SHAK vs. CELH

Last updated Apr 2, 2026

Compare and contrast key facts about Shake Shack Inc. (SHAK) and Celsius Holdings, Inc. (CELH).

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.

SHAK vs. CELH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SHAK Shake Shack Inc.	11.73%	-37.47%	75.12%	78.47%	-42.45%	-14.89%	42.32%	31.15%	5.14%	20.70%
CELH Celsius Holdings, Inc.	-24.95%	73.65%	-51.69%	57.21%	39.52%	48.22%	941.61%	39.19%	-33.90%	114.29%

Fundamentals

EPS SHAK : $1.09 CELH : $0.66
PE Ratio SHAK : 83.03 CELH : 52.33
PEG Ratio SHAK : 1.16 CELH : 0.06
PS Ratio SHAK : 2.63 CELH : 2.16
Total Revenue (TTM) SHAK : $1.45B CELH : $2.52B
Gross Profit (TTM) SHAK : $0.00 CELH : $1.27B
EBITDA (TTM) SHAK : $173.07M CELH : $171.79M

Returns By Period

In the year-to-date period, SHAK achieves a 11.73% return, which is significantly higher than CELH's -24.95% return. Over the past 10 years, SHAK has underperformed CELH with an annualized return of 9.42%, while CELH has yielded a comparatively higher 47.38% annualized return.

SHAK

• 1D: 2.51%
• 1M: -3.97%
• YTD: 11.73%
• 6M: -1.02%
• 1Y: -0.34%
• 3Y*: 17.79%
• 5Y*: -4.38%
• 10Y*: 9.42%

CELH

• 1D: -3.24%
• 1M: -30.29%
• YTD: -24.95%
• 6M: -40.30%
• 1Y: -3.92%
• 3Y*: 3.48%
• 5Y*: 15.75%
• 10Y*: 47.38%

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

Return for Risk

SHAK vs. CELH — Risk / Return Rank

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

SHAK

SHAK Risk / Return Rank: 39
SHAK Sharpe Ratio Rank: 40
SHAK Sortino Ratio Rank: 38
SHAK Omega Ratio Rank: 37
SHAK Calmar Ratio Rank: 42
SHAK Martin Ratio Rank: 42

CELH

CELH Risk / Return Rank: 37
CELH Sharpe Ratio Rank: 37
CELH Sortino Ratio Rank: 35
CELH Omega Ratio Rank: 36
CELH Calmar Ratio Rank: 38
CELH Martin Ratio Rank: 37

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.

SHAK vs. CELH - Risk-Adjusted Trends 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.

	SHAK	CELH	Difference
Sharpe ratio Return per unit of total volatility	-0.01	-0.07	+0.06
Sortino ratio Return per unit of downside risk	0.34	0.29	+0.05
Omega ratio Gain probability vs. loss probability	1.04	1.04	0.00
Calmar ratio Return relative to maximum drawdown	0.06	-0.08	+0.14
Martin ratio Return relative to average drawdown	0.10	-0.18	+0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHAK vs. CELH - Sharpe Ratio Comparison

The current SHAK Sharpe Ratio is -0.01, which is higher than the CELH Sharpe Ratio of -0.07. 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.

Sharpe Ratios by Period

	SHAK	CELH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	-0.07	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.24	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.70	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.70	-0.58

Correlation

The correlation between SHAK and CELH is 0.23, 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.

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 -77.86%. Use the drawdown chart below to compare losses from any high point for SHAK and CELH.

Drawdown Indicators

	SHAK	CELH	Difference
Max Drawdown Largest peak-to-trough decline	-70.89%	-77.86%	+6.97%
Max Drawdown (1Y) Largest decline over 1 year	-45.70%	-47.87%	+2.17%
Max Drawdown (5Y) Largest decline over 5 years	-68.01%	-77.86%	+9.85%
Max Drawdown (10Y) Largest decline over 10 years	-70.89%	-77.86%	+6.97%
Current Drawdown Current decline from peak	-36.15%	-64.28%	+28.13%
Average Drawdown Average peak-to-trough decline	-41.04%	-27.16%	-13.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.61%	20.02%	+8.59%

Volatility

SHAK vs. CELH - Volatility Comparison

Shake Shack Inc. (SHAK) and Celsius Holdings, Inc. (CELH) have volatilities of 14.82% and 15.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHAK	CELH	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.82%	15.34%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	31.28%	45.25%	-13.97%
Volatility (1Y) Calculated over the trailing 1-year period	48.66%	54.91%	-6.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.20%	66.64%	-16.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.45%	68.75%	-19.30%

Financials