PortfoliosLab logoPortfoliosLab logo
NASDX vs. SHIB-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

Loading charts...

Returns By Period

In the year-to-date period, NASDX achieves a 16.12% return, which is significantly higher than SHIB-USD's -38.90% return.


NASDX

1D
-1.88%
1M
-1.07%
6M
13.91%
YTD
16.12%
1Y
28.77%
3Y*
27.75%
5Y*
17.08%
10Y*
21.82%

SHIB-USD

1D
1.45%
1M
-16.63%
6M
-53.17%
YTD
-38.90%
1Y
-68.23%
3Y*
-19.60%
5Y*
-9.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NASDX vs. SHIB-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
16.12%21.00%36.91%54.69%-32.57%16.56%
SHIB-USD
Shiba Inu
-38.90%-67.39%104.35%28.13%-75.84%3,240.00%

Correlation

The correlation between NASDX and SHIB-USD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2021

0.22

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

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: 5353
Overall Rank
NASDX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 4545
Sortino Ratio Rank
NASDX Omega Ratio Rank: 4646
Omega Ratio Rank
NASDX Calmar Ratio Rank: 6565
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5757
Martin Ratio Rank

SHIB-USD
SHIB-USD Risk / Return Rank: 1616
Overall Rank
SHIB-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 2222
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 2121
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 2121
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 1010
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.

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.

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.


NASDXSHIB-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+4.06

Omega ratioGain probability vs. loss probability

1.28

0.82

+0.46

Calmar ratioReturn relative to maximum drawdown

2.46

-0.93

+3.39

Martin ratioReturn relative to average drawdown

8.93

-1.36

+10.29

NASDX vs. SHIB-USD - Sharpe Ratio Comparison

The current NASDX Sharpe Ratio is 1.58, which is higher than the SHIB-USD Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of NASDX and SHIB-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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 -94.88%. Use the drawdown chart below to compare losses from any high point for NASDX and SHIB-USD.


Loading charts...

Drawdown Indicators


NASDXSHIB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-94.88%

+11.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-73.26%

+61.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.71%

-88.47%

+65.76%

Max Drawdown (5Y)

Largest decline over 5 years

-35.33%

-94.88%

+59.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

Current Drawdown

Current decline from peak

-4.34%

-94.81%

+90.47%

Average Drawdown

Average peak-to-trough decline

-34.24%

-80.37%

+46.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

38.23%

-34.96%

Volatility

NASDX vs. SHIB-USD - Volatility Comparison

The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 8.35%, while Shiba Inu (SHIB-USD) has a volatility of 9.73%. 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.


Loading charts...

Volatility by Period


NASDXSHIB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

9.73%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

41.25%

-26.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

54.31%

-35.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

93.38%

-69.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

207.14%

-184.33%

Frequently Asked Questions


NASDX and SHIB-USD have a correlation of 0.30, 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 (9.73%) compared to NASDX (8.35%). In terms of maximum drawdown, NASDX dropped -83.16% vs SHIB-USD's -94.88%.

NASDX currently has the higher Sharpe Ratio (1.58 vs -1.04), 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.

Portfolio Optimizer

Find the right allocation for NASDX 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