PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Snap Inc. (SNAP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US83304A1060

CUSIP

83304A106

Sector

Communication Services

IPO Date

Mar 2, 2017

Highlights

Market Cap

$19.02B

EPS (TTM)

-$0.58

PEG Ratio

496.06

Total Revenue (TTM)

$5.17B

Gross Profit (TTM)

$2.67B

EBITDA (TTM)

-$739.63M

Year Range

$8.29 - $17.75

Target Price

$13.12

Short %

7.24%

Short Ratio

1.92

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SNAP vs. PINS SNAP vs. SPY SNAP vs. VOO SNAP vs. MCD SNAP vs. ^GSPC SNAP vs. QQQ SNAP vs. SOXL SNAP vs. VTI SNAP vs. DGRW SNAP vs. C
Popular comparisons:
SNAP vs. PINS SNAP vs. SPY SNAP vs. VOO SNAP vs. MCD SNAP vs. ^GSPC SNAP vs. QQQ SNAP vs. SOXL SNAP vs. VTI SNAP vs. DGRW SNAP vs. C

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Snap Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-53.43%
148.99%
SNAP (Snap Inc.)
Benchmark (^GSPC)

Returns By Period

Snap Inc. had a return of -32.66% year-to-date (YTD) and -33.14% in the last 12 months.


SNAP

YTD

-32.66%

1M

7.24%

6M

-26.50%

1Y

-33.14%

5Y*

-5.96%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SNAP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.14%-30.65%4.17%31.10%-0.20%10.59%-19.81%-29.88%14.56%13.64%-2.88%-32.66%
202329.16%-12.20%10.44%-22.30%17.11%16.08%-4.05%-8.89%-13.91%12.35%38.16%22.42%89.16%
2022-30.81%22.74%-9.89%-20.92%-50.42%-6.95%-24.75%10.12%-9.74%0.92%4.04%-13.19%-80.97%
20215.73%24.03%-20.36%18.23%0.49%9.69%9.22%2.27%-2.94%-28.82%-9.45%-1.22%-6.07%
202012.55%-22.91%-16.09%48.11%7.55%24.02%-4.56%0.76%15.58%50.86%12.77%12.72%206.61%
201921.23%46.71%12.45%1.09%6.73%20.27%17.48%-5.77%-0.19%-4.68%1.26%7.08%196.37%
2018-7.46%28.11%-8.37%-9.70%-20.52%14.93%-4.51%-12.80%-22.20%-22.05%-1.51%-15.36%-62.29%
2017-7.97%0.09%-5.94%-16.22%-23.07%6.14%0.21%5.50%-10.17%6.02%-40.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SNAP is 27, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SNAP is 2727
Overall Rank
The Sharpe Ratio Rank of SNAP is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SNAP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SNAP is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SNAP is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SNAP is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Snap Inc. (SNAP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SNAP, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.452.10
The chart of Sortino ratio for SNAP, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.222.80
The chart of Omega ratio for SNAP, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.39
The chart of Calmar ratio for SNAP, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.353.09
The chart of Martin ratio for SNAP, currently valued at -1.01, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0113.49
SNAP
^GSPC

The current Snap Inc. Sharpe ratio is -0.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Snap Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
2.10
SNAP (Snap Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Snap Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.28%
-2.62%
SNAP (Snap Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Snap Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Snap Inc. was 90.66%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current Snap Inc. drawdown is 86.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.66%Sep 27, 2021271Oct 21, 2022
-81.58%Mar 6, 2017455Dec 21, 2018449Oct 5, 2020904
-29.64%Feb 24, 202124Mar 29, 202181Jul 23, 2021105
-15.25%Nov 9, 20203Nov 11, 202010Nov 25, 202013
-13.29%Jan 13, 202110Jan 27, 20213Feb 1, 202113

Volatility

Volatility Chart

The current Snap Inc. volatility is 13.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.06%
3.79%
SNAP (Snap Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Snap Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Snap Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab