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PYPL vs. HSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PYPL vs. HSY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
32.09%
-17.44%
PYPL
HSY

Returns By Period

In the year-to-date period, PYPL achieves a 37.88% return, which is significantly higher than HSY's -6.90% return.


PYPL

YTD

37.88%

1M

4.61%

6M

30.72%

1Y

49.75%

5Y (annualized)

-4.06%

10Y (annualized)

N/A

HSY

YTD

-6.90%

1M

-8.45%

6M

-17.74%

1Y

-11.45%

5Y (annualized)

4.86%

10Y (annualized)

8.25%

Fundamentals


PYPLHSY
Market Cap$86.62B$34.59B
EPS$4.18$8.65
PE Ratio20.6719.65
PEG Ratio1.553.83
Total Revenue (TTM)$31.43B$10.97B
Gross Profit (TTM)$13.48B$4.77B
EBITDA (TTM)$6.83B$2.86B

Key characteristics


PYPLHSY
Sharpe Ratio1.44-0.54
Sortino Ratio1.99-0.66
Omega Ratio1.260.93
Calmar Ratio0.60-0.31
Martin Ratio7.61-1.60
Ulcer Index6.44%7.09%
Daily Std Dev34.04%20.97%
Max Drawdown-83.67%-49.16%
Current Drawdown-72.56%-36.22%

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Correlation

-0.50.00.51.00.2

The correlation between PYPL and HSY is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

PYPL vs. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and The Hershey Company (HSY). 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.


Sharpe ratio
The chart of Sharpe ratio for PYPL, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44-0.54
The chart of Sortino ratio for PYPL, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.99-0.66
The chart of Omega ratio for PYPL, currently valued at 1.26, compared to the broader market0.501.001.502.001.260.93
The chart of Calmar ratio for PYPL, currently valued at 0.60, compared to the broader market0.002.004.006.000.60-0.31
The chart of Martin ratio for PYPL, currently valued at 7.61, compared to the broader market-10.000.0010.0020.0030.007.61-1.60
PYPL
HSY

The current PYPL Sharpe Ratio is 1.44, which is higher than the HSY Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of PYPL and HSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.44
-0.54
PYPL
HSY

Dividends

PYPL vs. HSY - Dividend Comparison

PYPL has not paid dividends to shareholders, while HSY's dividend yield for the trailing twelve months is around 2.42%.


TTM20232022202120202019201820172016201520142013
PYPL
PayPal Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSY
The Hershey Company
2.42%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Drawdowns

PYPL vs. HSY - Drawdown Comparison

The maximum PYPL drawdown since its inception was -83.67%, which is greater than HSY's maximum drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for PYPL and HSY. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-72.56%
-36.22%
PYPL
HSY

Volatility

PYPL vs. HSY - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 9.14% compared to The Hershey Company (HSY) at 7.53%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.14%
7.53%
PYPL
HSY

Financials

PYPL vs. HSY - Financials Comparison

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


Values in USD except per share items