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SHOP vs. CPAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHOP vs. CPAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shopify Inc. (SHOP) and Corpay, Inc. (CPAY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHOP achieves a -32.76% return, which is significantly lower than CPAY's 18.34% return. Over the past 10 years, SHOP has outperformed CPAY with an annualized return of 43.59%, while CPAY has yielded a comparatively lower 9.48% annualized return.


SHOP

1D
-2.02%
1M
13.46%
YTD
-32.76%
6M
-34.08%
1Y
-0.89%
3Y*
19.24%
5Y*
-2.79%
10Y*
43.59%

CPAY

1D
1.50%
1M
7.50%
YTD
18.34%
6M
12.66%
1Y
1.73%
3Y*
14.01%
5Y*
5.55%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHOP vs. CPAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHOP
Shopify Inc.
-32.76%51.39%36.50%124.43%-74.80%21.68%184.71%187.17%37.08%135.60%
CPAY
Corpay, Inc.
18.34%-11.08%19.75%53.86%-17.94%-17.96%-5.18%54.92%-3.49%35.97%

Correlation

The correlation between SHOP and CPAY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since May 21, 2015

0.37

Fundamentals

Market Cap

SHOP:

$141.08B

CPAY:

$24.37B

EPS

SHOP:

$1.02

CPAY:

$16.74

PE Ratio

SHOP:

106.25

CPAY:

21.27

PEG Ratio

SHOP:

0.20

CPAY:

1.98

PS Ratio

SHOP:

15.39

CPAY:

5.23

PB Ratio

SHOP:

11.29

CPAY:

6.94

Total Revenue (TTM)

SHOP:

$9.20B

CPAY:

$4.78B

Gross Profit (TTM)

SHOP:

$5.93B

CPAY:

$2.57B

EBITDA (TTM)

SHOP:

$1.60B

CPAY:

$2.55B

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Return for Risk

SHOP vs. CPAY — Risk / Return Rank

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

SHOP
SHOP Risk / Return Rank: 4242
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4141
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4242
Martin Ratio Rank

CPAY
CPAY Risk / Return Rank: 4242
Overall Rank
CPAY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CPAY Sortino Ratio Rank: 4040
Sortino Ratio Rank
CPAY Omega Ratio Rank: 3939
Omega Ratio Rank
CPAY Calmar Ratio Rank: 4444
Calmar Ratio Rank
CPAY Martin Ratio Rank: 4444
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.

SHOP vs. CPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) and Corpay, Inc. (CPAY). 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.


SHOPCPAYDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.05

1.04

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.02

0.07

-0.09

Martin ratioReturn relative to average drawdown

-0.04

0.15

-0.19

SHOP vs. CPAY - Sharpe Ratio Comparison

The current SHOP Sharpe Ratio is -0.02, which is lower than the CPAY Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of SHOP and CPAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHOP vs. CPAY - Drawdown Comparison

The maximum SHOP drawdown since its inception was -84.82%, which is greater than CPAY's maximum drawdown of -50.13%. Use the drawdown chart below to compare losses from any high point for SHOP and CPAY.


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Drawdown Indicators


SHOPCPAYDifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

-50.13%

-34.69%

Max Drawdown (1Y)

Largest decline over 1 year

-46.71%

-25.90%

-20.81%

Max Drawdown (3Y)

Largest decline over 3 years

-46.71%

-34.54%

-12.17%

Max Drawdown (5Y)

Largest decline over 5 years

-84.82%

-41.63%

-43.19%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

-50.13%

-34.69%

Current Drawdown

Current decline from peak

-39.53%

-8.58%

-30.95%

Average Drawdown

Average peak-to-trough decline

-28.23%

-13.33%

-14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.27%

12.35%

+9.92%

Volatility

SHOP vs. CPAY - Volatility Comparison

Shopify Inc. (SHOP) has a higher volatility of 15.38% compared to Corpay, Inc. (CPAY) at 9.20%. This indicates that SHOP's price experiences larger fluctuations and is considered to be riskier than CPAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHOPCPAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.38%

9.20%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

43.41%

29.53%

+13.88%

Volatility (1Y)

Calculated over the trailing 1-year period

57.03%

37.70%

+19.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.55%

32.43%

+33.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.07%

32.93%

+26.14%

Dividends

SHOP vs. CPAY - Dividend Comparison

Neither SHOP nor CPAY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SHOP vs. CPAY - Financials Comparison

This section allows you to compare key financial metrics between Shopify Inc. and Corpay, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B202220232024202520260
1.26B
(SHOP) Total Revenue
(CPAY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SHOP and CPAY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHOP has higher volatility (15.38%) compared to CPAY (9.20%). In terms of maximum drawdown, SHOP dropped -84.82% vs CPAY's -50.13%.

CPAY currently has the higher Sharpe Ratio (0.05 vs -0.02), 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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