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

Performance

SHOP vs. ETSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shopify Inc. (SHOP) and Etsy, Inc. (ETSY). 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 -27.91% return, which is significantly lower than ETSY's 20.94% return. Over the past 10 years, SHOP has outperformed ETSY with an annualized return of 44.13%, while ETSY has yielded a comparatively lower 21.40% annualized return.


SHOP

1D
2.74%
1M
7.81%
YTD
-27.91%
6M
-28.51%
1Y
12.03%
3Y*
24.65%
5Y*
-0.76%
10Y*
44.13%

ETSY

1D
0.00%
1M
6.51%
YTD
20.94%
6M
28.47%
1Y
8.94%
3Y*
-7.69%
5Y*
-16.40%
10Y*
21.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHOP vs. ETSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHOP
Shopify Inc.
-27.91%51.39%36.50%124.43%-74.80%21.68%184.71%187.17%37.08%135.60%
ETSY
Etsy, Inc.
20.94%4.82%-34.74%-32.33%-45.29%23.06%301.60%-6.87%132.62%73.60%

Correlation

The correlation between SHOP and ETSY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.31

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

0.48

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

0.49

Correlation (All Time)
Calculated using the full available price history since May 22, 2015

0.47

Over the past year, the correlation between SHOP and ETSY has dropped to 0.22 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SHOP:

$151.24B

ETSY:

$8.11B

EPS

SHOP:

$1.02

ETSY:

$3.01

PE Ratio

SHOP:

113.91

ETSY:

22.31

PS Ratio

SHOP:

16.50

ETSY:

2.87

Total Revenue (TTM)

SHOP:

$9.20B

ETSY:

$2.86B

Gross Profit (TTM)

SHOP:

$5.93B

ETSY:

$2.06B

EBITDA (TTM)

SHOP:

$1.60B

ETSY:

$489.49M

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Return for Risk

SHOP vs. ETSY — Risk / Return Rank

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

SHOP
SHOP Risk / Return Rank: 4848
Overall Rank
SHOP Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4848
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4747
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4848
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4949
Martin Ratio Rank

ETSY
ETSY Risk / Return Rank: 4646
Overall Rank
ETSY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ETSY Sortino Ratio Rank: 4646
Sortino Ratio Rank
ETSY Omega Ratio Rank: 4545
Omega Ratio Rank
ETSY Calmar Ratio Rank: 4747
Calmar Ratio Rank
ETSY Martin Ratio Rank: 4747
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. ETSY - Risk-Adjusted Trends Comparison

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


SHOPETSYDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.09

1.08

+0.01

Calmar ratioReturn relative to maximum drawdown

0.26

0.22

+0.04

Martin ratioReturn relative to average drawdown

0.56

0.42

+0.14

SHOP vs. ETSY - Sharpe Ratio Comparison

The current SHOP Sharpe Ratio is 0.21, which is higher than the ETSY Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of SHOP and ETSY, 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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Sharpe Ratios by Period


SHOPETSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.16

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.30

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.38

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.13

+0.57

Drawdowns

SHOP vs. ETSY - Drawdown Comparison

The maximum SHOP drawdown since its inception was -84.82%, roughly equal to the maximum ETSY drawdown of -86.26%. Use the drawdown chart below to compare losses from any high point for SHOP and ETSY.


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Drawdown Indicators


SHOPETSYDifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

-86.26%

+1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-46.71%

-41.70%

-5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-46.71%

-59.86%

+13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-84.82%

-86.26%

+1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

-86.26%

+1.44%

Current Drawdown

Current decline from peak

-35.18%

-77.42%

+42.24%

Average Drawdown

Average peak-to-trough decline

-28.21%

-48.19%

+19.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.47%

21.11%

+0.36%

Volatility

SHOP vs. ETSY - Volatility Comparison

Shopify Inc. (SHOP) has a higher volatility of 17.89% compared to Etsy, Inc. (ETSY) at 13.73%. This indicates that SHOP's price experiences larger fluctuations and is considered to be riskier than ETSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHOPETSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.89%

13.73%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

43.39%

36.12%

+7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

57.22%

55.67%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.52%

55.37%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.05%

56.25%

+2.80%

Dividends

SHOP vs. ETSY - Dividend Comparison

Neither SHOP nor ETSY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SHOP vs. ETSY - Financials Comparison

This section allows you to compare key financial metrics between Shopify Inc. and Etsy, 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
631.28M
(SHOP) Total Revenue
(ETSY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SHOP and ETSY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHOP has higher volatility (17.89%) compared to ETSY (13.73%). In terms of maximum drawdown, SHOP dropped -84.82% vs ETSY's -86.26%.

SHOP currently has the higher Sharpe Ratio (0.21 vs 0.16), 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

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