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

Correlation

The correlation between GPRO and SNAP is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

GPRO vs. SNAP

Last updated Jun 1, 2025

Compare and contrast key facts about GoPro, Inc. (GPRO) and Snap Inc. (SNAP).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GPRO or SNAP.

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.

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Key characteristics

Sharpe Ratio

GPRO:

-0.81

SNAP:

-0.73

Sortino Ratio

GPRO:

-1.23

SNAP:

-0.89

Omega Ratio

GPRO:

0.86

SNAP:

0.88

Calmar Ratio

GPRO:

-0.58

SNAP:

-0.51

Martin Ratio

GPRO:

-1.38

SNAP:

-1.23

Ulcer Index

GPRO:

41.43%

SNAP:

37.47%

Daily Std Dev

GPRO:

70.14%

SNAP:

63.03%

Max Drawdown

GPRO:

-99.49%

SNAP:

-91.30%

Current Drawdown

GPRO:

-99.29%

SNAP:

-90.07%

Fundamentals

Market Cap

GPRO:

$104.45M

SNAP:

$13.79B

EPS

GPRO:

-$0.88

SNAP:

-$0.31

PEG Ratio

GPRO:

1.01

SNAP:

496.06

PS Ratio

GPRO:

0.13

SNAP:

2.49

PB Ratio

GPRO:

0.94

SNAP:

5.97

Total Revenue (TTM)

GPRO:

$780.31M

SNAP:

$5.53B

Gross Profit (TTM)

GPRO:

$261.56M

SNAP:

$2.99B

EBITDA (TTM)

GPRO:

-$126.93M

SNAP:

-$310.94M

Returns By Period

In the year-to-date period, GPRO achieves a -39.17% return, which is significantly lower than SNAP's -23.40% return.

GPRO

YTD

-39.17%

1M

12.53%

6M

-46.10%

1Y

-56.38%

3Y*

-54.22%

5Y*

-32.44%

10Y*

-36.10%

SNAP

YTD

-23.40%

1M

5.36%

6M

-30.14%

1Y

-45.07%

3Y*

-16.38%

5Y*

-15.31%

10Y*

N/A

*Annualized

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GoPro, Inc.

Snap Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 1010
Overall Rank
The Sharpe Ratio Rank of GPRO is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of GPRO is 99
Sortino Ratio Rank
The Omega Ratio Rank of GPRO is 1111
Omega Ratio Rank
The Calmar Ratio Rank of GPRO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of GPRO is 99
Martin Ratio Rank
SNAP
The Risk-Adjusted Performance Rank of SNAP is 1515
Overall Rank
The Sharpe Ratio Rank of SNAP is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SNAP is 1414
Sortino Ratio Rank
The Omega Ratio Rank of SNAP is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SNAP is 1919
Calmar Ratio Rank
The Martin Ratio Rank of SNAP is 1616
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.

The current GPRO Sharpe Ratio is -0.81, which is comparable to the SNAP Sharpe Ratio of -0.73. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -99.49%, which is greater than SNAP's maximum drawdown of -91.30%. Use the drawdown chart below to compare losses from any high point for GPRO and SNAP.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GPRO vs. SNAP - Volatility Comparison

GoPro, Inc. (GPRO) and Snap Inc. (SNAP) have volatilities of 16.16% and 16.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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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

0.00500.00M1.00B1.50B20212022202320242025
134.31M
1.36B
(GPRO) Total Revenue
(SNAP) Total Revenue
Values in USD except per share items

GPRO vs. SNAP - Profitability Comparison

The chart below illustrates the profitability comparison between GoPro, Inc. and Snap Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.
Gross Margin
Operating Margin
Net Margin
Quarterly
Annual
30.0%40.0%50.0%60.0%70.0%20212022202320242025
32.1%
53.1%
(GPRO) Gross Margin
(SNAP) Gross Margin
GPRO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, GoPro, Inc. reported a gross profit of 43.15M and revenue of 134.31M. Therefore, the gross margin over that period was 32.1%.

SNAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Snap Inc. reported a gross profit of 723.64M and revenue of 1.36B. Therefore, the gross margin over that period was 53.1%.

GPRO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, GoPro, Inc. reported an operating income of -45.21M and revenue of 134.31M, resulting in an operating margin of -33.7%.

SNAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Snap Inc. reported an operating income of -193.85M and revenue of 1.36B, resulting in an operating margin of -14.2%.

GPRO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, GoPro, Inc. reported a net income of -46.71M and revenue of 134.31M, resulting in a net margin of -34.8%.

SNAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Snap Inc. reported a net income of -139.59M and revenue of 1.36B, resulting in a net margin of -10.2%.