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USD=X vs. SNAP
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. SNAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Snap Inc. (SNAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

SNAP

1D
-1.31%
1M
-6.24%
YTD
-34.82%
6M
-28.04%
1Y
-36.63%
3Y*
-20.12%
5Y*
-39.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SNAP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNAP
Snap Inc.
-34.82%-25.07%-36.39%89.16%-80.97%-6.07%206.61%196.37%-62.29%-39.12%

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Return for Risk

USD=X vs. SNAP — Risk / Return Rank

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SNAP
SNAP Risk / Return Rank: 1818
Overall Rank
SNAP Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SNAP Sortino Ratio Rank: 1616
Sortino Ratio Rank
SNAP Omega Ratio Rank: 1717
Omega Ratio Rank
SNAP Calmar Ratio Rank: 2222
Calmar Ratio Rank
SNAP Martin Ratio Rank: 2020
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.

USD=X vs. SNAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Snap Inc. (SNAP). 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.


USD=XSNAPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.59

Martin ratioReturn relative to average drawdown

-1.06

USD=X vs. SNAP - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. SNAP - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SNAP drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for USD=X and SNAP.


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Drawdown Indicators


USD=XSNAPDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-95.27%

+95.27%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-62.03%

+62.03%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-77.48%

+77.48%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-95.27%

+95.27%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-93.67%

+93.67%

Average Drawdown

Average peak-to-trough decline

0.00%

-60.04%

+60.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

34.45%

-34.45%

Volatility

USD=X vs. SNAP - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Snap Inc. (SNAP) has a volatility of 12.67%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SNAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XSNAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

12.67%

-12.67%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

41.17%

-41.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

55.41%

-55.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

75.96%

-75.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

71.73%

-71.73%

Frequently Asked Questions


SNAP has higher volatility (12.67%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SNAP's -95.27%.

Portfolio Optimizer

Find the right allocation for USD=X and SNAP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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