PYPL vs. QQQ
PYPL (PayPal Holdings, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, PYPL returned 4.68%/yr vs 20.44%/yr for QQQ. Their 0.63 correlation means they have sometimes moved together and sometimes differently.
Performance
PYPL vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, PYPL achieves a -1.38% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, PYPL has underperformed QQQ with an annualized return of 4.68%, while QQQ has yielded a comparatively higher 20.44% annualized return.
PYPL
- 1D
- -0.76%
- 1M
- 25.82%
- 6M
- 9.27%
- YTD
- -1.38%
- 1Y
- -14.01%
- 3Y*
- -8.58%
- 5Y*
- -26.85%
- 10Y*
- 4.68%
- ALL TIME*
- 3.04%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $886.89M | $1.02B | $835.02M | |
| $30.32B | $28.40B | $31.45B |
PYPL vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PYPL PayPal Holdings, Inc. | -1.38% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 116.51% | 28.64% | 14.22% | 86.52% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between PYPL and QQQ is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2015 | 0.63 |
Over the past year, the correlation between PYPL and QQQ has dropped to 0.29 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
PYPL vs. QQQ — Risk / Return Rank
PYPL
QQQ
PYPL vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Invesco QQQ ETF (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PYPL | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.21 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 1.88 | -2.21 |
| Martin ratioReturn relative to average drawdown | -0.54 | 6.00 | -6.54 |
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Drawdowns
PYPL vs. QQQ - Drawdown Comparison
The maximum PYPL drawdown since its inception was -87.30%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PYPL and QQQ.
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Drawdown Indicators
| PYPL | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.30% | -82.97% | -4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -48.55% | -11.96% | -36.59% |
Max Drawdown (3Y)Largest decline over 3 years | -57.34% | -22.77% | -34.57% |
Max Drawdown (5Y)Largest decline over 5 years | -86.64% | -35.12% | -51.52% |
Max Drawdown (10Y)Largest decline over 10 years | -87.30% | -35.12% | -52.18% |
Current DrawdownCurrent decline from peak | -81.30% | -7.69% | -73.61% |
Average DrawdownAverage peak-to-trough decline | -36.47% | -32.62% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.74% | 3.74% | +26.00% |
Volatility
PYPL vs. QQQ - Volatility Comparison
PayPal Holdings, Inc. (PYPL) has a higher volatility of 17.17% compared to Invesco QQQ ETF (QQQ) at 6.87%. 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.
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Volatility by Period
| PYPL | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.17% | 6.87% | +10.30% |
Volatility (6M)Calculated over the trailing 6-month period | 36.49% | 16.08% | +20.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.87% | 19.38% | +22.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.88% | 22.90% | +19.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.15% | 22.50% | +16.65% |
Dividends
PYPL vs. QQQ - Dividend Comparison
PYPL's dividend yield for the trailing twelve months is around 0.73%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PYPL PayPal Holdings, Inc. | 0.73% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
PYPL and QQQ have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PYPL has higher volatility (17.17%) compared to QQQ (6.87%). In terms of maximum drawdown, PYPL dropped -87.30% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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