PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.6

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%JulyAugustSeptemberOctoberNovemberDecember
132.77%
482.83%
PYPL
MA

Key characteristics

Sharpe Ratio

PYPL:

1.15

MA:

1.47

Sortino Ratio

PYPL:

1.66

MA:

2.02

Omega Ratio

PYPL:

1.22

MA:

1.27

Calmar Ratio

PYPL:

0.48

MA:

1.96

Martin Ratio

PYPL:

6.04

MA:

4.87

Ulcer Index

PYPL:

6.46%

MA:

4.76%

Daily Std Dev

PYPL:

33.97%

MA:

15.82%

Max Drawdown

PYPL:

-83.67%

MA:

-62.67%

Current Drawdown

PYPL:

-72.30%

MA:

-2.71%

Fundamentals

Market Cap

PYPL:

$91.09B

MA:

$487.38B

EPS

PYPL:

$4.18

MA:

$13.20

PE Ratio

PYPL:

21.74

MA:

40.23

PEG Ratio

PYPL:

1.52

MA:

2.03

Total Revenue (TTM)

PYPL:

$31.43B

MA:

$27.23B

Gross Profit (TTM)

PYPL:

$13.48B

MA:

$23.36B

EBITDA (TTM)

PYPL:

$6.55B

MA:

$16.44B

Returns By Period

In the year-to-date period, PYPL achieves a 39.15% return, which is significantly higher than MA's 22.62% return.


PYPL

YTD

39.15%

1M

0.92%

6M

44.54%

1Y

35.61%

5Y*

-4.72%

10Y*

N/A

MA

YTD

22.62%

1M

-0.32%

6M

15.84%

1Y

22.92%

5Y*

12.40%

10Y*

20.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PYPL, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.151.47
The chart of Sortino ratio for PYPL, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.662.02
The chart of Omega ratio for PYPL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.27
The chart of Calmar ratio for PYPL, currently valued at 0.48, compared to the broader market0.002.004.006.000.481.96
The chart of Martin ratio for PYPL, currently valued at 6.04, compared to the broader market0.0010.0020.006.044.87
PYPL
MA

The current PYPL Sharpe Ratio is 1.15, which is comparable to the MA Sharpe Ratio of 1.47. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.15
1.47
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 0.51%.


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%
MA
Mastercard Inc
0.51%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

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%JulyAugustSeptemberOctoberNovemberDecember
-72.30%
-2.71%
PYPL
MA

Volatility

PYPL vs. MA - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 9.49% compared to Mastercard Inc (MA) at 4.22%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.49%
4.22%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab