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SNAP vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

SNAP vs. ^GSPC

Last updated May 12, 2025

Compare and contrast key facts about Snap Inc. (SNAP) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNAP or ^GSPC.

Correlation

The correlation between SNAP and ^GSPC is 0.40, 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.

Performance

SNAP vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snap Inc. (SNAP) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SNAP:

30.12%

^GSPC:

19.37%

Max Drawdown

SNAP:

-4.91%

^GSPC:

-56.78%

Current Drawdown

SNAP:

-3.51%

^GSPC:

-7.88%

Returns By Period

SNAP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

SNAP vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNAP
The Risk-Adjusted Performance Rank of SNAP is 1111
Overall Rank
The Sharpe Ratio Rank of SNAP is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SNAP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SNAP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of SNAP is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SNAP is 88
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNAP vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and S&P 500 (^GSPC). 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.

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Drawdowns

SNAP vs. ^GSPC - Drawdown Comparison

The maximum SNAP drawdown since its inception was -4.91%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SNAP and ^GSPC. For additional features, visit the drawdowns tool.

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Volatility

SNAP vs. ^GSPC - Volatility Comparison

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