PayPal Holdings Inc

10-Year Study

PYPL.US · Financial Services · US · Common Stock

Executive Summary: PayPal Holdings Inc has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 84.4% and an annualized volatility of 61.0%.

1Y CAGR
-31.1%
3Y CAGR
-7.1%
5Y CAGR
-28.5%
10Y CAGR
+2.8%

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 →
84.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +116.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -62.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.7-12.6-1.810.1————————-14.7%
20253.8-19.8-8.20.96.75.7-7.52.1-4.53.3-9.3-6.9-31.4%
2024-0.1-1.611.01.4-7.3-7.913.410.17.71.69.4-1.639.0%
202314.4-9.73.20.1-18.47.613.6-17.6-6.5-11.411.26.6-13.8%
2022-8.8-34.93.3-24.0-3.1-18.023.98.0-7.9-2.9-6.2-9.2-62.2%
20210.010.9-6.58.0-0.912.1-5.54.8-9.9-10.6-20.52.0-19.5%
20205.3-5.2-11.328.526.012.412.54.1-3.5-5.515.09.4116.5%
20195.610.55.98.6-2.74.3-3.5-1.2-5.00.53.80.128.6%
201815.9-6.9-4.5-1.710.01.5-1.412.4-4.9-4.21.9-2.014.2%
20170.85.62.410.99.42.89.15.33.813.34.4-2.886.5%
2016———1.5-3.5-3.42.0-0.210.31.7-5.70.52.3%

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 61.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 52.2% of variance. Idiosyncratic stock-specific factors contribute 19.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110150.24278777492
2016-05-019790.13788268287
2016-06-019458.54431201475
2016-07-019647.659110384046
2016-08-019624.34109734881
2016-09-0110613.980421178363
2016-10-0110792.734543377215
2016-11-0110176.157461504505
2016-12-0110225.390148269324
2017-01-0110305.70486354548
2017-02-0110880.813274129468
2017-03-0111145.07543299317
2017-04-0112362.675599179456
2017-05-0113525.90169042611
2017-06-0113904.131287164704
2017-07-0115168.393446028405
2017-08-0115979.252681052165
2017-09-0116588.065747448778
2017-10-0118797.901898158965
2017-11-0119619.147775960115
2017-12-0119072.52473319311
2018-01-0122103.606761704446
2018-02-0120572.51174988964
2018-03-0119655.42312586014
2018-04-0119328.996909973772
2018-05-0121261.63953156241
2018-06-0121572.511749889643
2018-07-0121279.790189815896
2018-08-0123919.6593181169
2018-09-0122756.45919347719
2018-10-0121810.85923502376
2018-11-0122230.557503051074
2018-12-0121784.97052790112
2019-01-0122994.806678611305
2019-02-0125406.71496455558
2019-03-0126901.53462647036
2019-04-0129215.004272571878
2019-05-0128432.62235419547
2019-06-0129652.828224378056
2019-07-0128601.01740094855
2019-08-0128251.276890145833
2019-09-0126836.76721423749
2019-10-0126968.892375742682
2019-11-0127981.84600399784
2019-12-0128023.29645238333
2020-01-0129505.15437147828
2020-02-0127976.656020357816
2020-03-0124803.095219547657
2020-04-0131865.25927657033
2020-05-0140158.00680325102
2020-06-0145137.28545091013
2020-07-0150795.305237464614
2020-08-0152885.98062891121
2020-09-0151044.01339876918
2020-10-0148220.17086027369
2020-11-0155471.44971566565
2020-12-0160673.521850899735
2021-01-0160702.03318532367
2021-02-0167318.61026719637
2021-03-0162911.86933603385
2021-04-0167950.7153800213
2021-05-0167362.6496325725
2021-06-0175512.89242034743
2021-07-0171380.77432421905
2021-08-0174782.32193399288
2021-09-0167411.85635273038
2021-10-0160256.42024356677
2021-11-0147898.937965776015
2021-12-0148854.89860039988
2022-01-0144544.0004154657
2022-02-0128997.37737269871
2022-03-0129961.127989405624
2022-04-0122779.777206512423
2022-05-0122075.121393887457
2022-06-0118093.246085534003
2022-07-0122417.075640726023
2022-08-0124207.239490015843
2022-09-0122297.914881462435
2022-10-0121652.8264651658
2022-11-0120313.468879021577
2022-12-0118450.754329931708
2023-01-0121111.370777180546
2023-02-0119067.331411804418
2023-03-0119673.57378411363
2023-04-0119689.101815065827
2023-05-0116059.56739632832
2023-06-0117287.554205291992
2023-07-0119642.465788995352
2023-08-0116194.282153151047
2023-09-0115145.075432993171
2023-10-0113419.672301420373
2023-11-0114924.852639505594
2023-12-0115909.3246085534
2024-01-0115893.77061099426
2024-02-0115632.105112824906
2024-03-0117354.911583703357
2024-04-0117595.829762924877
2024-05-0116318.636233803327
2024-06-0115033.67868920568
2024-07-0117041.442704681776
2024-08-0118764.223208953284
2024-09-0120215.00350549193
2024-10-0120544.026382072654
2024-11-0122479.26566435564
2024-12-0122111.370777180542
2025-01-0122948.171147022113
2025-02-0118406.723088629507
2025-03-0116904.13393390748
2025-04-0117056.98134796308
2025-05-0118207.240700861035
2025-06-0119253.872942247828
2025-07-0117813.460450651477
2025-08-0118183.92519509949
2025-09-0117373.043245634162
2025-10-0117945.58164996689
2025-11-0116278.465536264699
2025-12-0115159.305410951476
2026-01-0113681.804841917628
2026-02-0111962.945651891669
2026-03-0111744.696320531793
2026-04-0112933.966918542754
Annual Return Matrix
YearAnnual Return
20170.8652124228649787
20180.142217448012395
20190.2863591629142883
20201.1651100881009868
2021-0.19479046031880531
2022-0.6223356335083933
2023-0.13774123680436623
20240.38983717544443786
2025-0.31441132421350204
2026-0.14679686384582502
Total Factor Risk
0.610154906297783
VTI.US Exposure
0.5218892992443961
VEA.US Exposure
0.03462790183965404
VWO.US Exposure
-0.02109326674585053
QQQ.US Exposure
-0.1385687476792868
VTV.US Exposure
-0.039529477846531866
IJR.US Exposure
-0.03888742504202874
QUAL.US Exposure
0.05220594708681992
SHV.US Exposure
0.13550629434721073
TLT.US Exposure
-0.030911925503678373
LQD.US Exposure
0.25732713187706424
HYG.US Exposure
-0.0030312099293391616
GLD.US Exposure
0.00045900232188025603
USO.US Exposure
-0.00045610573313756167
VNQ.US Exposure
0.039724519922055154
BTC-USD.CC Exposure
0.012750741665859423
CPER.US Exposure
0.012270383444747918
VIX.INDX Exposure
0.012223584779519918
UUP.US Exposure
0.0017374914122458792
TIP.US Exposure
0.0004730426716852307
Idiosyncratic Exposure
0.19128281786671417
Value Score
46.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.0%

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 →0.63%
Market Cap$42.4B
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
$73
Avg Yield on Cost
0.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$36.350.36%Solid
2026$36.350.36%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 →
+11.8%
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 →
-17.7%
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 →
36.2% 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 (PYPL.US) has an annualized volatility of 61.0% and experienced a maximum drawdown of 84.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of PYPL.US?

Over the past 10 years, PYPL.US has generated a Compound Annual Growth Rate (CAGR) of 2.8%. It has had a positive return in 50% 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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