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Snap Inc. (SNAP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS83304A1060
CUSIP83304A106
SectorCommunication Services
IndustryInternet Content & Information

Highlights

Market Cap$18.42B
EPS-$0.82
PEG Ratio5.64
Revenue (TTM)$4.61B
Gross Profit (TTM)$2.81B
EBITDA (TTM)-$1.23B
Year Range$7.86 - $17.90
Target Price$12.50
Short %9.01%
Short Ratio3.20

Share Price Chart


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Compare to other instruments

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Snap Inc.

Popular comparisons: SNAP vs. PINS, SNAP vs. SPY, SNAP vs. VOO, SNAP vs. ^GSPC, SNAP vs. MCD, 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%NovemberDecember2024FebruaryMarchApril
-54.49%
110.36%
SNAP (Snap Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Snap Inc. had a return of -34.20% year-to-date (YTD) and 11.29% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-34.20%5.05%
1 month-2.28%-4.27%
6 months17.39%18.82%
1 year11.29%21.22%
5 years (annualized)-0.21%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.14%-30.65%4.17%
2023-13.91%12.35%38.16%22.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SNAP is 56, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of SNAP is 5656
Snap Inc.(SNAP)
The Sharpe Ratio Rank of SNAP is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of SNAP is 5454Sortino Ratio Rank
The Omega Ratio Rank of SNAP is 6060Omega Ratio Rank
The Calmar Ratio Rank of SNAP is 5555Calmar Ratio Rank
The Martin Ratio Rank of SNAP is 5555Martin 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.


SNAP
Sharpe ratio
The chart of Sharpe ratio for SNAP, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.000.16
Sortino ratio
The chart of Sortino ratio for SNAP, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.61
Omega ratio
The chart of Omega ratio for SNAP, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for SNAP, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.000.11
Martin ratio
The chart of Martin ratio for SNAP, currently valued at 0.42, compared to the broader market0.0010.0020.0030.000.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Snap Inc. Sharpe ratio is 0.16. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.16
1.81
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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-86.60%
-4.64%
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 86.60%.


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 13.43%, 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%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
13.43%
3.30%
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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items