PYPL vs XLF: returns, Sharpe ratio and drawdown

Over the past year, XLF returned +1.71% against -27.37% for PYPL. Over five years, XLF averaged +6.56% a year, compared with -27.22% for PYPL. XLF had the higher Sharpe ratio over the past year (-0.12 vs -0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -15.23% for XLF and -48.26% for PYPL.