SNAP vs. GPRO

Last updated Apr 1, 2026

Compare and contrast key facts about Snap Inc. (SNAP) and GoPro, Inc. (GPRO).

Performance

SNAP vs. GPRO - Performance Comparison

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

SNAP vs. GPRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNAP Snap Inc.	-43.00%	-25.07%	-36.39%	89.16%	-80.97%	-6.07%	206.61%	196.37%	-62.29%	-40.32%
GPRO GoPro, Inc.	-45.39%	29.36%	-68.59%	-30.32%	-51.70%	24.52%	90.78%	2.36%	-43.99%	-18.34%

Fundamentals

Market Cap SNAP : $7.91B GPRO : $122.11M
EPS SNAP : -$0.27 GPRO : -$0.59
PS Ratio SNAP : 1.32 GPRO : 0.19
PB Ratio SNAP : 3.47 GPRO : 1.60
Total Revenue (TTM) SNAP : $5.93B GPRO : $651.54M
Gross Profit (TTM) SNAP : $3.26B GPRO : $219.17M
EBITDA (TTM) SNAP : -$169.31M GPRO : -$78.73M

Returns By Period

In the year-to-date period, SNAP achieves a -43.00% return, which is significantly higher than GPRO's -45.39% return.

SNAP

• 1D: 14.43%
• 1M: -11.71%
• YTD: -43.00%
• 6M: -40.34%
• 1Y: -47.19%
• 3Y*: -25.69%
• 5Y*: -39.01%
• 10Y*: —

GPRO

• 1D: 14.84%
• 1M: -20.44%
• YTD: -45.39%
• 6M: -63.68%
• 1Y: 16.16%
• 3Y*: -46.51%
• 5Y*: -42.63%
• 10Y*: -23.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SNAP vs. GPRO — Risk / Return Rank

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

SNAP

SNAP Risk / Return Rank: 10
SNAP Sharpe Ratio Rank: 10
SNAP Sortino Ratio Rank: 11
SNAP Omega Ratio Rank: 12
SNAP Calmar Ratio Rank: 14
SNAP Martin Ratio Rank: 5

GPRO

GPRO Risk / Return Rank: 51
GPRO Sharpe Ratio Rank: 47
GPRO Sortino Ratio Rank: 60
GPRO Omega Ratio Rank: 55
GPRO Calmar Ratio Rank: 46
GPRO Martin Ratio Rank: 46

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. GPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and GoPro, Inc. (GPRO). 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	GPRO	Difference
Sharpe ratio Return per unit of total volatility	-0.78	0.15	-0.92
Sortino ratio Return per unit of downside risk	-1.04	1.15	-2.19
Omega ratio Gain probability vs. loss probability	0.87	1.13	-0.26
Calmar ratio Return relative to maximum drawdown	-0.78	0.15	-0.93
Martin ratio Return relative to average drawdown	-1.72	0.30	-2.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNAP vs. GPRO - Sharpe Ratio Comparison

The current SNAP Sharpe Ratio is -0.78, which is lower than the GPRO Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SNAP and GPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SNAP	GPRO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.78	0.15	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.52	-0.63	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	-0.40	+0.17

Correlation

The correlation between SNAP and GPRO is 0.32, 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.

Dividends

SNAP vs. GPRO - Dividend Comparison

Neither SNAP nor GPRO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SNAP vs. GPRO - Drawdown Comparison

The maximum SNAP drawdown since its inception was -95.27%, roughly equal to the maximum GPRO drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for SNAP and GPRO.

Drawdown Indicators

	SNAP	GPRO	Difference
Max Drawdown Largest peak-to-trough decline	-95.27%	-99.49%	+4.22%
Max Drawdown (1Y) Largest decline over 1 year	-62.03%	-78.28%	+16.25%
Max Drawdown (5Y) Largest decline over 5 years	-95.27%	-96.32%	+1.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-97.19%	—
Current Drawdown Current decline from peak	-94.47%	-99.18%	+4.71%
Average Drawdown Average peak-to-trough decline	-59.33%	-86.84%	+27.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.06%	38.85%	-10.79%

Volatility

SNAP vs. GPRO - Volatility Comparison

The current volatility for Snap Inc. (SNAP) is 20.60%, while GoPro, Inc. (GPRO) has a volatility of 40.94%. This indicates that SNAP experiences smaller price fluctuations and is considered to be less risky than GPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNAP	GPRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.60%	40.94%	-20.34%
Volatility (6M) Calculated over the trailing 6-month period	39.46%	62.86%	-23.40%
Volatility (1Y) Calculated over the trailing 1-year period	61.03%	109.10%	-48.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.78%	67.92%	+7.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.04%	65.56%	+6.48%

Financials

SNAP vs. GPRO - Profitability Comparison

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

SNAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Snap Inc. reported a gross profit of 1.01B and revenue of 1.72B. Therefore, the gross margin over that period was 59.0%.

GPRO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, GoPro, Inc. reported a gross profit of 64.19M and revenue of 201.67M. Therefore, the gross margin over that period was 31.8%.

SNAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Snap Inc. reported an operating income of 49.72M and revenue of 1.72B, resulting in an operating margin of 2.9%.

GPRO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, GoPro, Inc. reported an operating income of -8.24M and revenue of 201.67M, resulting in an operating margin of -4.1%.

SNAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Snap Inc. reported a net income of 45.21M and revenue of 1.72B, resulting in a net margin of 2.6%.

GPRO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, GoPro, Inc. reported a net income of -9.10M and revenue of 201.67M, resulting in a net margin of -4.5%.