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

Correlation

The correlation between SNAP and C is 0.27, 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

SNAP vs. C - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-53.43%
46.87%
SNAP
C

Key characteristics

Sharpe Ratio

SNAP:

-0.45

C:

1.65

Sortino Ratio

SNAP:

-0.22

C:

2.33

Omega Ratio

SNAP:

0.96

C:

1.30

Calmar Ratio

SNAP:

-0.35

C:

0.50

Martin Ratio

SNAP:

-1.01

C:

7.87

Ulcer Index

SNAP:

31.07%

C:

5.51%

Daily Std Dev

SNAP:

69.53%

C:

26.24%

Max Drawdown

SNAP:

-90.66%

C:

-98.00%

Current Drawdown

SNAP:

-86.28%

C:

-82.21%

Fundamentals

Market Cap

SNAP:

$19.02B

C:

$134.51B

EPS

SNAP:

-$0.58

C:

$3.51

PEG Ratio

SNAP:

496.06

C:

0.78

Total Revenue (TTM)

SNAP:

$5.17B

C:

$79.94B

Gross Profit (TTM)

SNAP:

$2.67B

C:

$54.85B

EBITDA (TTM)

SNAP:

-$739.63M

C:

$11.60B

Returns By Period

In the year-to-date period, SNAP achieves a -32.66% return, which is significantly lower than C's 39.51% return.


SNAP

YTD

-32.66%

1M

7.24%

6M

-26.50%

1Y

-33.14%

5Y*

-5.96%

10Y*

N/A

C

YTD

39.51%

1M

1.33%

6M

17.48%

1Y

41.83%

5Y*

1.30%

10Y*

5.22%

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Risk-Adjusted Performance

SNAP vs. C - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and Citigroup Inc. (C). 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 SNAP, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.451.65
The chart of Sortino ratio for SNAP, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.222.33
The chart of Omega ratio for SNAP, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.30
The chart of Calmar ratio for SNAP, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.351.44
The chart of Martin ratio for SNAP, currently valued at -1.01, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.017.87
SNAP
C

The current SNAP Sharpe Ratio is -0.45, which is lower than the C Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SNAP and C, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
1.65
SNAP
C

Dividends

SNAP vs. C - Dividend Comparison

SNAP has not paid dividends to shareholders, while C's dividend yield for the trailing twelve months is around 3.15%.


TTM20232022202120202019201820172016201520142013
SNAP
Snap Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C
Citigroup Inc.
3.15%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%0.08%

Drawdowns

SNAP vs. C - Drawdown Comparison

The maximum SNAP drawdown since its inception was -90.66%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for SNAP and C. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.28%
-4.57%
SNAP
C

Volatility

SNAP vs. C - Volatility Comparison

Snap Inc. (SNAP) has a higher volatility of 13.06% compared to Citigroup Inc. (C) at 5.82%. This indicates that SNAP's price experiences larger fluctuations and is considered to be riskier than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.06%
5.82%
SNAP
C

Financials

SNAP vs. C - Financials Comparison

This section allows you to compare key financial metrics between Snap Inc. and Citigroup 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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