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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 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%AugustSeptemberOctoberNovemberDecember2025
36.08%
231.50%
SHIB-USD
DOGE-USD

Key characteristics

Sharpe Ratio

SHIB-USD:

0.13

DOGE-USD:

3.79

Sortino Ratio

SHIB-USD:

0.95

DOGE-USD:

3.61

Omega Ratio

SHIB-USD:

1.09

DOGE-USD:

1.35

Calmar Ratio

SHIB-USD:

0.03

DOGE-USD:

2.90

Martin Ratio

SHIB-USD:

0.35

DOGE-USD:

13.09

Ulcer Index

SHIB-USD:

34.49%

DOGE-USD:

27.86%

Daily Std Dev

SHIB-USD:

100.04%

DOGE-USD:

86.77%

Max Drawdown

SHIB-USD:

-92.10%

DOGE-USD:

-95.27%

Current Drawdown

SHIB-USD:

-70.78%

DOGE-USD:

-40.05%

Returns By Period

In the year-to-date period, SHIB-USD achieves a 14.66% return, which is significantly lower than DOGE-USD's 31.76% return.


SHIB-USD

YTD

14.66%

1M

0.94%

6M

36.10%

1Y

163.61%

5Y*

N/A

10Y*

N/A

DOGE-USD

YTD

31.76%

1M

16.17%

6M

231.48%

1Y

433.34%

5Y*

180.90%

10Y*

122.38%

*Annualized

Compare stocks, funds, or ETFs

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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 4646
Overall Rank
The Sharpe Ratio Rank of SHIB-USD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SHIB-USD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SHIB-USD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SHIB-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SHIB-USD is 4545
Martin Ratio Rank

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 9292
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 9292
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.


Sharpe ratio
The chart of Sharpe ratio for SHIB-USD, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.000.133.79
The chart of Sortino ratio for SHIB-USD, currently valued at 0.95, compared to the broader market0.002.004.006.000.953.61
The chart of Omega ratio for SHIB-USD, currently valued at 1.09, compared to the broader market1.001.201.401.601.091.35
The chart of Calmar ratio for SHIB-USD, currently valued at 0.03, compared to the broader market2.004.006.008.000.032.98
The chart of Martin ratio for SHIB-USD, currently valued at 0.35, compared to the broader market0.0020.0040.0060.000.3513.09
SHIB-USD
DOGE-USD

The current SHIB-USD Sharpe Ratio is 0.13, which is lower than the DOGE-USD Sharpe Ratio of 3.79. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.13
3.79
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%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-70.78%
-28.63%
SHIB-USD
DOGE-USD

Volatility

SHIB-USD vs. DOGE-USD - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 24.72%, while Dogecoin (DOGE-USD) has a volatility of 29.24%. 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.


15.00%20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
24.72%
29.24%
SHIB-USD
DOGE-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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