Y*
-3.98%
5Y*
-17.16%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPL vs. GME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYPL
PayPal Holdings, Inc.
-26.76%-31.44%38.98%-13.77%-62.23%-19.48%116.51%28.64%14.22%86.52%
GME
GameStop Corp.
8.27%-35.93%78.78%-5.04%-50.24%687.63%209.87%-50.19%-22.17%-23.66%

Correlation

The correlation between PYPL and GME is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.26

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

0.32

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

0.24

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

0.24

The correlation between PYPL and GME shifts across timeframes, from 0.16 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PYPL:

$5.31

GME:

$1.81

PE Ratio

PYPL:

8.01

GME:

12.02

PEG Ratio

PYPL:

0.39

GME:

0.03

PS Ratio

PYPL:

1.20

GME:

3.16

Total Revenue (TTM)

PYPL:

$33.73B

GME:

$2.90B

Gross Profit (TTM)

PYPL:

$15.56B

GME:

$943.30M

EBITDA (TTM)

PYPL:

$7.23B

GME:

$418.40M

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Return for Risk

PYPL vs. GME — Risk / Return Rank

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

PYPL
PYPL Risk / Return Rank: 88
Overall Rank
PYPL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PYPL Sortino Ratio Rank: 88
Sortino Ratio Rank
PYPL Omega Ratio Rank: 77
Omega Ratio Rank
PYPL Calmar Ratio Rank: 1212
Calmar Ratio Rank
PYPL Martin Ratio Rank: 1010
Martin Ratio Rank

GME
GME Risk / Return Rank: 3838
Overall Rank
GME Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GME Sortino Ratio Rank: 3636
Sortino Ratio Rank
GME Omega Ratio Rank: 3535
Omega Ratio Rank
GME Calmar Ratio Rank: 4040
Calmar Ratio Rank
GME Martin Ratio Rank: 4040
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. GME - Risk-Adjusted Trends Comparison

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


PYPLGMEDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

0.81

1.02

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.06

-0.73

Martin ratioReturn relative to average drawdown

-1.38

-0.12

-1.26

PYPL vs. GME - Sharpe Ratio Comparison

The current PYPL Sharpe Ratio is -1.02, which is lower than the GME Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of PYPL and GME, 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. GME - Drawdown Comparison

The maximum PYPL drawdown since its inception was -87.30%, smaller than the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for PYPL and GME.


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Drawdown Indicators


PYPLGMEDifference

Max Drawdown

Largest peak-to-trough decline

-87.30%

-93.43%

+6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-49.92%

-27.99%

-21.93%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

-62.42%

+5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

-83.83%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

-88.99%

+1.69%

Current Drawdown

Current decline from peak

-86.11%

-74.98%

-11.13%

Average Drawdown

Average peak-to-trough decline

-35.91%

-49.29%

+13.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.73%

15.32%

+13.41%

Volatility

PYPL vs. GME - Volatility Comparison

The current volatility for PayPal Holdings, Inc. (PYPL) is 7.51%, while GameStop Corp. (GME) has a volatility of 8.74%. This indicates that PYPL experiences smaller price fluctuations and is considered to be less risky than GME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYPLGMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

8.74%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

31.81%

28.48%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

38.92%

36.51%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.10%

95.02%

-52.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.79%

117.90%

-79.11%

Dividends

PYPL vs. GME - Dividend Comparison

PYPL's dividend yield for the trailing twelve months is around 0.99%, while GME has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%
PYPL
PayPal Holdings, Inc.
0.99%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. GME - Financials Comparison

This section allows you to compare key financial metrics between PayPal Holdings, Inc. and GameStop Corp.. 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
0
(PYPL) Total Revenue
(GME) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PYPL and GME have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GME has higher volatility (8.74%) compared to PYPL (7.51%). In terms of maximum drawdown, PYPL dropped -87.30% vs GME's -93.43%.

GME currently has the higher Sharpe Ratio (-0.05 vs -1.02), 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

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