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SNAP vs. EPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNAP vs. EPD - Performance Comparison

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

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Returns By Period

In the year-to-date period, SNAP achieves a -34.82% return, which is significantly lower than EPD's 19.79% return.


SNAP

1D
-1.31%
1M
-4.88%
YTD
-34.82%
6M
-28.04%
1Y
-33.75%
3Y*
-20.12%
5Y*
-39.35%
10Y*

EPD

1D
-0.08%
1M
-5.05%
YTD
19.79%
6M
19.53%
1Y
24.08%
3Y*
20.73%
5Y*
15.96%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNAP vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNAP
Snap Inc.
-34.82%-25.07%-36.39%89.16%-80.97%-6.07%206.61%196.37%-62.29%-39.12%
EPD
Enterprise Products Partners L.P.
19.79%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%-1.77%

Correlation

The correlation between SNAP and EPD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2017

0.17

The correlation between SNAP and EPD shifts across timeframes, from -0.02 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SNAP:

$8.88B

EPD:

$81.47B

EPS

SNAP:

-$0.24

EPD:

$2.69

PS Ratio

SNAP:

1.46

EPD:

1.58

Total Revenue (TTM)

SNAP:

$6.10B

EPD:

$51.57B

Gross Profit (TTM)

SNAP:

$3.40B

EPD:

$7.31B

EBITDA (TTM)

SNAP:

-$173.71M

EPD:

$10.11B

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Return for Risk

SNAP vs. EPD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNAP
SNAP Risk / Return Rank: 1818
Overall Rank
SNAP Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SNAP Sortino Ratio Rank: 1616
Sortino Ratio Rank
SNAP Omega Ratio Rank: 1717
Omega Ratio Rank
SNAP Calmar Ratio Rank: 2222
Calmar Ratio Rank
SNAP Martin Ratio Rank: 2020
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 8383
Overall Rank
EPD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPD Omega Ratio Rank: 7979
Omega Ratio Rank
EPD Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPD Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNAP vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and Enterprise Products Partners L.P. (EPD). 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.


SNAPEPDDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

0.91

1.28

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.59

3.24

-3.84

Martin ratioReturn relative to average drawdown

-1.06

9.50

-10.56

SNAP vs. EPD - Sharpe Ratio Comparison

The current SNAP Sharpe Ratio is -0.66, which is lower than the EPD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of SNAP and EPD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNAP vs. EPD - Drawdown Comparison

The maximum SNAP drawdown since its inception was -95.27%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for SNAP and EPD.


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Drawdown Indicators


SNAPEPDDifference

Max Drawdown

Largest peak-to-trough decline

-95.27%

-58.78%

-36.49%

Max Drawdown (1Y)

Largest decline over 1 year

-62.03%

-7.56%

-54.47%

Max Drawdown (3Y)

Largest decline over 3 years

-77.48%

-15.40%

-62.08%

Max Drawdown (5Y)

Largest decline over 5 years

-95.27%

-18.06%

-77.21%

Max Drawdown (10Y)

Largest decline over 10 years

-58.04%

Current Drawdown

Current decline from peak

-93.67%

-6.41%

-87.26%

Average Drawdown

Average peak-to-trough decline

-60.04%

-10.22%

-49.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.45%

2.58%

+31.87%

Volatility

SNAP vs. EPD - Volatility Comparison

Snap Inc. (SNAP) has a higher volatility of 12.67% compared to Enterprise Products Partners L.P. (EPD) at 6.00%. This indicates that SNAP's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNAPEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

6.00%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

41.17%

13.27%

+27.90%

Volatility (1Y)

Calculated over the trailing 1-year period

55.41%

15.90%

+39.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.96%

17.23%

+58.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.73%

24.14%

+47.59%

Dividends

SNAP vs. EPD - Dividend Comparison

SNAP has not paid dividends to shareholders, while EPD's dividend yield for the trailing twelve months is around 5.88%.


PositionTTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.88%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
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%

Financials

SNAP vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Snap Inc. and Enterprise Products Partners L.P.. 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


0.005.00B10.00B15.00B20222023202420252026
1.53B
14.39B
(SNAP) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

SNAP vs. EPD - Profitability Comparison

The chart below illustrates the profitability comparison between Snap Inc. and Enterprise Products Partners L.P. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
56.5%
13.1%
Portfolio components
SNAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.

SNAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Snap Inc. reported an operating income of -74.45M and revenue of 1.53B, resulting in an operating margin of -4.9%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, resulting in an operating margin of 12.6%.

SNAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Snap Inc. reported a net income of -88.95M and revenue of 1.53B, resulting in a net margin of -5.8%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.


Frequently Asked Questions


SNAP and EPD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNAP has higher volatility (12.67%) compared to EPD (6.00%). In terms of maximum drawdown, SNAP dropped -95.27% vs EPD's -58.78%.

EPD currently has the higher Sharpe Ratio (1.54 vs -0.66), 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.

Portfolio Optimizer

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