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PYPL vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

PYPL vs. SOL-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, PYPL achieves a -28.88% return, which is significantly higher than SOL-USD's -47.43% return.


PYPL

1D
-0.07%
1M
-8.76%
YTD
-28.88%
6M
-32.07%
1Y
-43.32%
3Y*
-13.13%
5Y*
-30.87%
10Y*
1.25%

SOL-USD

1D
-1.56%
1M
-29.74%
YTD
-47.43%
6M
-50.92%
1Y
-57.11%
3Y*
55.50%
5Y*
9.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPL vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PYPL
PayPal Holdings, Inc.
-28.88%-31.44%38.98%-13.77%-62.23%-19.48%121.28%
SOL-USD
Solana
-47.43%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between PYPL and SOL-USD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.20

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

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.20

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Return for Risk

PYPL vs. SOL-USD — 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: 55
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
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. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Solana (SOL-USD). 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.


PYPLSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

0.79

0.89

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.76

-0.11

Martin ratioReturn relative to average drawdown

-1.55

-1.25

-0.30

PYPL vs. SOL-USD - Sharpe Ratio Comparison

The current PYPL Sharpe Ratio is -1.11, which is lower than the SOL-USD Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of PYPL and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PYPLSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.11

-0.79

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

0.09

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.82

-0.81

Drawdowns

PYPL vs. SOL-USD - Drawdown Comparison

The maximum PYPL drawdown since its inception was -87.30%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for PYPL and SOL-USD.


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Drawdown Indicators


PYPLSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-87.30%

-96.27%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-49.92%

-74.89%

+24.97%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

-76.27%

+18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

-96.27%

+8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

Current Drawdown

Current decline from peak

-86.51%

-75.03%

-11.48%

Average Drawdown

Average peak-to-trough decline

-35.69%

-51.39%

+15.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.99%

52.53%

-24.54%

Volatility

PYPL vs. SOL-USD - Volatility Comparison

The current volatility for PayPal Holdings, Inc. (PYPL) is 6.73%, while Solana (SOL-USD) has a volatility of 16.77%. This indicates that PYPL experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYPLSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

16.77%

-10.04%

Volatility (6M)

Calculated over the trailing 6-month period

31.69%

46.54%

-14.85%

Volatility (1Y)

Calculated over the trailing 1-year period

39.14%

60.20%

-21.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.09%

82.48%

-40.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.78%

99.82%

-61.04%

Frequently Asked Questions


PYPL and SOL-USD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (16.77%) compared to PYPL (6.73%). In terms of maximum drawdown, PYPL dropped -87.30% vs SOL-USD's -96.27%.

SOL-USD currently has the higher Sharpe Ratio (-0.79 vs -1.11), 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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