NASDX vs. SHIB-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Shiba Inu (SHIB-USD).

NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.

Performance

NASDX vs. SHIB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Shiba Inu (SHIB-USD). The values are adjusted to include any dividend payments, if applicable.

NASDX vs. SHIB-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares	-6.04%	21.00%	36.91%	54.69%	-32.57%	16.45%
SHIB-USD Shiba Inu	-12.77%	-67.39%	104.35%	28.13%	-75.84%	3,240.00%

Returns By Period

In the year-to-date period, NASDX achieves a -6.04% return, which is significantly higher than SHIB-USD's -12.77% return.

NASDX

• 1D: 3.39%
• 1M: -5.03%
• YTD: -6.04%
• 6M: -4.08%
• 1Y: 22.65%
• 3Y*: 25.90%
• 5Y*: 14.78%
• 10Y*: 19.48%

SHIB-USD

• 1D: 1.18%
• 1M: 9.07%
• YTD: -12.77%
• 6M: -51.53%
• 1Y: -52.60%
• 3Y*: -17.75%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NASDX vs. SHIB-USD — Risk / Return Rank

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

NASDX

NASDX Risk / Return Rank: 65
NASDX Sharpe Ratio Rank: 54
NASDX Sortino Ratio Rank: 61
NASDX Omega Ratio Rank: 57
NASDX Calmar Ratio Rank: 78
NASDX Martin Ratio Rank: 73

SHIB-USD

SHIB-USD Risk / Return Rank: 29
SHIB-USD Sharpe Ratio Rank: 30
SHIB-USD Sortino Ratio Rank: 32
SHIB-USD Omega Ratio Rank: 34
SHIB-USD Calmar Ratio Rank: 31
SHIB-USD Martin Ratio Rank: 17

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.

NASDX vs. SHIB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) 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.

	NASDX	SHIB-USD	Difference
Sharpe ratio Return per unit of total volatility	1.04	-0.72	+1.76
Sortino ratio Return per unit of downside risk	1.63	-0.93	+2.55
Omega ratio Gain probability vs. loss probability	1.23	0.91	+0.32
Calmar ratio Return relative to maximum drawdown	1.87	-1.11	+2.99
Martin ratio Return relative to average drawdown	7.07	-1.78	+8.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NASDX vs. SHIB-USD - Sharpe Ratio Comparison

The current NASDX Sharpe Ratio is 1.04, which is higher than the SHIB-USD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of NASDX and SHIB-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NASDX	SHIB-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	-0.72	+1.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.11	+0.19

Correlation

The correlation between NASDX and SHIB-USD is 0.22, 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.

Drawdowns

NASDX vs. SHIB-USD - Drawdown Comparison

The maximum NASDX drawdown since its inception was -83.16%, smaller than the maximum SHIB-USD drawdown of -93.49%. Use the drawdown chart below to compare losses from any high point for NASDX and SHIB-USD.

Drawdown Indicators

	NASDX	SHIB-USD	Difference
Max Drawdown Largest peak-to-trough decline	-83.16%	-93.49%	+10.33%
Max Drawdown (1Y) Largest decline over 1 year	-12.70%	-69.07%	+56.37%
Max Drawdown (5Y) Largest decline over 5 years	-35.33%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.33%	—	—
Current Drawdown Current decline from peak	-8.91%	-92.59%	+83.68%
Average Drawdown Average peak-to-trough decline	-34.59%	-80.10%	+45.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	39.51%	-36.14%

Volatility

NASDX vs. SHIB-USD - Volatility Comparison

The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 6.54%, while Shiba Inu (SHIB-USD) has a volatility of 14.32%. This indicates that NASDX 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.

Volatility by Period

	NASDX	SHIB-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.54%	14.32%	-7.78%
Volatility (6M) Calculated over the trailing 6-month period	12.89%	54.34%	-41.45%
Volatility (1Y) Calculated over the trailing 1-year period	22.75%	61.09%	-38.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.07%	341.19%	-318.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.63%	341.19%	-318.56%