PayPal Holdings Inc

10-Year Study

2PP.XETRA · Financial Services · DE · Common Stock

Executive Summary: PayPal Holdings Inc has compounded at -12.3% annually over the last 10 years, with a maximum drawdown of 99.3% and an annualized volatility of 237.4%.

1Y CAGR
-34.6%
3Y CAGR
-10.1%
5Y CAGR
-28.0%
10Y CAGR
-12.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
99.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1332.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
31066.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2196.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +2306.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -96.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262426.1-11.90.87.4————————2306.9%
20254012.4-21.6-12.2-4.08.71.9-4.4-0.7-4.02.4-7.9-96.8-16.9%
20241.4-3.311.62.8-10.9-5.212.56.57.94.412.0-97.4-96.3%
202313.7-6.4-0.7-0.8-16.25.413.2-15.6-4.3-12.28.18.5-12.9%
20221913.0-33.55.2-18.3-8.7-15.526.910.5-2.9-6.5-12.8-11.5771.3%
20212505.69.3-2.85.0-2.916.0-5.74.5-7.3-9.8-20.4-95.3-0.0%
20205.5-5.9-6.823.820.813.37.53.2-1.0-4.39.0-95.7-92.3%
2019———————————-0.3-0.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 237.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 15.5% of variance. Idiosyncratic stock-specific factors contribute 47.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-019965.251348917638
2020-01-0110515.124165986274
2020-02-019891.666572760623
2020-03-019223.226277028292
2020-04-0111420.689174750269
2020-05-0113793.954431323778
2020-06-0115633.686522502107
2020-07-0116809.07603623612
2020-08-0117346.696675623592
2020-09-0117174.981790764356
2020-10-0116432.95671887501
2020-11-0117919.055721797708
2020-12-01768.5992483105955
2021-01-0120026.573703097773
2021-02-0121882.665934541
2021-03-0121274.53380771252
2021-04-0122342.604079483444
2021-05-0121688.475064872
2021-06-0125153.311007598193
2021-07-0123712.18446288645
2021-08-0124790.478541785968
2021-09-0122976.295724133408
2021-10-0120717.50022793558
2021-11-0116492.230213911138
2021-12-01768.3221790026768
2022-01-0115466.069355930882
2022-02-0110282.097171242622
2022-03-0110819.707566334375
2022-04-018838.921767386875
2022-05-018066.235518407462
2022-06-016812.139080656413
2022-07-018641.657609001868
2022-08-019551.310091758156
2022-09-019274.324824079831
2022-10-018675.392074807945
2022-11-017563.373774398071
2022-12-016694.606275860443
2023-01-017612.433706601321
2023-02-017123.872999417099
2023-03-017074.813067213849
2023-04-017015.539572177721
2023-05-015878.986183518362
2023-06-016197.870620691633
2023-07-017017.578187026009
2023-08-015919.871167737024
2023-09-015663.333514315891
2023-10-014973.431419050086
2023-11-015374.085824660682
2023-12-015828.901821743108
2024-01-015909.647360608429
2024-02-015716.480920511436
2024-03-016381.847927527754
2024-04-016561.737760371581
2024-05-015848.325006428296
2024-06-015545.7904652242005
2024-07-016238.755604910295
2024-08-016645.546343657193
2024-09-017170.894316772064
2024-10-017483.652665104753
2024-11-018385.119955580734
2024-12-01215.13020035102778
2025-01-018847.096715371463
2025-02-016933.7696037403975
2025-03-016087.488334308248
2025-04-015844.237532436001
2025-05-016351.186750437687
2025-06-016473.831458797954
2025-07-016190.720102279048
2025-08-016144.723214496088
2025-09-015899.433797775553
2025-10-016041.501690821008
2025-11-015563.677005551384
2025-12-01178.7629608031089
2026-01-014515.685553391732
2026-02-013977.5936764011376
2026-03-014007.568485677962
2026-04-014302.60420241499
Annual Return Matrix
YearAnnual Return
2020-0.9228720660022213
2021-0.0003604860511219332
20227.713279999999999
2023-0.12931372188965184
2024-0.9630924989080201
2025-0.16904757904087153
202623.068767842539355
Total Factor Risk
2.374273250925611
VTI.US Exposure
0.15485645429165948
VEA.US Exposure
0.020956103482121884
VWO.US Exposure
0.012647612699383871
QQQ.US Exposure
0.06762413863501947
VTV.US Exposure
0.0231123046598954
IJR.US Exposure
0.015245875178769604
QUAL.US Exposure
0.0052015911552131195
SHV.US Exposure
0.010319013081984527
TLT.US Exposure
0.0022968253703921694
LQD.US Exposure
0.04134101883849459
HYG.US Exposure
0.008484270844017578
GLD.US Exposure
0.01509566395502251
USO.US Exposure
0.005061907772890431
VNQ.US Exposure
0.04124796089361603
BTC-USD.CC Exposure
0.012131084801627409
CPER.US Exposure
0.00165365920223528
VIX.INDX Exposure
0.0020935392548785134
UUP.US Exposure
0.08407201206735546
TIP.US Exposure
-0.00004293051845403383
Idiosyncratic Exposure
0.47660189433387656
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
237.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.73%
Market Cap$36.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$12
Avg Yield on Cost
0.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$12.380.12%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-18.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
89.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PayPal Holdings Inc a high-risk investment?

PayPal Holdings Inc (2PP.XETRA) has an annualized volatility of 237.4% and experienced a maximum drawdown of 99.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 2PP.XETRA?

Over the past 10 years, 2PP.XETRA has generated a Compound Annual Growth Rate (CAGR) of -12.3%. It has had a positive return in 29% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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