PYPL vs. VTI
Compare and contrast key facts about PayPal Holdings, Inc. (PYPL) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PYPL or VTI.
Performance
PYPL vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, PYPL achieves a 38.12% return, which is significantly higher than VTI's 25.64% return.
PYPL
38.12%
4.83%
37.74%
50.55%
-3.59%
N/A
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| PYPL | VTI | |
|---|---|---|
| Sharpe Ratio | 1.57 | 2.68 |
| Sortino Ratio | 2.12 | 3.57 |
| Omega Ratio | 1.28 | 1.49 |
| Calmar Ratio | 0.65 | 3.91 |
| Martin Ratio | 8.24 | 17.13 |
| Ulcer Index | 6.45% | 1.96% |
| Daily Std Dev | 33.85% | 12.51% |
| Max Drawdown | -83.67% | -55.45% |
| Current Drawdown | -72.51% | -0.84% |
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Correlation
The correlation between PYPL and VTI is 0.63, 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.
Risk-Adjusted Performance
PYPL vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
PYPL vs. VTI - Dividend Comparison
PYPL has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PYPL PayPal Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PYPL vs. VTI - Drawdown Comparison
The maximum PYPL drawdown since its inception was -83.67%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PYPL and VTI. For additional features, visit the drawdowns tool.
Volatility
PYPL vs. VTI - Volatility Comparison
PayPal Holdings, Inc. (PYPL) has a higher volatility of 9.17% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.