NASDX vs. SHIB-USD
NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while SHIB-USD (Shiba Inu) is a cryptocurrency. Over the past 5 years, NASDX returned 16.19%/yr vs -3.58%/yr for SHIB-USD. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
NASDX vs. SHIB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NASDX achieves a 12.17% return, which is significantly higher than SHIB-USD's -27.43% return.
NASDX
- 1D
- 0.59%
- 1M
- -3.62%
- 6M
- 10.09%
- YTD
- 12.17%
- 1Y
- 24.90%
- 3Y*
- 25.86%
- 5Y*
- 16.19%
- 10Y*
- 21.08%
- ALL TIME*
- 8.49%
SHIB-USD
- 1D
- 1.83%
- 1M
- 12.61%
- 6M
- -27.22%
- YTD
- -27.43%
- 1Y
- -59.02%
- 3Y*
- -16.79%
- 5Y*
- -3.58%
- 10Y*
- —
- ALL TIME*
- 35.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SHIB-USD Shiba Inu | $834.79 | $518.50 | $521.19 |
NASDX vs. SHIB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 12.17% | 21.00% | 36.91% | 54.69% | -32.57% | 16.56% |
SHIB-USD Shiba Inu | -27.43% | -67.39% | 104.35% | 28.13% | -75.84% | 3,240.00% |
Correlation
The correlation between NASDX and SHIB-USD is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021 | 0.22 |
The correlation between NASDX and SHIB-USD shifts across timeframes, from 0.21 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NASDX vs. SHIB-USD — Risk / Return Rank
NASDX
SHIB-USD
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.
| NASDX | SHIB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.04 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.86 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | -0.83 | +2.72 |
| Martin ratioReturn relative to average drawdown | 6.14 | -1.20 | +7.33 |
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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 -94.93%. Use the drawdown chart below to compare losses from any high point for NASDX and SHIB-USD.
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Drawdown Indicators
| NASDX | SHIB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -94.93% | +11.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -71.24% | +59.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -88.58% | +65.87% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -94.93% | +59.60% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | — | — |
Current DrawdownCurrent decline from peak | -7.59% | -93.83% | +86.24% |
Average DrawdownAverage peak-to-trough decline | -34.18% | -80.51% | +46.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 36.04% | -32.37% |
Volatility
NASDX vs. SHIB-USD - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 6.80%, while Shiba Inu (SHIB-USD) has a volatility of 22.27%. 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.
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Volatility by Period
| NASDX | SHIB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 22.27% | -15.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.94% | 44.46% | -28.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 56.00% | -36.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.53% | 93.23% | -69.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 206.22% | -183.35% |
Frequently Asked Questions
NASDX and SHIB-USD have a correlation of 0.31, 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 (22.27%) compared to NASDX (6.80%). In terms of maximum drawdown, NASDX dropped -83.16% vs SHIB-USD's -94.93%.
NASDX currently has the higher Sharpe Ratio (1.17 vs -0.88), 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.
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