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

Correlation

The correlation between PYPL and META is 0.62, 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.


Performance

PYPL vs. META - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PYPL:

0.32

META:

0.93

Sortino Ratio

PYPL:

0.69

META:

1.62

Omega Ratio

PYPL:

1.09

META:

1.21

Calmar Ratio

PYPL:

0.15

META:

1.12

Martin Ratio

PYPL:

0.83

META:

3.45

Ulcer Index

PYPL:

14.43%

META:

11.03%

Daily Std Dev

PYPL:

37.41%

META:

37.10%

Max Drawdown

PYPL:

-83.67%

META:

-76.74%

Current Drawdown

PYPL:

-76.80%

META:

-12.52%

Fundamentals

Market Cap

PYPL:

$70.68B

META:

$1.65T

EPS

PYPL:

$4.48

META:

$25.72

PE Ratio

PYPL:

16.22

META:

25.64

PEG Ratio

PYPL:

0.98

META:

2.17

PS Ratio

PYPL:

2.22

META:

9.68

PB Ratio

PYPL:

3.49

META:

8.96

Total Revenue (TTM)

PYPL:

$31.87B

META:

$170.36B

Gross Profit (TTM)

PYPL:

$14.45B

META:

$139.27B

EBITDA (TTM)

PYPL:

$7.05B

META:

$86.47B

Returns By Period

In the year-to-date period, PYPL achieves a -16.15% return, which is significantly lower than META's 10.07% return.


PYPL

YTD

-16.15%

1M

15.44%

6M

-16.58%

1Y

12.00%

5Y*

-13.27%

10Y*

N/A

META

YTD

10.07%

1M

23.46%

6M

11.75%

1Y

34.20%

5Y*

25.22%

10Y*

23.17%

*Annualized

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Risk-Adjusted Performance

PYPL vs. META — 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 6060
Overall Rank
The Sharpe Ratio Rank of PYPL is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 6262
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8181
Overall Rank
The Sharpe Ratio Rank of META is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8080
Sortino Ratio Rank
The Omega Ratio Rank of META is 7878
Omega Ratio Rank
The Calmar Ratio Rank of META is 8585
Calmar Ratio Rank
The Martin Ratio Rank of META is 8181
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. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Meta Platforms, Inc. (META). 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 current PYPL Sharpe Ratio is 0.32, which is lower than the META Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PYPL and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PYPL vs. META - Dividend Comparison

PYPL has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.31%.


TTM2024
PYPL
PayPal Holdings, Inc.
0.00%0.00%
META
Meta Platforms, Inc.
0.31%0.34%

Drawdowns

PYPL vs. META - Drawdown Comparison

The maximum PYPL drawdown since its inception was -83.67%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for PYPL and META. For additional features, visit the drawdowns tool.


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Volatility

PYPL vs. META - Volatility Comparison

The current volatility for PayPal Holdings, Inc. (PYPL) is 7.79%, while Meta Platforms, Inc. (META) has a volatility of 12.89%. This indicates that PYPL experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PYPL vs. META - Financials Comparison

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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
7.79B
42.31B
(PYPL) Total Revenue
(META) Total Revenue
Values in USD except per share items

PYPL vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between PayPal Holdings, Inc. and Meta Platforms, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20212022202320242025
47.7%
82.1%
(PYPL) Gross Margin
(META) Gross Margin
PYPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, PayPal Holdings, Inc. reported a gross profit of 3.72B and revenue of 7.79B. Therefore, the gross margin over that period was 47.7%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a gross profit of 34.74B and revenue of 42.31B. Therefore, the gross margin over that period was 82.1%.

PYPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, PayPal Holdings, Inc. reported an operating income of 1.53B and revenue of 7.79B, resulting in an operating margin of 19.6%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported an operating income of 17.56B and revenue of 42.31B, resulting in an operating margin of 41.5%.

PYPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, PayPal Holdings, Inc. reported a net income of 1.29B and revenue of 7.79B, resulting in a net margin of 16.5%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a net income of 16.64B and revenue of 42.31B, resulting in a net margin of 39.3%.