PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RDFN vs. SNAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDFN and SNAP is 0.39, 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.


-0.50.00.51.00.4

Performance

RDFN vs. SNAP - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
34.91%
-27.09%
RDFN
SNAP

Key characteristics

Sharpe Ratio

RDFN:

-0.21

SNAP:

-0.49

Sortino Ratio

RDFN:

0.26

SNAP:

-0.29

Omega Ratio

RDFN:

1.03

SNAP:

0.95

Calmar Ratio

RDFN:

-0.18

SNAP:

-0.38

Martin Ratio

RDFN:

-0.53

SNAP:

-1.10

Ulcer Index

RDFN:

32.37%

SNAP:

30.91%

Daily Std Dev

RDFN:

81.20%

SNAP:

69.60%

Max Drawdown

RDFN:

-96.61%

SNAP:

-90.66%

Current Drawdown

RDFN:

-91.72%

SNAP:

-86.50%

Fundamentals

Market Cap

RDFN:

$1.13B

SNAP:

$19.02B

EPS

RDFN:

-$1.27

SNAP:

-$0.58

PEG Ratio

RDFN:

0.00

SNAP:

496.06

Total Revenue (TTM)

RDFN:

$1.02B

SNAP:

$5.17B

Gross Profit (TTM)

RDFN:

$341.01M

SNAP:

$2.67B

EBITDA (TTM)

RDFN:

-$116.96M

SNAP:

-$739.63M

Returns By Period

In the year-to-date period, RDFN achieves a -22.48% return, which is significantly higher than SNAP's -33.73% return.


RDFN

YTD

-22.48%

1M

0.00%

6M

30.93%

1Y

-20.08%

5Y*

-17.92%

10Y*

N/A

SNAP

YTD

-33.73%

1M

6.35%

6M

-28.99%

1Y

-34.69%

5Y*

-6.34%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RDFN vs. SNAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redfin Corporation (RDFN) 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 RDFN, currently valued at -0.21, compared to the broader market-4.00-2.000.002.00-0.21-0.49
The chart of Sortino ratio for RDFN, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.26-0.29
The chart of Omega ratio for RDFN, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.95
The chart of Calmar ratio for RDFN, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.18-0.38
The chart of Martin ratio for RDFN, currently valued at -0.53, compared to the broader market0.0010.0020.00-0.53-1.10
RDFN
SNAP

The current RDFN Sharpe Ratio is -0.21, which is higher than the SNAP Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of RDFN 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.21
-0.49
RDFN
SNAP

Dividends

RDFN vs. SNAP - Dividend Comparison

Neither RDFN nor SNAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RDFN vs. SNAP - Drawdown Comparison

The maximum RDFN drawdown since its inception was -96.61%, which is greater than SNAP's maximum drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for RDFN and SNAP. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-91.72%
-86.50%
RDFN
SNAP

Volatility

RDFN vs. SNAP - Volatility Comparison

Redfin Corporation (RDFN) has a higher volatility of 18.44% compared to Snap Inc. (SNAP) at 13.06%. This indicates that RDFN'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%JulyAugustSeptemberOctoberNovemberDecember
18.44%
13.06%
RDFN
SNAP

Financials

RDFN vs. SNAP - Financials Comparison

This section allows you to compare key financial metrics between Redfin Corporation 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
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