ROKU vs. PYPL
ROKU (Roku, Inc.) and PYPL (PayPal Holdings, Inc.) are both stocks. ROKU operates in Entertainment (Communication Services), while PYPL operates in Credit Services (Financial Services). Over the past 5 years, ROKU returned -16.17%/yr vs -31.18%/yr for PYPL. At a 0.49 correlation, their price movements are largely independent.
Performance
ROKU vs. PYPL - Performance Comparison
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Returns By Period
In the year-to-date period, ROKU achieves a 32.42% return, which is significantly higher than PYPL's -28.41% return.
ROKU
- 1D
- 20.08%
- 1M
- 14.15%
- YTD
- 32.42%
- 6M
- 33.67%
- 1Y
- 93.07%
- 3Y*
- 24.98%
- 5Y*
- -16.17%
- 10Y*
- —
PYPL
- 1D
- 0.70%
- 1M
- -7.49%
- YTD
- -28.41%
- 6M
- -32.22%
- 1Y
- -40.86%
- 3Y*
- -12.98%
- 5Y*
- -31.18%
- 10Y*
- 1.21%
ROKU vs. PYPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROKU Roku, Inc. | 32.42% | 45.94% | -18.90% | 125.21% | -82.16% | -31.27% | 147.96% | 337.01% | -40.83% | 228.14% |
PYPL PayPal Holdings, Inc. | -28.41% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 116.51% | 28.64% | 14.22% | 16.25% |
Correlation
The correlation between ROKU and PYPL is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2017 | 0.49 |
The correlation between ROKU and PYPL shifts across timeframes, from 0.45 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ROKU:
$21.70B
PYPL:
$38.21B
ROKU:
$1.34
PYPL:
$5.31
ROKU:
107.56
PYPL:
7.83
ROKU:
4.36
PYPL:
1.17
ROKU:
8.12
PYPL:
1.91
ROKU:
$4.97B
PYPL:
$33.73B
ROKU:
$2.19B
PYPL:
$15.56B
ROKU:
$280.30M
PYPL:
$7.23B
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Return for Risk
ROKU vs. PYPL — Risk / Return Rank
ROKU
PYPL
ROKU vs. PYPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roku, Inc. (ROKU) 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.
| ROKU | PYPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.93 | ||
| Sortino ratioReturn per unit of downside risk | +4.00 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.79 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | -0.88 | +4.05 |
| Martin ratioReturn relative to average drawdown | 8.94 | -1.54 | +10.48 |
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Drawdowns
ROKU vs. PYPL - Drawdown Comparison
The maximum ROKU drawdown since its inception was -91.91%, which is greater than PYPL's maximum drawdown of -87.30%. Use the drawdown chart below to compare losses from any high point for ROKU and PYPL.
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Drawdown Indicators
| ROKU | PYPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.91% | -87.30% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -27.69% | -49.92% | +22.23% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | -57.34% | +5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -91.91% | -87.30% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.30% | — |
Current DrawdownCurrent decline from peak | -70.04% | -86.42% | +16.38% |
Average DrawdownAverage peak-to-trough decline | -52.83% | -35.90% | -16.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 28.60% | -18.81% |
Volatility
ROKU vs. PYPL - Volatility Comparison
Roku, Inc. (ROKU) has a higher volatility of 20.90% compared to PayPal Holdings, Inc. (PYPL) at 7.01%. This indicates that ROKU's price experiences larger fluctuations and is considered to be riskier than PYPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROKU | PYPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.90% | 7.01% | +13.89% |
Volatility (6M)Calculated over the trailing 6-month period | 35.81% | 31.72% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.88% | 39.10% | +9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.21% | 42.08% | +25.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.45% | 38.77% | +36.68% |
Dividends
ROKU vs. PYPL - Dividend Comparison
ROKU has not paid dividends to shareholders, while PYPL's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 |
|---|---|---|
PYPL PayPal Holdings, Inc. | 1.01% | 0.24% |
ROKU Roku, Inc. | 0.00% | 0.00% |
Financials
ROKU vs. PYPL - Financials Comparison
This section allows you to compare key financial metrics between Roku, Inc. and PayPal Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
ROKU vs. PYPL - Profitability Comparison
ROKU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a gross profit of 564.94M and revenue of 1.25B. Therefore, the gross margin over that period was 45.2%.
PYPL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported a gross profit of 3.81B and revenue of 8.35B. Therefore, the gross margin over that period was 45.6%.
ROKU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported an operating income of 51.77M and revenue of 1.25B, resulting in an operating margin of 4.2%.
PYPL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported an operating income of 1.49B and revenue of 8.35B, resulting in an operating margin of 17.8%.
ROKU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a net income of 85.70M and revenue of 1.25B, resulting in a net margin of 6.9%.
PYPL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PayPal Holdings, Inc. reported a net income of 1.11B and revenue of 8.35B, resulting in a net margin of 13.3%.
Frequently Asked Questions
ROKU and PYPL have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROKU has higher volatility (20.90%) compared to PYPL (7.01%). In terms of maximum drawdown, ROKU dropped -91.91% vs PYPL's -87.30%.
ROKU currently has the higher Sharpe Ratio (1.80 vs -1.13), 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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