PayPal (PYPL): analysis and statistics
Return, volatility, Sharpe ratio and risk for PayPal, a component of both the S&P 500 and the Nasdaq 100 in the Financials. Data as of 2026-10-29.
| Last close price | $56.55 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +4.24% |
| Total return over period | +13.20% |
| Annualized volatility | 38.51% |
| Period volatility | 66.52% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.01 |
| Sortino ratio | 0.02 |
| Max drawdown | -57.34% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.74% |
| Correlation with the S&P 500 | 0.46 |
| Period range | $38.83 – $91.02 |
| Trading days analyzed | 752 |
Over the last 3.0 years, PayPal (PYPL) has posted an annualized return of +4.24% with annual volatility of 38.51%, a Sharpe ratio of 0.01. Its worst stretch (max drawdown from a peak) was -57.34%. Its correlation with the S&P 500 is 0.46, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PYPL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, PayPal (PYPL) is of both the S&P 500 and the Nasdaq 100.
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