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SHIB-USD vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SHIB-USD and BNB-USD is 0.29, 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.


Performance

SHIB-USD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shiba Inu (SHIB-USD) and Binance Coin (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SHIB-USD:

-0.43

BNB-USD:

0.24

Sortino Ratio

SHIB-USD:

1.09

BNB-USD:

1.51

Omega Ratio

SHIB-USD:

1.11

BNB-USD:

1.16

Calmar Ratio

SHIB-USD:

0.07

BNB-USD:

0.59

Martin Ratio

SHIB-USD:

0.54

BNB-USD:

3.48

Ulcer Index

SHIB-USD:

41.40%

BNB-USD:

13.11%

Daily Std Dev

SHIB-USD:

76.68%

BNB-USD:

43.44%

Max Drawdown

SHIB-USD:

-91.81%

BNB-USD:

-80.10%

Current Drawdown

SHIB-USD:

-81.21%

BNB-USD:

-13.08%

Returns By Period

In the year-to-date period, SHIB-USD achieves a -28.90% return, which is significantly lower than BNB-USD's -6.96% return.


SHIB-USD

YTD

-28.90%

1M

21.71%

6M

-39.50%

1Y

-36.99%

3Y*

8.29%

5Y*

N/A

10Y*

N/A

BNB-USD

YTD

-6.96%

1M

10.20%

6M

5.28%

1Y

13.49%

3Y*

28.58%

5Y*

107.01%

10Y*

N/A

*Annualized

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Shiba Inu

Binance Coin

Risk-Adjusted Performance

SHIB-USD vs. BNB-USD — Risk-Adjusted Performance Rank

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

SHIB-USD
The Risk-Adjusted Performance Rank of SHIB-USD is 4949
Overall Rank
The Sharpe Ratio Rank of SHIB-USD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SHIB-USD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SHIB-USD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SHIB-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SHIB-USD is 5252
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 7272
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7777
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.

SHIB-USD vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Binance Coin (BNB-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 -0.43, which is lower than the BNB-USD Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SHIB-USD and BNB-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.


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Drawdowns

SHIB-USD vs. BNB-USD - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -91.81%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and BNB-USD. For additional features, visit the drawdowns tool.


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Volatility

SHIB-USD vs. BNB-USD - Volatility Comparison

Shiba Inu (SHIB-USD) has a higher volatility of 25.16% compared to Binance Coin (BNB-USD) at 9.96%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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