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

Key characteristics


RDFNSNAP
YTD Return-4.55%-29.36%
1Y Return84.80%5.65%
3Y Return (Ann)-41.34%-39.55%
5Y Return (Ann)-13.32%-3.75%
Sharpe Ratio1.030.09
Sortino Ratio2.010.61
Omega Ratio1.221.11
Calmar Ratio0.920.07
Martin Ratio2.890.22
Ulcer Index30.07%28.90%
Daily Std Dev84.92%69.46%
Max Drawdown-96.61%-90.66%
Current Drawdown-89.80%-85.61%

Fundamentals


RDFNSNAP
Market Cap$1.22B$20.06B
EPS-$1.27-$0.58
PEG Ratio0.00496.06
Total Revenue (TTM)$1.02B$5.17B
Gross Profit (TTM)$341.01M$2.67B
EBITDA (TTM)-$124.78M-$795.12M

Correlation

-0.50.00.51.00.4

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.

Performance

RDFN vs. SNAP - Performance Comparison

In the year-to-date period, RDFN achieves a -4.55% return, which is significantly higher than SNAP's -29.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
23.11%
-24.11%
RDFN
SNAP

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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.


RDFN
Sharpe ratio
The chart of Sharpe ratio for RDFN, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03
Sortino ratio
The chart of Sortino ratio for RDFN, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for RDFN, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for RDFN, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Martin ratio
The chart of Martin ratio for RDFN, currently valued at 2.89, compared to the broader market0.0010.0020.0030.002.89
SNAP
Sharpe ratio
The chart of Sharpe ratio for SNAP, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.09
Sortino ratio
The chart of Sortino ratio for SNAP, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.006.000.61
Omega ratio
The chart of Omega ratio for SNAP, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for SNAP, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Martin ratio
The chart of Martin ratio for SNAP, currently valued at 0.22, compared to the broader market0.0010.0020.0030.000.22

RDFN vs. SNAP - Sharpe Ratio Comparison

The current RDFN Sharpe Ratio is 1.03, which is higher than the SNAP Sharpe Ratio of 0.09. 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.03
0.09
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%JuneJulyAugustSeptemberOctoberNovember
-89.80%
-85.61%
RDFN
SNAP

Volatility

RDFN vs. SNAP - Volatility Comparison

Redfin Corporation (RDFN) has a higher volatility of 25.05% compared to Snap Inc. (SNAP) at 19.17%. 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%JuneJulyAugustSeptemberOctoberNovember
25.05%
19.17%
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