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

Correlation

The correlation between SNAX and ^GSPC is 0.17, 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.


-0.50.00.51.00.2

Performance

SNAX vs. ^GSPC - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-62.81%
10.29%
SNAX
^GSPC

Key characteristics

Sharpe Ratio

SNAX:

-0.56

^GSPC:

1.74

Sortino Ratio

SNAX:

-0.48

^GSPC:

2.35

Omega Ratio

SNAX:

0.94

^GSPC:

1.32

Calmar Ratio

SNAX:

-0.57

^GSPC:

2.61

Martin Ratio

SNAX:

-1.35

^GSPC:

10.66

Ulcer Index

SNAX:

42.00%

^GSPC:

2.08%

Daily Std Dev

SNAX:

102.04%

^GSPC:

12.77%

Max Drawdown

SNAX:

-99.72%

^GSPC:

-56.78%

Current Drawdown

SNAX:

-99.66%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, SNAX achieves a 2.83% return, which is significantly lower than ^GSPC's 4.46% return.


SNAX

YTD

2.83%

1M

-11.97%

6M

-63.63%

1Y

-51.10%

5Y*

-67.41%

10Y*

N/A

^GSPC

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SNAX vs. ^GSPC — Risk-Adjusted Performance Rank

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

SNAX
The Risk-Adjusted Performance Rank of SNAX is 1616
Overall Rank
The Sharpe Ratio Rank of SNAX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SNAX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SNAX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SNAX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SNAX is 99
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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.

SNAX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stryve Foods, Inc. (SNAX) 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.


Sharpe ratio
The chart of Sharpe ratio for SNAX, currently valued at -0.56, compared to the broader market-2.000.002.00-0.561.74
The chart of Sortino ratio for SNAX, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.006.00-0.482.35
The chart of Omega ratio for SNAX, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.32
The chart of Calmar ratio for SNAX, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.572.61
The chart of Martin ratio for SNAX, currently valued at -1.35, compared to the broader market0.0010.0020.0030.00-1.3510.66
SNAX
^GSPC

The current SNAX Sharpe Ratio is -0.56, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SNAX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.56
1.74
SNAX
^GSPC

Drawdowns

SNAX vs. ^GSPC - Drawdown Comparison

The maximum SNAX drawdown since its inception was -99.72%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SNAX and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.66%
0
SNAX
^GSPC

Volatility

SNAX vs. ^GSPC - Volatility Comparison

Stryve Foods, Inc. (SNAX) has a higher volatility of 55.42% compared to S&P 500 (^GSPC) at 3.07%. This indicates that SNAX's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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%60.00%SeptemberOctoberNovemberDecember2025February
55.42%
3.07%
SNAX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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