SHIB-USD vs. AVAX-USD

In the year-to-date period, SHIB-USD achieves a -39.99% return, which is significantly higher than AVAX-USD's -44.54% return.

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This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Avalanche (AVAX-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.

The current SHIB-USD Sharpe Ratio is -0.37, which is comparable to the AVAX-USD Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of SHIB-USD and AVAX-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.

The maximum SHIB-USD drawdown since its inception was -92.10%, roughly equal to the maximum AVAX-USD drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and AVAX-USD. For additional features, visit the drawdowns tool.

The current volatility for Shiba Inu (SHIB-USD) is 23.86%, while Avalanche (AVAX-USD) has a volatility of 34.53%. This indicates that SHIB-USD experiences smaller price fluctuations and is considered to be less risky than AVAX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.