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GPRO vs. SNAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GPRO and SNAP is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GPRO vs. SNAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GoPro, Inc. (GPRO) and Snap Inc. (SNAP). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-35.46%
13.71%
GPRO
SNAP

Key characteristics

Sharpe Ratio

GPRO:

-1.03

SNAP:

-0.12

Sortino Ratio

GPRO:

-1.86

SNAP:

0.27

Omega Ratio

GPRO:

0.79

SNAP:

1.04

Calmar Ratio

GPRO:

-0.67

SNAP:

-0.08

Martin Ratio

GPRO:

-1.61

SNAP:

-0.25

Ulcer Index

GPRO:

40.97%

SNAP:

28.84%

Daily Std Dev

GPRO:

63.98%

SNAP:

61.08%

Max Drawdown

GPRO:

-99.15%

SNAP:

-90.66%

Current Drawdown

GPRO:

-99.10%

SNAP:

-87.03%

Fundamentals

Market Cap

GPRO:

$130.85M

SNAP:

$18.29B

EPS

GPRO:

-$2.82

SNAP:

-$0.42

PEG Ratio

GPRO:

1.01

SNAP:

496.06

Total Revenue (TTM)

GPRO:

$801.47M

SNAP:

$5.36B

Gross Profit (TTM)

GPRO:

$273.27M

SNAP:

$2.81B

EBITDA (TTM)

GPRO:

-$125.61M

SNAP:

-$492.60M

Returns By Period

In the year-to-date period, GPRO achieves a -22.43% return, which is significantly lower than SNAP's 0.09% return.


GPRO

YTD

-22.43%

1M

-19.48%

6M

-35.46%

1Y

-62.59%

5Y*

-26.43%

10Y*

-32.87%

SNAP

YTD

0.09%

1M

-0.74%

6M

13.71%

1Y

-1.55%

5Y*

-8.41%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GPRO vs. SNAP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPRO
The Risk-Adjusted Performance Rank of GPRO is 44
Overall Rank
The Sharpe Ratio Rank of GPRO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GPRO is 22
Sortino Ratio Rank
The Omega Ratio Rank of GPRO is 44
Omega Ratio Rank
The Calmar Ratio Rank of GPRO is 99
Calmar Ratio Rank
The Martin Ratio Rank of GPRO is 33
Martin Ratio Rank

SNAP
The Risk-Adjusted Performance Rank of SNAP is 4040
Overall Rank
The Sharpe Ratio Rank of SNAP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SNAP is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SNAP is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SNAP is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SNAP is 4141
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.

GPRO vs. SNAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GoPro, Inc. (GPRO) and Snap Inc. (SNAP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for GPRO, currently valued at -1.03, compared to the broader market-2.000.002.00-1.03-0.12
The chart of Sortino ratio for GPRO, currently valued at -1.86, compared to the broader market-4.00-2.000.002.004.006.00-1.860.27
The chart of Omega ratio for GPRO, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.04
The chart of Calmar ratio for GPRO, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70-0.08
The chart of Martin ratio for GPRO, currently valued at -1.61, compared to the broader market0.0010.0020.0030.00-1.61-0.25
GPRO
SNAP

The current GPRO Sharpe Ratio is -1.03, which is lower than the SNAP Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of GPRO and SNAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-1.03
-0.12
GPRO
SNAP

Dividends

GPRO vs. SNAP - Dividend Comparison

Neither GPRO nor SNAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GPRO vs. SNAP - Drawdown Comparison

The maximum GPRO drawdown since its inception was -99.15%, which is greater than SNAP's maximum drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for GPRO and SNAP. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%-84.00%SeptemberOctoberNovemberDecember2025February
-93.76%
-87.03%
GPRO
SNAP

Volatility

GPRO vs. SNAP - Volatility Comparison

GoPro, Inc. (GPRO) has a higher volatility of 31.51% compared to Snap Inc. (SNAP) at 14.40%. This indicates that GPRO's price experiences larger fluctuations and is considered to be riskier than SNAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
31.51%
14.40%
GPRO
SNAP

Financials

GPRO vs. SNAP - Financials Comparison

This section allows you to compare key financial metrics between GoPro, Inc. and Snap Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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