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

Correlation

The correlation between SQ and PYPL is 0.60, 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.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
585.92%
140.76%
SQ
PYPL

Key characteristics

Sharpe Ratio

SQ:

0.37

PYPL:

1.21

Sortino Ratio

SQ:

0.88

PYPL:

1.73

Omega Ratio

SQ:

1.10

PYPL:

1.23

Calmar Ratio

SQ:

0.22

PYPL:

0.50

Martin Ratio

SQ:

0.98

PYPL:

6.36

Ulcer Index

SQ:

18.09%

PYPL:

6.47%

Daily Std Dev

SQ:

47.87%

PYPL:

33.85%

Max Drawdown

SQ:

-86.08%

PYPL:

-83.67%

Current Drawdown

SQ:

-68.19%

PYPL:

-71.76%

Fundamentals

Market Cap

SQ:

$58.60B

PYPL:

$91.09B

EPS

SQ:

$1.67

PYPL:

$4.18

PE Ratio

SQ:

56.62

PYPL:

21.74

PEG Ratio

SQ:

0.55

PYPL:

1.52

Total Revenue (TTM)

SQ:

$23.86B

PYPL:

$31.43B

Gross Profit (TTM)

SQ:

$8.52B

PYPL:

$13.48B

EBITDA (TTM)

SQ:

$1.77B

PYPL:

$6.55B

Returns By Period

In the year-to-date period, SQ achieves a 15.90% return, which is significantly lower than PYPL's 41.88% return.


SQ

YTD

15.90%

1M

-3.29%

6M

42.37%

1Y

16.22%

5Y*

7.40%

10Y*

N/A

PYPL

YTD

41.88%

1M

2.82%

6M

43.76%

1Y

40.40%

5Y*

-4.34%

10Y*

N/A

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Risk-Adjusted Performance

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 0.37, compared to the broader market-4.00-2.000.002.000.371.21
The chart of Sortino ratio for SQ, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.881.73
The chart of Omega ratio for SQ, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.23
The chart of Calmar ratio for SQ, currently valued at 0.22, compared to the broader market0.002.004.006.000.220.50
The chart of Martin ratio for SQ, currently valued at 0.98, compared to the broader market-5.000.005.0010.0015.0020.0025.000.986.36
SQ
PYPL

The current SQ Sharpe Ratio is 0.37, which is lower than the PYPL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SQ and PYPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
1.21
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

The maximum SQ drawdown since its inception was -86.08%, roughly equal to the maximum PYPL drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for SQ and PYPL. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%JulyAugustSeptemberOctoberNovemberDecember
-68.19%
-71.76%
SQ
PYPL

Volatility

SQ vs. PYPL - Volatility Comparison

Square, Inc. (SQ) has a higher volatility of 15.09% compared to PayPal Holdings, Inc. (PYPL) at 9.55%. This indicates that SQ'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
15.09%
9.55%
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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