SNAP vs. USD=X
SNAP (Snap Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 5 years, SNAP returned -42.47%/yr vs 0.00%/yr for USD=X.
Performance
SNAP vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SNAP Snap Inc. | $138.05M | $148.62M | $216.62M |
SNAP vs. USD=X - Yearly Performance Comparison
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Return for Risk
SNAP vs. USD=X — Risk / Return Rank
SNAP
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SNAP vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and USD Cash (USD=X). 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.
| SNAP | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | — | — |
| Martin ratioReturn relative to average drawdown | -1.44 | — | — |
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Drawdowns
SNAP vs. USD=X - Drawdown Comparison
The maximum SNAP drawdown since its inception was -95.27%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SNAP and USD=X.
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Drawdown Indicators
| SNAP | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.27% | 0.00% | -95.27% |
Max Drawdown (1Y)Largest decline over 1 year | -58.50% | 0.00% | -58.50% |
Max Drawdown (3Y)Largest decline over 3 years | -77.48% | 0.00% | -77.48% |
Max Drawdown (5Y)Largest decline over 5 years | -95.27% | 0.00% | -95.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -94.36% | 0.00% | -94.36% |
Average DrawdownAverage peak-to-trough decline | -60.52% | 0.00% | -60.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.93% | 0.00% | +34.93% |
Volatility
SNAP vs. USD=X - Volatility Comparison
Snap Inc. (SNAP) has a higher volatility of 9.44% compared to USD Cash (USD=X) at 0.00%. This indicates that SNAP's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNAP | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.44% | 0.00% | +9.44% |
Volatility (6M)Calculated over the trailing 6-month period | 43.50% | 0.00% | +43.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.15% | 0.00% | +56.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.44% | 0.00% | +75.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.53% | 0.00% | +71.53% |
Frequently Asked Questions
SNAP has higher volatility (9.44%) compared to USD=X (0.00%). In terms of maximum drawdown, SNAP dropped -95.27% vs USD=X's 0.00%.
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