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 sector. Data as of 2026-09-13.
| Last close price | $53.72 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | -4.85% |
| Total return over period | -13.77% |
| Annualized volatility | 38.76% |
| Period volatility | 66.90% |
| Sharpe ratio | -0.23 |
| Sortino ratio | -0.30 |
| Max drawdown | -57.34% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.79% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $38.83 – $91.02 |
| Trading days analyzed | 751 |
Over the last 3.0 years, PayPal (PYPL) has posted an annualized return of -4.85% with annual volatility of 38.76%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -57.34%. Its correlation with the S&P 500 is 0.47, 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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