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PYPL vs. SQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PYPL and SQ is 0.59, 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.


-0.50.00.51.00.6

Performance

PYPL vs. SQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PayPal Holdings, Inc. (PYPL) and Square, Inc. (SQ). 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%SeptemberOctoberNovemberDecember2025February
4.53%
36.93%
PYPL
SQ

Key characteristics

Fundamentals

Returns By Period


PYPL

YTD

-12.19%

1M

-16.58%

6M

4.53%

1Y

28.45%

5Y*

-8.93%

10Y*

N/A

SQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PYPL vs. SQ — 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 6969
Overall Rank
The Sharpe Ratio Rank of PYPL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 7878
Martin Ratio Rank

SQ
The Risk-Adjusted Performance Rank of SQ is 6868
Overall Rank
The Sharpe Ratio Rank of SQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SQ is 6767
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. SQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Square, Inc. (SQ). 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 0.85, compared to the broader market-2.000.002.000.850.80
The chart of Sortino ratio for PYPL, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.006.001.281.42
The chart of Omega ratio for PYPL, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.18
The chart of Calmar ratio for PYPL, currently valued at 0.34, compared to the broader market0.002.004.006.000.340.45
The chart of Martin ratio for PYPL, currently valued at 4.19, compared to the broader market-10.000.0010.0020.0030.004.192.06
PYPL
SQ


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.85
0.80
PYPL
SQ

Dividends

PYPL vs. SQ - Dividend Comparison

Neither PYPL nor SQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PYPL vs. SQ - Drawdown Comparison


-80.00%-75.00%-70.00%-65.00%SeptemberOctoberNovemberDecember2025February
-75.71%
-68.24%
PYPL
SQ

Volatility

PYPL vs. SQ - Volatility Comparison

PayPal Holdings, Inc. (PYPL) has a higher volatility of 15.44% compared to Square, Inc. (SQ) at 0.00%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than SQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
15.44%
0
PYPL
SQ

Financials

PYPL vs. SQ - Financials Comparison

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


Values in USD except per share items
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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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