On the other hand, snow has a much higher specific heat than earth or rock (and most other things), and even at higher temperature, will suck up heat much faster than even significantly colder rock. You can demonstrate this simply. Put an ice-cube size rock in the freezer overnight. Next day, hold the rock in one hand and an ice cube in the other for a while, or drop each in a glass of water and feel the difference.
Thats why we use ice in our drinks instead of, say, chilled marbles, and why melting snow is such a lousy (if necessary) source of water.
For thermal qualities, give me dry rock, gravel or sand over snow any time. Frozen soil is somewhere in between.