PYPL vs. SOL-USD
PYPL (PayPal Holdings, Inc.) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, PYPL returned -30.87%/yr vs 9.25%/yr for SOL-USD. At a 0.20 correlation, their price movements are largely independent.
Performance
PYPL vs. SOL-USD - Performance Comparison
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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*
- —
PYPL vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
PYPL
SOL-USD
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.
| PYPL | SOL-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PYPL | SOL-USD | Difference | |
|---|---|---|---|
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
| PYPL | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -86.51% | -75.03% | -11.48% |
Average DrawdownAverage peak-to-trough decline | -35.69% | -51.39% | +15.70% |
Ulcer IndexDepth 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
| PYPL | SOL-USD | Difference | |
|---|---|---|---|
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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