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

Correlation

The correlation between SHIB-USD and BTC-USD is 0.28, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SHIB-USD vs. BTC-USD - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-61.08%
68.18%
SHIB-USD
BTC-USD

Key characteristics

Sharpe Ratio

SHIB-USD:

0.06

BTC-USD:

2.03

Sortino Ratio

SHIB-USD:

0.82

BTC-USD:

2.63

Omega Ratio

SHIB-USD:

1.08

BTC-USD:

1.27

Calmar Ratio

SHIB-USD:

0.01

BTC-USD:

1.83

Martin Ratio

SHIB-USD:

0.15

BTC-USD:

9.11

Ulcer Index

SHIB-USD:

37.74%

BTC-USD:

11.34%

Daily Std Dev

SHIB-USD:

75.65%

BTC-USD:

42.81%

Max Drawdown

SHIB-USD:

-92.10%

BTC-USD:

-93.07%

Current Drawdown

SHIB-USD:

-83.39%

BTC-USD:

-11.50%

Returns By Period

In the year-to-date period, SHIB-USD achieves a -34.81% return, which is significantly lower than BTC-USD's 0.55% return.


SHIB-USD

YTD

-34.81%

1M

-2.95%

6M

-16.66%

1Y

-46.40%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.55%

1M

8.10%

6M

40.97%

1Y

45.69%

5Y*

65.05%

10Y*

82.80%

*Annualized

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Risk-Adjusted Performance

SHIB-USD vs. BTC-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 5353
Overall Rank
The Sharpe Ratio Rank of SHIB-USD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SHIB-USD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SHIB-USD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SHIB-USD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SHIB-USD is 5858
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9393
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Bitcoin (BTC-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 chart of Sharpe ratio for SHIB-USD, currently valued at 0.06, compared to the broader market0.001.002.003.004.00
SHIB-USD: 0.06
BTC-USD: 2.03
The chart of Sortino ratio for SHIB-USD, currently valued at 0.82, compared to the broader market0.001.002.003.004.00
SHIB-USD: 0.82
BTC-USD: 2.63
The chart of Omega ratio for SHIB-USD, currently valued at 1.08, compared to the broader market1.001.101.201.301.40
SHIB-USD: 1.08
BTC-USD: 1.27
The chart of Calmar ratio for SHIB-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
SHIB-USD: 0.01
BTC-USD: 1.83
The chart of Martin ratio for SHIB-USD, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.00
SHIB-USD: 0.15
BTC-USD: 9.11

The current SHIB-USD Sharpe Ratio is 0.06, which is lower than the BTC-USD Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SHIB-USD and BTC-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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.06
2.03
SHIB-USD
BTC-USD

Drawdowns

SHIB-USD vs. BTC-USD - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -92.10%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-83.39%
-11.50%
SHIB-USD
BTC-USD

Volatility

SHIB-USD vs. BTC-USD - Volatility Comparison

Shiba Inu (SHIB-USD) has a higher volatility of 23.37% compared to Bitcoin (BTC-USD) at 16.26%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
23.37%
16.26%
SHIB-USD
BTC-USD