PSIG vs PYPL: Correlation
Measured on weekly returns over the past three years, PS International Group Ltd. (PSIG) and PayPal (PYPL) carry a correlation of -0.16, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are PSIG and PYPL?
Across a 3-year window, the weekly returns of PSIG and PYPL correlate at -0.16, negative, meaning they tend to move in opposite directions. Little has changed lately, as the 1-year reading of -0.13 lands near the 3-year figure. Stretching to 5 years gives n/a, with an annualized covariance of -974.0 %².
By 3-year correlation, PYPL places #11 of the 55 assets tracked against PSIG. Their recent paths diverged sharply: over the last 12 months PYPL outperformed by 42.9 percentage points (-53.9% for PSIG against -11.0% for PYPL). Risk is not evenly split, since PSIG carries 4.2 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
PSIG vs PYPL: side by side
| PSIG (PS International Group Ltd.) | PYPL (PayPal) | |
|---|---|---|
| 1-year return | -53.9% | -11.0% |
| 5-year return | n/a | -78.5% |
| Volatility (ann.) | 157.0% | 37.1% |
| Beta vs S&P 500 | 0.97 | 1.15 |
| Max drawdown (3Y) | -96.0% | -57.3% |
| Market cap | – | $52.6B |
| P/E (trailing) | – | 11.7 |
| Dividend yield | 0.00% | 0.91% |
| Sector / category | US Listed | Financials |
Year-by-year returns
| Year | PSIG | PYPL |
|---|---|---|
| 2022 | – | -62.2% |
| 2023 | – | -13.8% |
| 2024 | – | +39.0% |
| 2025 | +8.3% | -31.4% |
| 2026 | -62.9% | +6.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are PSIG and PYPL good diversifiers for each other?
By historical standards, yes. A correlation of -0.16 means the two rarely move for the same reasons.
FAQ
What is the correlation between PSIG and PYPL?
The PSIG/PYPL correlation stands at -0.16 on a 3-year window (1 year: -0.13, 5 years: n/a), computed from weekly returns as of 2026-08-27.
Is PYPL a good diversifier for PSIG?
By historical standards, yes. A correlation of -0.16 means the two rarely move for the same reasons.
What does a correlation of -0.16 mean?
A reading of -0.16 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/psig-vs-pypl.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/psig-vs-pypl/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: PSIG correlations · PYPL correlations
