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SNAP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SNAPVOO
YTD Return-11.10%5.98%
1Y Return72.39%22.69%
3Y Return (Ann)-37.64%8.02%
5Y Return (Ann)6.03%13.41%
Sharpe Ratio1.141.93
Daily Std Dev64.00%11.69%
Max Drawdown-90.66%-33.99%
Current Drawdown-81.89%-4.14%

Correlation

-0.50.00.51.00.5

The correlation between SNAP and VOO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SNAP vs. VOO - Performance Comparison

In the year-to-date period, SNAP achieves a -11.10% return, which is significantly lower than VOO's 5.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
-38.52%
139.24%
SNAP
VOO

Compare stocks, funds, or ETFs

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


Snap Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

SNAP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for SNAP, currently valued at 1.14, compared to the broader market-2.00-1.000.001.002.003.001.14
Sortino ratio
The chart of Sortino ratio for SNAP, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.006.001.68
Omega ratio
The chart of Omega ratio for SNAP, currently valued at 1.29, compared to the broader market0.501.001.501.29
Calmar ratio
The chart of Calmar ratio for SNAP, currently valued at 0.80, compared to the broader market0.002.004.006.000.80
Martin ratio
The chart of Martin ratio for SNAP, currently valued at 3.10, compared to the broader market-10.000.0010.0020.0030.003.10
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.93, compared to the broader market-2.00-1.000.001.002.003.001.93
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.006.002.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.67, compared to the broader market0.002.004.006.001.67
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.83, compared to the broader market-10.000.0010.0020.0030.007.83

SNAP vs. VOO - Sharpe Ratio Comparison

The current SNAP Sharpe Ratio is 1.14, which is lower than the VOO Sharpe Ratio of 1.93. The chart below compares the 12-month rolling Sharpe Ratio of SNAP and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.14
1.93
SNAP
VOO

Dividends

SNAP vs. VOO - Dividend Comparison

SNAP has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SNAP vs. VOO - Drawdown Comparison

The maximum SNAP drawdown since its inception was -90.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNAP and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-81.89%
-4.14%
SNAP
VOO

Volatility

SNAP vs. VOO - Volatility Comparison

Snap Inc. (SNAP) has a higher volatility of 28.06% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that SNAP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
28.06%
3.92%
SNAP
VOO