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

Performance

SNAP vs. QS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snap Inc. (SNAP) and QuantumScape Corporation (QS). 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 -29.99% return, which is significantly lower than QS's -26.49% return.


SNAP

1D
-1.91%
1M
-7.07%
YTD
-29.99%
6M
-29.64%
1Y
-31.68%
3Y*
-17.58%
5Y*
-38.02%
10Y*

QS

1D
-0.13%
1M
1.59%
YTD
-26.49%
6M
-39.21%
1Y
85.47%
3Y*
6.73%
5Y*
-24.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNAP vs. QS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SNAP
Snap Inc.
-29.99%-25.07%-36.39%89.16%-80.97%-6.07%130.84%
QS
QuantumScape Corporation
-26.49%100.77%-25.32%22.57%-74.45%-73.72%757.36%

Correlation

The correlation between SNAP and QS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.36

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

0.47

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2020

0.42

The correlation between SNAP and QS shifts across timeframes, from 0.30 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SNAP:

$9.54B

QS:

$4.68B

EPS

SNAP:

-$0.24

QS:

-$0.72

PB Ratio

SNAP:

4.57

QS:

4.22

Total Revenue (TTM)

SNAP:

$6.10B

QS:

$0.00

Gross Profit (TTM)

SNAP:

$3.40B

QS:

-$49.03M

EBITDA (TTM)

SNAP:

-$173.71M

QS:

-$378.92M

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Return for Risk

SNAP vs. QS — Risk / Return Rank

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

SNAP
SNAP Risk / Return Rank: 2121
Overall Rank
SNAP Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SNAP Sortino Ratio Rank: 1919
Sortino Ratio Rank
SNAP Omega Ratio Rank: 2020
Omega Ratio Rank
SNAP Calmar Ratio Rank: 2424
Calmar Ratio Rank
SNAP Martin Ratio Rank: 2424
Martin Ratio Rank

QS
QS Risk / Return Rank: 6969
Overall Rank
QS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QS Sortino Ratio Rank: 7575
Sortino Ratio Rank
QS Omega Ratio Rank: 7171
Omega Ratio Rank
QS Calmar Ratio Rank: 6767
Calmar Ratio Rank
QS Martin Ratio Rank: 6161
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. QS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and QuantumScape Corporation (QS). 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.


SNAPQSDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

0.93

1.23

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.51

1.27

-1.78

Martin ratioReturn relative to average drawdown

-0.93

2.00

-2.93

SNAP vs. QS - Sharpe Ratio Comparison

The current SNAP Sharpe Ratio is -0.57, which is lower than the QS Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SNAP and QS, 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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Sharpe Ratios by Period


SNAPQSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

0.83

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.29

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

-0.04

-0.16

Drawdowns

SNAP vs. QS - Drawdown Comparison

The maximum SNAP drawdown since its inception was -95.27%, roughly equal to the maximum QS drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for SNAP and QS.


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Drawdown Indicators


SNAPQSDifference

Max Drawdown

Largest peak-to-trough decline

-95.27%

-97.36%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-62.03%

-67.68%

+5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-77.48%

-73.93%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-95.27%

-91.45%

-3.82%

Current Drawdown

Current decline from peak

-93.20%

-94.18%

+0.98%

Average Drawdown

Average peak-to-trough decline

-60.01%

-85.55%

+25.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.93%

42.96%

-9.03%

Volatility

SNAP vs. QS - Volatility Comparison

The current volatility for Snap Inc. (SNAP) is 13.84%, while QuantumScape Corporation (QS) has a volatility of 26.40%. This indicates that SNAP experiences smaller price fluctuations and is considered to be less risky than QS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNAPQSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.84%

26.40%

-12.56%

Volatility (6M)

Calculated over the trailing 6-month period

41.11%

48.57%

-7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

55.46%

103.45%

-47.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.99%

85.88%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.79%

106.01%

-34.22%

Dividends

SNAP vs. QS - Dividend Comparison

Neither SNAP nor QS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SNAP vs. QS - Financials Comparison

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


0.00500.00M1.00B1.50B20222023202420252026
1.53B
0
(SNAP) Total Revenue
(QS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SNAP and QS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QS has higher volatility (26.40%) compared to SNAP (13.84%). In terms of maximum drawdown, SNAP dropped -95.27% vs QS's -97.36%.

QS currently has the higher Sharpe Ratio (0.83 vs -0.57), 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 QS

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