PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SHAK vs. CELH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHAK and CELH is 0.21, 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.


-0.50.00.51.00.2

Performance

SHAK vs. CELH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shake Shack Inc. (SHAK) and Celsius Holdings, Inc. (CELH). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
34.96%
-49.10%
SHAK
CELH

Key characteristics

Sharpe Ratio

SHAK:

1.59

CELH:

-0.88

Sortino Ratio

SHAK:

2.82

CELH:

-1.35

Omega Ratio

SHAK:

1.32

CELH:

0.84

Calmar Ratio

SHAK:

1.52

CELH:

-0.74

Martin Ratio

SHAK:

7.68

CELH:

-1.12

Ulcer Index

SHAK:

9.90%

CELH:

48.55%

Daily Std Dev

SHAK:

47.92%

CELH:

61.88%

Max Drawdown

SHAK:

-70.89%

CELH:

-99.79%

Current Drawdown

SHAK:

-14.43%

CELH:

-72.04%

Fundamentals

Market Cap

SHAK:

$5.64B

CELH:

$6.32B

EPS

SHAK:

$0.20

CELH:

$0.72

PE Ratio

SHAK:

664.05

CELH:

37.32

PEG Ratio

SHAK:

2.55

CELH:

1.30

Total Revenue (TTM)

SHAK:

$923.92M

CELH:

$1.02B

Gross Profit (TTM)

SHAK:

$139.77M

CELH:

$510.89M

EBITDA (TTM)

SHAK:

$81.59M

CELH:

$179.11M

Returns By Period

In the year-to-date period, SHAK achieves a -8.53% return, which is significantly lower than CELH's 2.01% return.


SHAK

YTD

-8.53%

1M

-9.77%

6M

34.97%

1Y

80.17%

5Y*

11.06%

10Y*

N/A

CELH

YTD

2.01%

1M

-15.48%

6M

-49.10%

1Y

-55.48%

5Y*

74.41%

10Y*

68.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SHAK vs. CELH — Risk-Adjusted Performance Rank

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

SHAK
The Risk-Adjusted Performance Rank of SHAK is 8989
Overall Rank
The Sharpe Ratio Rank of SHAK is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SHAK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SHAK is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SHAK is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SHAK is 8989
Martin Ratio Rank

CELH
The Risk-Adjusted Performance Rank of CELH is 1010
Overall Rank
The Sharpe Ratio Rank of CELH is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of CELH is 77
Sortino Ratio Rank
The Omega Ratio Rank of CELH is 99
Omega Ratio Rank
The Calmar Ratio Rank of CELH is 77
Calmar Ratio Rank
The Martin Ratio Rank of CELH is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHAK vs. CELH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shake Shack Inc. (SHAK) and Celsius Holdings, Inc. (CELH). 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.


Sharpe ratio
The chart of Sharpe ratio for SHAK, currently valued at 1.59, compared to the broader market-2.000.002.001.59-0.88
The chart of Sortino ratio for SHAK, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.82-1.35
The chart of Omega ratio for SHAK, currently valued at 1.32, compared to the broader market0.501.001.502.001.320.84
The chart of Calmar ratio for SHAK, currently valued at 1.52, compared to the broader market0.002.004.006.001.52-0.74
The chart of Martin ratio for SHAK, currently valued at 7.68, compared to the broader market0.0010.0020.007.68-1.12
SHAK
CELH

The current SHAK Sharpe Ratio is 1.59, which is higher than the CELH Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of SHAK and CELH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.59
-0.88
SHAK
CELH

Dividends

SHAK vs. CELH - Dividend Comparison

Neither SHAK nor CELH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SHAK vs. CELH - Drawdown Comparison

The maximum SHAK drawdown since its inception was -70.89%, smaller than the maximum CELH drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for SHAK and CELH. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.43%
-72.04%
SHAK
CELH

Volatility

SHAK vs. CELH - Volatility Comparison

The current volatility for Shake Shack Inc. (SHAK) is 9.42%, while Celsius Holdings, Inc. (CELH) has a volatility of 18.20%. This indicates that SHAK experiences smaller price fluctuations and is considered to be less risky than CELH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.42%
18.20%
SHAK
CELH

Financials

SHAK vs. CELH - Financials Comparison

This section allows you to compare key financial metrics between Shake Shack Inc. and Celsius Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab