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PYPY vs. PYPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PYPY and PYPL is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PYPY vs. PYPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yieldmax PYPL Option Income Strategy ETF (PYPY) and PayPal Holdings, Inc. (PYPL). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
25.64%
14.10%
PYPY
PYPL

Key characteristics

Sharpe Ratio

PYPY:

0.11

PYPL:

-0.03

Sortino Ratio

PYPY:

0.35

PYPL:

0.22

Omega Ratio

PYPY:

1.05

PYPL:

1.03

Calmar Ratio

PYPY:

0.10

PYPL:

-0.01

Martin Ratio

PYPY:

0.27

PYPL:

-0.07

Ulcer Index

PYPY:

11.64%

PYPL:

13.82%

Daily Std Dev

PYPY:

30.36%

PYPL:

37.46%

Max Drawdown

PYPY:

-32.33%

PYPL:

-83.67%

Current Drawdown

PYPY:

-21.91%

PYPL:

-78.21%

Returns By Period

In the year-to-date period, PYPY achieves a -17.68% return, which is significantly higher than PYPL's -21.22% return.


PYPY

YTD

-17.68%

1M

-0.53%

6M

-10.13%

1Y

4.70%

5Y*

N/A

10Y*

N/A

PYPL

YTD

-21.22%

1M

0.13%

6M

-12.96%

1Y

0.39%

5Y*

-11.05%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PYPY vs. PYPL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PYPY
The Risk-Adjusted Performance Rank of PYPY is 2626
Overall Rank
The Sharpe Ratio Rank of PYPY is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPY is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PYPY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of PYPY is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PYPY is 2323
Martin Ratio Rank

PYPL
The Risk-Adjusted Performance Rank of PYPL is 4747
Overall Rank
The Sharpe Ratio Rank of PYPL is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 5151
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 5050
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.

PYPY vs. PYPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yieldmax PYPL Option Income Strategy ETF (PYPY) and PayPal Holdings, Inc. (PYPL). 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.


The chart of Sharpe ratio for PYPY, currently valued at 0.11, compared to the broader market-1.000.001.002.003.004.00
PYPY: 0.11
PYPL: -0.03
The chart of Sortino ratio for PYPY, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
PYPY: 0.35
PYPL: 0.22
The chart of Omega ratio for PYPY, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
PYPY: 1.05
PYPL: 1.03
The chart of Calmar ratio for PYPY, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.00
PYPY: 0.10
PYPL: -0.03
The chart of Martin ratio for PYPY, currently valued at 0.27, compared to the broader market0.0020.0040.0060.00
PYPY: 0.27
PYPL: -0.07

The current PYPY Sharpe Ratio is 0.11, which is higher than the PYPL Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of PYPY and PYPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.11
-0.03
PYPY
PYPL

Dividends

PYPY vs. PYPL - Dividend Comparison

PYPY's dividend yield for the trailing twelve months is around 69.22%, while PYPL has not paid dividends to shareholders.


TTM20242023
PYPY
Yieldmax PYPL Option Income Strategy ETF
69.22%48.64%5.70%
PYPL
PayPal Holdings, Inc.
0.00%0.00%0.00%

Drawdowns

PYPY vs. PYPL - Drawdown Comparison

The maximum PYPY drawdown since its inception was -32.33%, smaller than the maximum PYPL drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for PYPY and PYPL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-21.91%
-26.76%
PYPY
PYPL

Volatility

PYPY vs. PYPL - Volatility Comparison

The current volatility for Yieldmax PYPL Option Income Strategy ETF (PYPY) is 14.63%, while PayPal Holdings, Inc. (PYPL) has a volatility of 18.00%. This indicates that PYPY experiences smaller price fluctuations and is considered to be less risky than PYPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2025FebruaryMarchAprilMay
14.63%
18.00%
PYPY
PYPL