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PYPL vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PYPL and QQQ is 0.66, 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.


-0.50.00.51.00.7

Performance

PYPL vs. QQQ - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
49.87%
8.29%
PYPL
QQQ

Key characteristics

Sharpe Ratio

PYPL:

1.54

QQQ:

1.43

Sortino Ratio

PYPL:

2.07

QQQ:

1.95

Omega Ratio

PYPL:

1.27

QQQ:

1.26

Calmar Ratio

PYPL:

0.64

QQQ:

1.92

Martin Ratio

PYPL:

8.01

QQQ:

6.71

Ulcer Index

PYPL:

6.51%

QQQ:

3.88%

Daily Std Dev

PYPL:

33.87%

QQQ:

18.19%

Max Drawdown

PYPL:

-83.67%

QQQ:

-82.98%

Current Drawdown

PYPL:

-71.18%

QQQ:

-4.51%

Returns By Period

In the year-to-date period, PYPL achieves a 4.18% return, which is significantly higher than QQQ's 0.36% return.


PYPL

YTD

4.18%

1M

-2.14%

6M

48.20%

1Y

48.47%

5Y*

-5.20%

10Y*

N/A

QQQ

YTD

0.36%

1M

-4.09%

6M

7.33%

1Y

26.75%

5Y*

18.92%

10Y*

18.64%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PYPL vs. QQQ — 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 8282
Overall Rank
The Sharpe Ratio Rank of PYPL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 7272
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 8989
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Invesco QQQ (QQQ). 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 1.54, compared to the broader market-2.000.002.004.001.541.43
The chart of Sortino ratio for PYPL, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.071.95
The chart of Omega ratio for PYPL, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.26
The chart of Calmar ratio for PYPL, currently valued at 0.64, compared to the broader market0.002.004.006.000.641.92
The chart of Martin ratio for PYPL, currently valued at 8.01, compared to the broader market-10.000.0010.0020.0030.008.016.71
PYPL
QQQ

The current PYPL Sharpe Ratio is 1.54, which is comparable to the QQQ Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PYPL and QQQ, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.54
1.43
PYPL
QQQ

Dividends

PYPL vs. QQQ - Dividend Comparison

PYPL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.55%.


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%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

PYPL vs. QQQ - Drawdown Comparison

The maximum PYPL drawdown since its inception was -83.67%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for PYPL and QQQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-71.18%
-4.51%
PYPL
QQQ

Volatility

PYPL vs. QQQ - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 10.78% compared to Invesco QQQ (QQQ) at 6.38%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than QQQ 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%AugustSeptemberOctoberNovemberDecember2025
10.78%
6.38%
PYPL
QQQ
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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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