BNB-USD vs. SHIB-USD
BNB-USD (BNB) and SHIB-USD (Shiba Inu) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 12.09%/yr vs -4.93%/yr for SHIB-USD. Their 0.63 correlation means they have sometimes moved together and sometimes differently.
Performance
BNB-USD vs. SHIB-USD - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with BNB-USD having a -33.83% return and SHIB-USD slightly higher at -32.37%.
BNB-USD
- 1D
- 0.10%
- 1M
- 2.28%
- 6M
- -36.64%
- YTD
- -33.83%
- 1Y
- -29.03%
- 3Y*
- 33.07%
- 5Y*
- 12.09%
- 10Y*
- —
- ALL TIME*
- 90.73%
SHIB-USD
- 1D
- 0.65%
- 1M
- 9.65%
- 6M
- -40.18%
- YTD
- -32.37%
- 1Y
- -64.48%
- 3Y*
- -17.44%
- 5Y*
- -4.93%
- 10Y*
- —
- ALL TIME*
- 33.81%
Liquidity Comparison
BNB-USD vs. SHIB-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and SHIB-USD is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021 | 0.63 |
The correlation between BNB-USD and SHIB-USD shifts across timeframes, from 0.63 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BNB-USD vs. SHIB-USD — Risk / Return Rank
BNB-USD
SHIB-USD
BNB-USD vs. SHIB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Shiba Inu (SHIB-USD). 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.
| BNB-USD | SHIB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.84 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.91 | +0.41 |
| Martin ratioReturn relative to average drawdown | -0.72 | -1.32 | +0.60 |
Loading charts...
Drawdowns
BNB-USD vs. SHIB-USD - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum SHIB-USD drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for BNB-USD and SHIB-USD.
Loading charts...
Drawdown Indicators
| BNB-USD | SHIB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -94.93% | +15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -71.24% | +12.99% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -88.58% | +30.33% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -94.93% | +25.04% |
Current DrawdownCurrent decline from peak | -56.29% | -94.25% | +37.96% |
Average DrawdownAverage peak-to-trough decline | -38.96% | -80.48% | +41.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 35.41% | -5.77% |
Volatility
BNB-USD vs. SHIB-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 6.78%, while Shiba Inu (SHIB-USD) has a volatility of 22.38%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than SHIB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BNB-USD | SHIB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 22.38% | -15.60% |
Volatility (6M)Calculated over the trailing 6-month period | 34.09% | 45.27% | -11.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.00% | 56.05% | -12.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.94% | 93.22% | -44.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.53% | 206.49% | -126.96% |
Frequently Asked Questions
BNB-USD and SHIB-USD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHIB-USD has higher volatility (22.38%) compared to BNB-USD (6.78%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs SHIB-USD's -94.93%.
BNB-USD currently has the higher Sharpe Ratio (-0.55 vs -0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BNB-USD and SHIB-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer