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

Correlation

The correlation between STNE and PYPL is 0.52, 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.


-0.50.00.51.00.5

Performance

STNE vs. PYPL - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-36.27%
51.07%
STNE
PYPL

Key characteristics

Sharpe Ratio

STNE:

-1.20

PYPL:

1.57

Sortino Ratio

STNE:

-1.90

PYPL:

2.11

Omega Ratio

STNE:

0.78

PYPL:

1.28

Calmar Ratio

STNE:

-0.56

PYPL:

0.65

Martin Ratio

STNE:

-1.61

PYPL:

8.19

Ulcer Index

STNE:

31.91%

PYPL:

6.51%

Daily Std Dev

STNE:

42.67%

PYPL:

33.93%

Max Drawdown

STNE:

-92.31%

PYPL:

-83.67%

Current Drawdown

STNE:

-90.90%

PYPL:

-70.24%

Fundamentals

Market Cap

STNE:

$2.50B

PYPL:

$92.04B

EPS

STNE:

$1.08

PYPL:

$4.18

PE Ratio

STNE:

7.93

PYPL:

21.96

Total Revenue (TTM)

STNE:

$9.39B

PYPL:

$23.41B

Gross Profit (TTM)

STNE:

$6.85B

PYPL:

$9.81B

EBITDA (TTM)

STNE:

$3.47B

PYPL:

$4.90B

Returns By Period

The year-to-date returns for both investments are quite close, with STNE having a 7.40% return and PYPL slightly higher at 7.57%.


STNE

YTD

7.40%

1M

4.39%

6M

-36.26%

1Y

-49.74%

5Y*

-28.22%

10Y*

N/A

PYPL

YTD

7.57%

1M

5.37%

6M

51.08%

1Y

39.49%

5Y*

-4.50%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

STNE vs. PYPL — Risk-Adjusted Performance Rank

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

STNE
The Risk-Adjusted Performance Rank of STNE is 55
Overall Rank
The Sharpe Ratio Rank of STNE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of STNE is 22
Sortino Ratio Rank
The Omega Ratio Rank of STNE is 44
Omega Ratio Rank
The Calmar Ratio Rank of STNE is 1414
Calmar Ratio Rank
The Martin Ratio Rank of STNE is 44
Martin Ratio Rank

PYPL
The Risk-Adjusted Performance Rank of PYPL is 8282
Overall Rank
The Sharpe Ratio Rank of PYPL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PYPL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PYPL is 7171
Calmar Ratio Rank
The Martin Ratio Rank of PYPL is 8989
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.

STNE vs. PYPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneCo Ltd. (STNE) 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 STNE, currently valued at -1.20, compared to the broader market-2.000.002.004.00-1.201.57
The chart of Sortino ratio for STNE, currently valued at -1.90, compared to the broader market-4.00-2.000.002.004.006.00-1.902.11
The chart of Omega ratio for STNE, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.28
The chart of Calmar ratio for STNE, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.560.65
The chart of Martin ratio for STNE, currently valued at -1.61, compared to the broader market-10.000.0010.0020.0030.00-1.618.19
STNE
PYPL

The current STNE Sharpe Ratio is -1.20, which is lower than the PYPL Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of STNE 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-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-1.20
1.57
STNE
PYPL

Dividends

STNE vs. PYPL - Dividend Comparison

Neither STNE nor PYPL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

STNE vs. PYPL - Drawdown Comparison

The maximum STNE drawdown since its inception was -92.31%, which is greater than PYPL's maximum drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for STNE and PYPL. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%AugustSeptemberOctoberNovemberDecember2025
-90.90%
-70.24%
STNE
PYPL

Volatility

STNE vs. PYPL - Volatility Comparison

StoneCo Ltd. (STNE) has a higher volatility of 14.08% compared to PayPal Holdings, Inc. (PYPL) at 11.27%. This indicates that STNE'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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
14.08%
11.27%
STNE
PYPL

Financials

STNE vs. PYPL - Financials Comparison

This section allows you to compare key financial metrics between StoneCo Ltd. 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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