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

Correlation

The correlation between SHIB-USD and DOGE-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. DOGE-USD - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.75%
-61.37%
SHIB-USD
DOGE-USD

Key characteristics

Sharpe Ratio

SHIB-USD:

-0.01

DOGE-USD:

1.19

Sortino Ratio

SHIB-USD:

0.72

DOGE-USD:

2.04

Omega Ratio

SHIB-USD:

1.07

DOGE-USD:

1.21

Calmar Ratio

SHIB-USD:

0.00

DOGE-USD:

0.75

Martin Ratio

SHIB-USD:

-0.02

DOGE-USD:

3.46

Ulcer Index

SHIB-USD:

37.56%

DOGE-USD:

35.61%

Daily Std Dev

SHIB-USD:

75.64%

DOGE-USD:

80.96%

Max Drawdown

SHIB-USD:

-92.10%

DOGE-USD:

-95.27%

Current Drawdown

SHIB-USD:

-83.67%

DOGE-USD:

-74.26%

Returns By Period

In the year-to-date period, SHIB-USD achieves a -35.93% return, which is significantly higher than DOGE-USD's -43.42% return.


SHIB-USD

YTD

-35.93%

1M

-2.25%

6M

-24.85%

1Y

-47.21%

5Y*

N/A

10Y*

N/A

DOGE-USD

YTD

-43.42%

1M

-6.45%

6M

25.79%

1Y

18.00%

5Y*

142.81%

10Y*

110.61%

*Annualized

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Risk-Adjusted Performance

SHIB-USD vs. DOGE-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 4444
Overall Rank
The Sharpe Ratio Rank of SHIB-USD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SHIB-USD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SHIB-USD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SHIB-USD is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SHIB-USD is 5353
Martin Ratio Rank

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8585
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8585
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. DOGE-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Dogecoin (DOGE-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 -0.01, compared to the broader market0.001.002.003.004.00
SHIB-USD: -0.01
DOGE-USD: 1.19
The chart of Sortino ratio for SHIB-USD, currently valued at 0.72, compared to the broader market0.001.002.003.004.00
SHIB-USD: 0.72
DOGE-USD: 2.04
The chart of Omega ratio for SHIB-USD, currently valued at 1.07, compared to the broader market0.901.001.101.201.301.40
SHIB-USD: 1.07
DOGE-USD: 1.21
The chart of Calmar ratio for SHIB-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
SHIB-USD: 0.00
DOGE-USD: 0.77
The chart of Martin ratio for SHIB-USD, currently valued at -0.02, compared to the broader market0.005.0010.0015.0020.0025.00
SHIB-USD: -0.02
DOGE-USD: 3.46

The current SHIB-USD Sharpe Ratio is -0.01, which is lower than the DOGE-USD Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SHIB-USD and DOGE-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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.01
1.19
SHIB-USD
DOGE-USD

Drawdowns

SHIB-USD vs. DOGE-USD - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -92.10%, roughly equal to the maximum DOGE-USD drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and DOGE-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-83.67%
-69.35%
SHIB-USD
DOGE-USD

Volatility

SHIB-USD vs. DOGE-USD - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 23.45%, while Dogecoin (DOGE-USD) has a volatility of 27.70%. This indicates that SHIB-USD experiences smaller price fluctuations and is considered to be less risky than DOGE-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
23.45%
27.70%
SHIB-USD
DOGE-USD