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SNAP vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SNAPDGRW
YTD Return-3.72%4.54%
1Y Return101.98%19.24%
3Y Return (Ann)-34.97%9.56%
5Y Return (Ann)6.69%12.92%
Sharpe Ratio1.501.76
Daily Std Dev64.04%10.48%
Max Drawdown-90.66%-32.04%
Current Drawdown-80.39%-3.89%

Correlation

-0.50.00.51.00.4

The correlation between SNAP and DGRW is 0.38, 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

SNAP vs. DGRW - Performance Comparison

In the year-to-date period, SNAP achieves a -3.72% return, which is significantly lower than DGRW's 4.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
-33.42%
138.57%
SNAP
DGRW

Compare stocks, funds, or ETFs

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


Snap Inc.

WisdomTree U.S. Dividend Growth Fund

Risk-Adjusted Performance

SNAP vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


SNAP
Sharpe ratio
The chart of Sharpe ratio for SNAP, currently valued at 1.50, compared to the broader market-2.00-1.000.001.002.003.004.001.50
Sortino ratio
The chart of Sortino ratio for SNAP, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.006.001.98
Omega ratio
The chart of Omega ratio for SNAP, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for SNAP, currently valued at 1.06, compared to the broader market0.002.004.006.001.06
Martin ratio
The chart of Martin ratio for SNAP, currently valued at 4.10, compared to the broader market-10.000.0010.0020.0030.004.10
DGRW
Sharpe ratio
The chart of Sharpe ratio for DGRW, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for DGRW, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.006.002.61
Omega ratio
The chart of Omega ratio for DGRW, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for DGRW, currently valued at 1.86, compared to the broader market0.002.004.006.001.86
Martin ratio
The chart of Martin ratio for DGRW, currently valued at 5.90, compared to the broader market-10.000.0010.0020.0030.005.90

SNAP vs. DGRW - Sharpe Ratio Comparison

The current SNAP Sharpe Ratio is 1.50, which roughly equals the DGRW Sharpe Ratio of 1.76. The chart below compares the 12-month rolling Sharpe Ratio of SNAP and DGRW.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2024FebruaryMarchAprilMay
1.50
1.76
SNAP
DGRW

Dividends

SNAP vs. DGRW - Dividend Comparison

SNAP has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.71%.


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%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.71%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%

Drawdowns

SNAP vs. DGRW - Drawdown Comparison

The maximum SNAP drawdown since its inception was -90.66%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SNAP and DGRW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-80.39%
-3.89%
SNAP
DGRW

Volatility

SNAP vs. DGRW - Volatility Comparison

Snap Inc. (SNAP) has a higher volatility of 28.14% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.28%. This indicates that SNAP's price experiences larger fluctuations and is considered to be riskier than DGRW 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%50.00%December2024FebruaryMarchAprilMay
28.14%
3.28%
SNAP
DGRW