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SQ vs. PYPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SQ and PYPL is 0.59, 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.


-0.50.00.51.00.6

Performance

SQ vs. PYPL - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
36.93%
4.53%
SQ
PYPL

Key characteristics

Fundamentals

Returns By Period


SQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PYPL

YTD

-12.19%

1M

-16.58%

6M

4.53%

1Y

28.45%

5Y*

-8.93%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SQ vs. PYPL — Risk-Adjusted Performance Rank

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

SQ
The Risk-Adjusted Performance Rank of SQ is 6868
Overall Rank
The Sharpe Ratio Rank of SQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SQ is 6767
Martin Ratio Rank

PYPL
The Risk-Adjusted Performance Rank of PYPL is 6969
Overall Rank
The Sharpe Ratio Rank of PYPL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 7878
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.

SQ vs. PYPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Square, Inc. (SQ) 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.


Sharpe ratio
The chart of Sharpe ratio for SQ, currently valued at 0.80, compared to the broader market-2.000.002.000.800.85
The chart of Sortino ratio for SQ, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.006.001.421.28
The chart of Omega ratio for SQ, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.17
The chart of Calmar ratio for SQ, currently valued at 0.45, compared to the broader market0.002.004.006.000.450.34
The chart of Martin ratio for SQ, currently valued at 2.06, compared to the broader market-10.000.0010.0020.0030.002.064.19
SQ
PYPL


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.80
0.85
SQ
PYPL

Dividends

SQ vs. PYPL - Dividend Comparison

Neither SQ nor PYPL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SQ vs. PYPL - Drawdown Comparison


-80.00%-75.00%-70.00%-65.00%SeptemberOctoberNovemberDecember2025February
-68.24%
-75.71%
SQ
PYPL

Volatility

SQ vs. PYPL - Volatility Comparison

The current volatility for Square, Inc. (SQ) is 0.00%, while PayPal Holdings, Inc. (PYPL) has a volatility of 15.44%. This indicates that SQ 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
15.44%
SQ
PYPL

Financials

SQ vs. PYPL - Financials Comparison

This section allows you to compare key financial metrics between Square, 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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