PortfoliosLab logoPortfoliosLab logo
PYPY vs. PYPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, PYPY achieves a -24.96% return, which is significantly higher than PYPL's -27.00% return.


PYPY

1D
-0.26%
1M
-4.78%
YTD
-24.96%
6M
-26.42%
1Y
-39.50%
3Y*
5Y*
10Y*

PYPL

1D
-0.40%
1M
-3.93%
YTD
-27.00%
6M
-28.80%
1Y
-39.02%
3Y*
-13.91%
5Y*
-31.73%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPY vs. PYPL - Yearly Performance Comparison


2026 (YTD)202520242023
PYPY
Yieldmax PYPL Option Income Strategy ETF
-24.96%-30.17%43.88%6.19%
PYPL
PayPal Holdings, Inc.
-27.00%-31.44%38.98%4.33%

Correlation

The correlation between PYPY and PYPL is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2023

0.94

The correlation between PYPY and PYPL has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PYPY vs. PYPL — Risk / Return Rank

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

PYPY
PYPY Risk / Return Rank: 11
Overall Rank
PYPY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PYPY Sortino Ratio Rank: 11
Sortino Ratio Rank
PYPY Omega Ratio Rank: 11
Omega Ratio Rank
PYPY Calmar Ratio Rank: 22
Calmar Ratio Rank
PYPY Martin Ratio Rank: 11
Martin Ratio Rank

PYPL
PYPL Risk / Return Rank: 88
Overall Rank
PYPL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PYPL Sortino Ratio Rank: 88
Sortino Ratio Rank
PYPL Omega Ratio Rank: 77
Omega Ratio Rank
PYPL Calmar Ratio Rank: 1212
Calmar Ratio Rank
PYPL Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PYPY vs. PYPL - Risk-Adjusted Trends 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.

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.


PYPYPYPLDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

0.77

0.82

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.78

-0.06

Martin ratioReturn relative to average drawdown

-1.41

-1.33

-0.08

PYPY vs. PYPL - Sharpe Ratio Comparison

The current PYPY Sharpe Ratio is -1.17, which is comparable to the PYPL Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of PYPY and PYPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PYPY vs. PYPL - Drawdown Comparison

The maximum PYPY drawdown since its inception was -53.64%, smaller than the maximum PYPL drawdown of -87.30%. Use the drawdown chart below to compare losses from any high point for PYPY and PYPL.


Loading charts...

Drawdown Indicators


PYPYPYPLDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-87.30%

+33.66%

Max Drawdown (1Y)

Largest decline over 1 year

-47.14%

-49.92%

+2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-57.34%

Max Drawdown (5Y)

Largest decline over 5 years

-87.30%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

Current Drawdown

Current decline from peak

-50.29%

-86.15%

+35.86%

Average Drawdown

Average peak-to-trough decline

-16.73%

-35.99%

+19.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.04%

29.28%

-1.24%

Volatility

PYPY vs. PYPL - Volatility Comparison

The current volatility for Yieldmax PYPL Option Income Strategy ETF (PYPY) is 6.99%, while PayPal Holdings, Inc. (PYPL) has a volatility of 8.64%. 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.


Loading charts...

Volatility by Period


PYPYPYPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

8.64%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

28.78%

32.06%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

33.94%

38.91%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.97%

42.12%

-11.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.97%

38.82%

-7.85%

Dividends

PYPY vs. PYPL - Dividend Comparison

PYPY's dividend yield for the trailing twelve months is around 74.46%, more than PYPL's 1.02% yield.


PositionTTM202520242023
PYPL
PayPal Holdings, Inc.
1.02%0.24%0.00%0.00%
PYPY
Yieldmax PYPL Option Income Strategy ETF
74.46%64.68%48.65%5.70%

Frequently Asked Questions


With a correlation of 0.96, PYPY and PYPL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PYPL has higher volatility (8.64%) compared to PYPY (6.99%). In terms of maximum drawdown, PYPY dropped -53.64% vs PYPL's -87.30%.

PYPL currently has the higher Sharpe Ratio (-1.01 vs -1.17), 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.

Portfolio Optimizer

Find the right allocation for PYPY and PYPL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer