PortfoliosLab logoPortfoliosLab logo
SNAP vs. PSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNAP vs. PSQ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SNAP achieves a -41.88% return, which is significantly lower than PSQ's -9.94% return.


SNAP

1D
0.00%
1M
-1.26%
6M
-32.32%
YTD
-41.88%
1Y
-50.27%
3Y*
-25.36%
5Y*
-42.47%
10Y*
ALL TIME*
-15.92%

PSQ

1D
-0.59%
1M
5.59%
6M
-9.19%
YTD
-9.94%
1Y
-15.69%
3Y*
-15.05%
5Y*
-11.74%
10Y*
-18.20%
ALL TIME*
-16.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$270.27M$217.80M$219.49M
$138.05M$148.62M$216.62M

SNAP vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNAP
Snap Inc.
-41.88%-25.07%-36.39%89.16%-80.97%-6.07%206.61%196.37%-62.29%-39.12%
PSQ
ProShares Short QQQ
-9.94%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-16.47%

Correlation

The correlation between SNAP and PSQ is -0.37, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.37

Correlation (3Y)
Balances recent behavior with more history.

-0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.53

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

-0.47

The correlation between SNAP and PSQ shifts across timeframes, from -0.53 (5 years) to -0.37 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SNAP vs. PSQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SNAP
SNAP Risk / Return Rank: 88
Overall Rank
SNAP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SNAP Sortino Ratio Rank: 99
Sortino Ratio Rank
SNAP Omega Ratio Rank: 99
Omega Ratio Rank
SNAP Calmar Ratio Rank: 1010
Calmar Ratio Rank
SNAP Martin Ratio Rank: 77
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 33
Overall Rank
PSQ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 33
Sortino Ratio Rank
PSQ Omega Ratio Rank: 33
Omega Ratio Rank
PSQ Calmar Ratio Rank: 44
Calmar Ratio Rank
PSQ Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SNAP vs. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and ProShares Short QQQ (PSQ). 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.


SNAPPSQDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

0.84

0.88

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.63

-0.23

Martin ratioReturn relative to average drawdown

-1.44

-1.23

-0.21

SNAP vs. PSQ - Sharpe Ratio Comparison

The current SNAP Sharpe Ratio is -0.90, which is comparable to the PSQ Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of SNAP and PSQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SNAP vs. PSQ - Drawdown Comparison

The maximum SNAP drawdown since its inception was -95.27%, roughly equal to the maximum PSQ drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for SNAP and PSQ.


Loading charts...

Drawdown Indicators


SNAPPSQDifference

Max Drawdown

Largest peak-to-trough decline

-95.27%

-98.26%

+2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-58.50%

-24.83%

-33.67%

Max Drawdown (3Y)

Largest decline over 3 years

-77.48%

-49.65%

-27.83%

Max Drawdown (5Y)

Largest decline over 5 years

-95.27%

-60.91%

-34.36%

Max Drawdown (10Y)

Largest decline over 10 years

-87.66%

Current Drawdown

Current decline from peak

-94.36%

-98.12%

+3.76%

Average Drawdown

Average peak-to-trough decline

-60.52%

-74.15%

+13.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.93%

12.73%

+22.20%

Volatility

SNAP vs. PSQ - Volatility Comparison

Snap Inc. (SNAP) has a higher volatility of 9.44% compared to ProShares Short QQQ (PSQ) at 6.96%. This indicates that SNAP's price experiences larger fluctuations and is considered to be riskier than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SNAPPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

6.96%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

43.50%

16.03%

+27.47%

Volatility (1Y)

Calculated over the trailing 1-year period

56.15%

19.38%

+36.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.44%

22.93%

+52.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.53%

22.46%

+49.07%

Dividends

SNAP vs. PSQ - Dividend Comparison

SNAP has not paid dividends to shareholders, while PSQ's dividend yield for the trailing twelve months is around 4.26%.


PositionTTM202520242023202220212020201920182017
PSQ
ProShares Short QQQ
4.26%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%
SNAP
Snap Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNAP and PSQ have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNAP has higher volatility (9.44%) compared to PSQ (6.96%). In terms of maximum drawdown, SNAP dropped -95.27% vs PSQ's -98.26%.

PSQ currently has the higher Sharpe Ratio (-0.81 vs -0.90), 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

Find the right allocation for SNAP and PSQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer