PortfoliosLab logoPortfoliosLab logo
PYPL vs. SOFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PYPL vs. SOFI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PYPL achieves a -28.41% return, which is significantly higher than SOFI's -36.67% return.


PYPL

1D
0.70%
1M
-7.88%
YTD
-28.41%
6M
-32.22%
1Y
-44.01%
3Y*
-12.98%
5Y*
-31.18%
10Y*
1.21%

SOFI

1D
-0.54%
1M
8.30%
YTD
-36.67%
6M
-39.22%
1Y
11.28%
3Y*
20.23%
5Y*
-5.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPL vs. SOFI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PYPL
PayPal Holdings, Inc.
-28.41%-31.44%38.98%-13.77%-62.23%-19.48%10.79%
SOFI
SoFi Technologies, Inc.
-36.67%70.00%54.77%115.84%-70.84%27.09%13.09%

Correlation

The correlation between PYPL and SOFI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2020

0.52

The correlation between PYPL and SOFI has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap

PYPL:

$38.21B

SOFI:

$22.85B

EPS

PYPL:

$5.31

SOFI:

$0.44

PE Ratio

PYPL:

7.83

SOFI:

37.35

PS Ratio

PYPL:

1.17

SOFI:

4.55

PB Ratio

PYPL:

1.91

SOFI:

2.11

Total Revenue (TTM)

PYPL:

$33.73B

SOFI:

$4.73B

Gross Profit (TTM)

PYPL:

$15.56B

SOFI:

$3.39B

EBITDA (TTM)

PYPL:

$7.23B

SOFI:

$1.40B

Compare stocks, funds, or ETFs

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


Return for Risk

PYPL vs. SOFI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PYPL
PYPL Risk / Return Rank: 55
Overall Rank
PYPL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PYPL Sortino Ratio Rank: 66
Sortino Ratio Rank
PYPL Omega Ratio Rank: 55
Omega Ratio Rank
PYPL Calmar Ratio Rank: 88
Calmar Ratio Rank
PYPL Martin Ratio Rank: 66
Martin Ratio Rank

SOFI
SOFI Risk / Return Rank: 4848
Overall Rank
SOFI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SOFI Sortino Ratio Rank: 4848
Sortino Ratio Rank
SOFI Omega Ratio Rank: 4747
Omega Ratio Rank
SOFI Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOFI Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PYPL vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and SoFi Technologies, Inc. (SOFI). 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.


PYPLSOFIDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

0.79

1.08

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.88

0.21

-1.10

Martin ratioReturn relative to average drawdown

-1.54

0.39

-1.93

PYPL vs. SOFI - Sharpe Ratio Comparison

The current PYPL Sharpe Ratio is -1.13, which is lower than the SOFI Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PYPL and SOFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PYPL vs. SOFI - Drawdown Comparison

The maximum PYPL drawdown since its inception was -87.30%, roughly equal to the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for PYPL and SOFI.


Loading charts...

Drawdown Indicators


PYPLSOFIDifference

Max Drawdown

Largest peak-to-trough decline

-87.30%

-83.32%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-49.92%

-52.96%

+3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

-52.96%

-4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

-81.54%

-5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

Current Drawdown

Current decline from peak

-86.42%

-48.53%

-37.89%

Average Drawdown

Average peak-to-trough decline

-35.90%

-51.20%

+15.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.60%

28.88%

-0.28%

Volatility

PYPL vs. SOFI - Volatility Comparison

The current volatility for PayPal Holdings, Inc. (PYPL) is 7.01%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.35%. This indicates that PYPL experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PYPLSOFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

17.35%

-10.34%

Volatility (6M)

Calculated over the trailing 6-month period

31.72%

38.57%

-6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

39.10%

56.54%

-17.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.08%

66.69%

-24.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.77%

71.92%

-33.15%

Dividends

PYPL vs. SOFI - Dividend Comparison

PYPL's dividend yield for the trailing twelve months is around 1.01%, while SOFI has not paid dividends to shareholders.


PositionTTM2025
PYPL
PayPal Holdings, Inc.
1.01%0.24%
SOFI
SoFi Technologies, Inc.
0.00%0.00%

Financials

PYPL vs. SOFI - Financials Comparison

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


0.002.00B4.00B6.00B8.00B20222023202420252026
8.35B
1.00B
(PYPL) Total Revenue
(SOFI) Total Revenue
Values in USD except per share items

PYPL vs. SOFI - Profitability Comparison

The chart below illustrates the profitability comparison between PayPal Holdings, Inc. and SoFi Technologies, 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%90.0%20222023202420252026
45.6%
87.9%
Portfolio components
PYPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported a gross profit of 3.81B and revenue of 8.35B. Therefore, the gross margin over that period was 45.6%.

SOFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a gross profit of 880.26M and revenue of 1.00B. Therefore, the gross margin over that period was 87.9%.

PYPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported an operating income of 1.49B and revenue of 8.35B, resulting in an operating margin of 17.8%.

SOFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported an operating income of 159.46M and revenue of 1.00B, resulting in an operating margin of 15.9%.

PYPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported a net income of 1.11B and revenue of 8.35B, resulting in a net margin of 13.3%.

SOFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a net income of 166.73M and revenue of 1.00B, resulting in a net margin of 16.7%.


Frequently Asked Questions


PYPL and SOFI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOFI has higher volatility (17.35%) compared to PYPL (7.01%). In terms of maximum drawdown, PYPL dropped -87.30% vs SOFI's -83.32%.

SOFI currently has the higher Sharpe Ratio (0.20 vs -1.13), 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.

Portfolio Optimizer

Find the right allocation for PYPL and SOFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer