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

Correlation

The correlation between PYPL and META is 0.52, 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.


-0.50.00.51.00.5

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.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
137.35%
571.03%
PYPL
META

Key characteristics

Sharpe Ratio

PYPL:

1.21

META:

1.88

Sortino Ratio

PYPL:

1.73

META:

2.74

Omega Ratio

PYPL:

1.23

META:

1.38

Calmar Ratio

PYPL:

0.50

META:

3.70

Martin Ratio

PYPL:

6.36

META:

11.37

Ulcer Index

PYPL:

6.47%

META:

6.00%

Daily Std Dev

PYPL:

33.85%

META:

36.37%

Max Drawdown

PYPL:

-83.67%

META:

-76.74%

Current Drawdown

PYPL:

-71.76%

META:

-7.42%

Fundamentals

Market Cap

PYPL:

$91.09B

META:

$1.56T

EPS

PYPL:

$4.18

META:

$21.18

PE Ratio

PYPL:

21.74

META:

29.25

PEG Ratio

PYPL:

1.52

META:

1.00

Total Revenue (TTM)

PYPL:

$31.43B

META:

$156.23B

Gross Profit (TTM)

PYPL:

$13.48B

META:

$127.21B

EBITDA (TTM)

PYPL:

$6.55B

META:

$77.82B

Returns By Period

In the year-to-date period, PYPL achieves a 41.88% return, which is significantly lower than META's 65.98% return.


PYPL

YTD

41.88%

1M

2.82%

6M

43.76%

1Y

40.40%

5Y*

-4.34%

10Y*

N/A

META

YTD

65.98%

1M

3.57%

6M

18.49%

1Y

65.91%

5Y*

23.32%

10Y*

22.02%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PYPL, currently valued at 1.21, compared to the broader market-4.00-2.000.002.001.211.88
The chart of Sortino ratio for PYPL, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.732.74
The chart of Omega ratio for PYPL, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.38
The chart of Calmar ratio for PYPL, currently valued at 0.50, compared to the broader market0.002.004.006.000.503.70
The chart of Martin ratio for PYPL, currently valued at 6.36, compared to the broader market-5.000.005.0010.0015.0020.0025.006.3611.37
PYPL
META

The current PYPL Sharpe Ratio is 1.21, which is lower than the META Sharpe Ratio of 1.88. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.21
1.88
PYPL
META

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 0.34%.


TTM
PYPL
PayPal Holdings, Inc.
0.00%
META
Meta Platforms, Inc.
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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.76%
-7.42%
PYPL
META

Volatility

PYPL vs. META - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 9.55% compared to Meta Platforms, Inc. (META) at 8.06%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than META 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%JulyAugustSeptemberOctoberNovemberDecember
9.55%
8.06%
PYPL
META

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


Values in USD except per share items
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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.

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