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SHIB-USD vs. DOT-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SHIB-USD vs. DOT-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHIB-USD achieves a -38.32% return, which is significantly higher than DOT-USD's -53.61% return.


SHIB-USD

1D
2.66%
1M
-10.34%
6M
-47.72%
YTD
-38.32%
1Y
-72.62%
3Y*
-18.46%
5Y*
-9.50%
10Y*
ALL TIME*
31.67%

DOT-USD

1D
1.33%
1M
-14.37%
6M
-59.11%
YTD
-53.61%
1Y
-81.51%
3Y*
-46.16%
5Y*
-42.49%
10Y*
ALL TIME*
-48.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SHIB-USD
Shiba Inu
-38.32%-67.39%104.35%28.13%-75.84%377.14%
DOT-USD
Polkadot
-53.61%-73.03%-22.95%96.80%-84.73%19.21%

Correlation

The correlation between SHIB-USD and DOT-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2021

0.23

Over the past year, SHIB-USD and DOT-USD have become more correlated (0.85) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

SHIB-USD vs. DOT-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: 1111
Overall Rank
SHIB-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 1616
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 1717
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 55
Martin Ratio Rank

DOT-USD
DOT-USD Risk / Return Rank: 1313
Overall Rank
DOT-USD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1111
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 1616
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 55
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 55
Martin Ratio Rank
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. DOT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Polkadot (DOT-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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHIB-USDDOT-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

0.79

0.78

0.00

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.99

0.00

Martin ratioReturn relative to average drawdown

-1.42

-1.42

0.00

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

The current SHIB-USD Sharpe Ratio is -1.12, which is comparable to the DOT-USD Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of SHIB-USD and DOT-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHIB-USD vs. DOT-USD - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -94.93%, roughly equal to the maximum DOT-USD drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and DOT-USD.


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Drawdown Indicators


SHIB-USDDOT-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.93%

-98.50%

+3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-73.47%

-82.23%

+8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-88.58%

-93.00%

+4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-94.93%

-98.50%

+3.57%

Current Drawdown

Current decline from peak

-94.76%

-98.46%

+3.70%

Average Drawdown

Average peak-to-trough decline

-80.41%

-81.42%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.47%

53.10%

-16.63%

Volatility

SHIB-USD vs. DOT-USD - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 10.00%, while Polkadot (DOT-USD) has a volatility of 13.34%. This indicates that SHIB-USD experiences smaller price fluctuations and is considered to be less risky than DOT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHIB-USDDOT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

13.34%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

40.98%

54.15%

-13.17%

Volatility (1Y)

Calculated over the trailing 1-year period

54.12%

70.21%

-16.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.23%

71.44%

+21.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

206.83%

72.24%

+134.59%

Frequently Asked Questions


SHIB-USD and DOT-USD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOT-USD has higher volatility (13.34%) compared to SHIB-USD (10.00%). In terms of maximum drawdown, SHIB-USD dropped -94.93% vs DOT-USD's -98.50%.

DOT-USD currently has the higher Sharpe Ratio (-0.96 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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