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

Correlation

The correlation between PYPL and MA is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

PYPL vs. MA - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
59.00%
449.82%
PYPL
MA

Key characteristics

Sharpe Ratio

PYPL:

-0.30

MA:

0.17

Sortino Ratio

PYPL:

-0.19

MA:

0.34

Omega Ratio

PYPL:

0.97

MA:

1.05

Calmar Ratio

PYPL:

-0.13

MA:

0.21

Martin Ratio

PYPL:

-0.97

MA:

0.73

Ulcer Index

PYPL:

10.97%

MA:

4.37%

Daily Std Dev

PYPL:

34.99%

MA:

18.98%

Max Drawdown

PYPL:

-83.67%

MA:

-62.67%

Current Drawdown

PYPL:

-81.08%

MA:

-15.02%

Fundamentals

Market Cap

PYPL:

$57.74B

MA:

$446.53B

EPS

PYPL:

$3.99

MA:

$13.90

PE Ratio

PYPL:

14.63

MA:

35.24

PEG Ratio

PYPL:

0.75

MA:

2.13

Total Revenue (TTM)

PYPL:

$24.08B

MA:

$21.82B

Gross Profit (TTM)

PYPL:

$10.74B

MA:

$16.66B

EBITDA (TTM)

PYPL:

$5.10B

MA:

$12.87B

Returns By Period

In the year-to-date period, PYPL achieves a -31.61% return, which is significantly lower than MA's -6.85% return.


PYPL

YTD

-31.61%

1M

-16.01%

6M

-26.45%

1Y

-9.56%

5Y*

-8.80%

10Y*

N/A

MA

YTD

-6.85%

1M

-12.27%

6M

-1.31%

1Y

4.85%

5Y*

16.32%

10Y*

19.49%

*Annualized

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Risk-Adjusted Performance

PYPL vs. MA — Risk-Adjusted Performance Rank

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

PYPL
The Risk-Adjusted Performance Rank of PYPL is 3838
Overall Rank
The Sharpe Ratio Rank of PYPL is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 3333
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 5858
Overall Rank
The Sharpe Ratio Rank of MA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of MA is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MA is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MA is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PYPL vs. MA - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for PYPL, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.00
PYPL: -0.30
MA: 0.17
The chart of Sortino ratio for PYPL, currently valued at -0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
PYPL: -0.19
MA: 0.34
The chart of Omega ratio for PYPL, currently valued at 0.97, compared to the broader market0.501.001.502.00
PYPL: 0.97
MA: 1.05
The chart of Calmar ratio for PYPL, currently valued at -0.13, compared to the broader market0.001.002.003.004.00
PYPL: -0.13
MA: 0.21
The chart of Martin ratio for PYPL, currently valued at -0.97, compared to the broader market-10.000.0010.0020.00
PYPL: -0.97
MA: 0.73

The current PYPL Sharpe Ratio is -0.30, which is lower than the MA Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of PYPL and MA, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.30
0.17
PYPL
MA

Dividends

PYPL vs. MA - Dividend Comparison

PYPL has not paid dividends to shareholders, while MA's dividend yield for the trailing twelve months is around 0.56%.


TTM20242023202220212020201920182017201620152014
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%
MA
Mastercard Inc
0.56%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

PYPL vs. MA - Drawdown Comparison

The maximum PYPL drawdown since its inception was -83.67%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for PYPL and MA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-81.08%
-15.02%
PYPL
MA

Volatility

PYPL vs. MA - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 13.61% compared to Mastercard Inc (MA) at 10.10%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.61%
10.10%
PYPL
MA

Financials

PYPL vs. MA - Financials Comparison

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


Values in USD except per share items