SHIB-USD vs. DOGE-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Shiba Inu (SHIB-USD) and Dogecoin (DOGE-USD).

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.

SHIB-USD vs. DOGE-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SHIB-USD Shiba Inu	-14.66%	-67.39%	104.35%	28.13%	-75.84%	3,240.00%
DOGE-USD Dogecoin	-22.98%	-62.82%	252.28%	27.54%	-58.78%	-53.45%

Returns By Period

In the year-to-date period, SHIB-USD achieves a -14.66% return, which is significantly higher than DOGE-USD's -22.98% return.

SHIB-USD

• 1D: -2.00%
• 1M: 7.30%
• YTD: -14.66%
• 6M: -53.55%
• 1Y: -51.20%
• 3Y*: -19.40%
• 5Y*: —
• 10Y*: —

DOGE-USD

• 1D: -2.05%
• 1M: 0.37%
• YTD: -22.98%
• 6M: -65.56%
• 1Y: -44.87%
• 3Y*: -2.04%
• 5Y*: 10.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SHIB-USD vs. DOGE-USD — Risk / Return Rank

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

SHIB-USD

SHIB-USD Risk / Return Rank: 29
SHIB-USD Sharpe Ratio Rank: 32
SHIB-USD Sortino Ratio Rank: 37
SHIB-USD Omega Ratio Rank: 38
SHIB-USD Calmar Ratio Rank: 26
SHIB-USD Martin Ratio Rank: 11

DOGE-USD

DOGE-USD Risk / Return Rank: 54
DOGE-USD Sharpe Ratio Rank: 56
DOGE-USD Sortino Ratio Rank: 60
DOGE-USD Omega Ratio Rank: 60
DOGE-USD Calmar Ratio Rank: 48
DOGE-USD Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHIB-USD vs. DOGE-USD - Risk-Adjusted Trends 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.

	SHIB-USD	DOGE-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.70	-0.51	-0.19
Sortino ratio Return per unit of downside risk	-0.88	-0.35	-0.52
Omega ratio Gain probability vs. loss probability	0.92	0.97	-0.05
Calmar ratio Return relative to maximum drawdown	-1.12	-1.07	-0.04
Martin ratio Return relative to average drawdown	-1.77	-1.60	-0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHIB-USD vs. DOGE-USD - Sharpe Ratio Comparison

The current SHIB-USD Sharpe Ratio is -0.70, which is lower than the DOGE-USD Sharpe Ratio of -0.51. 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.

Sharpe Ratios by Period

	SHIB-USD	DOGE-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	-0.51	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.13	-0.02

Correlation

The correlation between SHIB-USD and DOGE-USD is 0.78, 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.

Drawdowns

SHIB-USD vs. DOGE-USD - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -93.49%, roughly equal to the maximum DOGE-USD drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and DOGE-USD.

Drawdown Indicators

	SHIB-USD	DOGE-USD	Difference
Max Drawdown Largest peak-to-trough decline	-93.49%	-92.29%	-1.20%
Max Drawdown (1Y) Largest decline over 1 year	-69.07%	-69.49%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-92.29%	—
Current Drawdown Current decline from peak	-92.75%	-86.81%	-5.94%
Average Drawdown Average peak-to-trough decline	-80.10%	-74.91%	-5.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.69%	46.64%	-6.95%

Volatility

SHIB-USD vs. DOGE-USD - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 14.48%, while Dogecoin (DOGE-USD) has a volatility of 17.55%. 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.

Volatility by Period

	SHIB-USD	DOGE-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.48%	17.55%	-3.07%
Volatility (6M) Calculated over the trailing 6-month period	54.30%	59.90%	-5.60%
Volatility (1Y) Calculated over the trailing 1-year period	61.07%	73.51%	-12.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	341.10%	97.96%	+243.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	341.10%	768.86%	-427.76%