PYPL vs. VXUS
PYPL (PayPal Holdings, Inc.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, PYPL returned 4.36%/yr vs 9.32%/yr for VXUS. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
PYPL vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, PYPL achieves a -2.06% return, which is significantly lower than VXUS's 10.72% return. Over the past 10 years, PYPL has underperformed VXUS with an annualized return of 4.36%, while VXUS has yielded a comparatively higher 9.32% annualized return.
PYPL
- 1D
- 0.46%
- 1M
- 33.66%
- 6M
- 0.51%
- YTD
- -2.06%
- 1Y
- -22.73%
- 3Y*
- -7.74%
- 5Y*
- -28.27%
- 10Y*
- 4.36%
- ALL TIME*
- 2.99%
VXUS
- 1D
- -0.36%
- 1M
- -4.26%
- 6M
- 6.22%
- YTD
- 10.72%
- 1Y
- 23.69%
- 3Y*
- 16.64%
- 5Y*
- 8.40%
- 10Y*
- 9.32%
- ALL TIME*
- 6.44%
PYPL vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PYPL PayPal Holdings, Inc. | -2.06% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 116.51% | 28.64% | 14.22% | 86.52% |
VXUS Vanguard Total International Stock ETF | 10.72% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between PYPL and VXUS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2015 | 0.50 |
Over the past year, the correlation between PYPL and VXUS has dropped to 0.28 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
PYPL vs. VXUS — Risk / Return Rank
PYPL
VXUS
PYPL vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PayPal Holdings, Inc. (PYPL) and Vanguard Total International Stock ETF (VXUS). 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.
| PYPL | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.26 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.11 | -2.57 |
| Martin ratioReturn relative to average drawdown | -0.73 | 7.84 | -8.57 |
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Drawdowns
PYPL vs. VXUS - Drawdown Comparison
The maximum PYPL drawdown since its inception was -87.30%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for PYPL and VXUS.
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Drawdown Indicators
| PYPL | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.30% | -35.97% | -51.33% |
Max Drawdown (1Y)Largest decline over 1 year | -49.92% | -11.27% | -38.65% |
Max Drawdown (3Y)Largest decline over 3 years | -57.34% | -13.58% | -43.76% |
Max Drawdown (5Y)Largest decline over 5 years | -87.30% | -29.44% | -57.86% |
Max Drawdown (10Y)Largest decline over 10 years | -87.30% | -35.97% | -51.33% |
Current DrawdownCurrent decline from peak | -81.42% | -4.58% | -76.84% |
Average DrawdownAverage peak-to-trough decline | -36.32% | -8.17% | -28.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.24% | 3.03% | +28.21% |
Volatility
PYPL vs. VXUS - Volatility Comparison
PayPal Holdings, Inc. (PYPL) has a higher volatility of 17.35% compared to Vanguard Total International Stock ETF (VXUS) at 5.31%. This indicates that PYPL's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PYPL | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.35% | 5.31% | +12.04% |
Volatility (6M)Calculated over the trailing 6-month period | 36.65% | 14.80% | +21.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.72% | 16.68% | +26.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.97% | 16.30% | +26.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.20% | 17.00% | +22.20% |
Dividends
PYPL vs. VXUS - Dividend Comparison
PYPL's dividend yield for the trailing twelve months is around 0.74%, less than VXUS's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PYPL PayPal Holdings, Inc. | 0.74% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.63% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
PYPL and VXUS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PYPL has higher volatility (17.35%) compared to VXUS (5.31%). In terms of maximum drawdown, PYPL dropped -87.30% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.43 vs -0.53), 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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