GPRO vs. SNAP
GPRO (GoPro, Inc.) and SNAP (Snap Inc.) are both stocks. GPRO operates in Consumer Electronics (Technology), while SNAP operates in Internet Content & Information (Communication Services). Over the past 5 years, GPRO returned -41.64%/yr vs -40.50%/yr for SNAP. At a 0.30 correlation, their price movements are largely independent.
Performance
GPRO vs. SNAP - Performance Comparison
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Returns By Period
In the year-to-date period, GPRO achieves a -49.57% return, which is significantly lower than SNAP's -42.26% return.
GPRO
- 1D
- -6.79%
- 1M
- -7.25%
- 6M
- -51.30%
- YTD
- -49.57%
- 1Y
- -10.00%
- 3Y*
- -44.94%
- 5Y*
- -41.64%
- 10Y*
- -24.55%
SNAP
- 1D
- -0.43%
- 1M
- -11.41%
- 6M
- -43.10%
- YTD
- -42.26%
- 1Y
- -48.85%
- 3Y*
- -29.23%
- 5Y*
- -40.50%
- 10Y*
- —
GPRO vs. SNAP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GPRO GoPro, Inc. | -49.57% | 29.36% | -68.59% | -30.32% | -51.70% | 24.52% | 90.78% | 2.36% | -43.99% | -19.64% |
SNAP Snap Inc. | -42.26% | -25.07% | -36.39% | 89.16% | -80.97% | -6.07% | 206.61% | 196.37% | -62.29% | -39.12% |
Correlation
The correlation between GPRO and SNAP is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2017 | 0.30 |
The correlation between GPRO and SNAP shifts across timeframes, from 0.26 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
GPRO:
$121.66M
SNAP:
$7.89B
GPRO:
-$0.80
SNAP:
-$0.24
GPRO:
0.18
SNAP:
1.30
GPRO:
$616.30M
SNAP:
$6.10B
GPRO:
$180.32M
SNAP:
$3.40B
GPRO:
-$67.88M
SNAP:
-$173.71M
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Return for Risk
GPRO vs. SNAP — Risk / Return Rank
GPRO
SNAP
GPRO vs. SNAP - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GPRO | SNAP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.85 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | -0.79 | +0.66 |
| Martin ratioReturn relative to average drawdown | -0.19 | -1.30 | +1.11 |
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Drawdowns
GPRO vs. SNAP - Drawdown Comparison
The maximum GPRO drawdown since its inception was -99.49%, roughly equal to the maximum SNAP drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for GPRO and SNAP.
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Drawdown Indicators
| GPRO | SNAP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -95.27% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -78.28% | -62.03% | -16.25% |
Max Drawdown (3Y)Largest decline over 3 years | -88.96% | -77.48% | -11.48% |
Max Drawdown (5Y)Largest decline over 5 years | -95.87% | -95.27% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -97.19% | — | — |
Current DrawdownCurrent decline from peak | -99.24% | -94.39% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -87.09% | -60.32% | -26.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.39% | 37.58% | +13.81% |
Volatility
GPRO vs. SNAP - Volatility Comparison
GoPro, Inc. (GPRO) and Snap Inc. (SNAP) have volatilities of 18.55% and 18.77%, 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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Volatility by Period
| GPRO | SNAP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.55% | 18.77% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 77.35% | 43.57% | +33.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 117.36% | 56.44% | +60.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.92% | 76.23% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.48% | 71.69% | -4.21% |
Dividends
GPRO vs. SNAP - Dividend Comparison
Neither GPRO nor SNAP has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
GPRO vs. SNAP - Profitability Comparison
GPRO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, GoPro, Inc. reported a gross profit of 4.31M and revenue of 99.07M. Therefore, the gross margin over that period was 4.4%.
SNAP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Snap Inc. reported a gross profit of 863.55M and revenue of 1.53B. Therefore, the gross margin over that period was 56.5%.
GPRO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, GoPro, Inc. reported an operating income of -57.25M and revenue of 99.07M, resulting in an operating margin of -57.8%.
SNAP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Snap Inc. reported an operating income of -74.45M and revenue of 1.53B, resulting in an operating margin of -4.9%.
GPRO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, GoPro, Inc. reported a net income of -80.82M and revenue of 99.07M, resulting in a net margin of -81.6%.
SNAP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Snap Inc. reported a net income of -88.95M and revenue of 1.53B, resulting in a net margin of -5.8%.
Frequently Asked Questions
GPRO and SNAP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNAP has higher volatility (18.77%) compared to GPRO (18.55%). In terms of maximum drawdown, GPRO dropped -99.49% vs SNAP's -95.27%.
GPRO currently has the higher Sharpe Ratio (-0.09 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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