SHIB-USD vs. ETC-USD
SHIB-USD (Shiba Inu) and ETC-USD (Ethereum Classic) are both cryptocurrencies. Over the past 5 years, SHIB-USD returned -7.82%/yr vs -35.49%/yr for ETC-USD. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
SHIB-USD vs. ETC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SHIB-USD achieves a -32.37% return, which is significantly higher than ETC-USD's -39.13% return.
SHIB-USD
- 1D
- -1.27%
- 1M
- -26.84%
- YTD
- -32.37%
- 6M
- -45.69%
- 1Y
- -62.72%
- 3Y*
- -16.06%
- 5Y*
- -7.82%
- 10Y*
- —
ETC-USD
- 1D
- -1.97%
- 1M
- -27.32%
- YTD
- -39.13%
- 6M
- -48.14%
- 1Y
- -58.85%
- 3Y*
- -25.64%
- 5Y*
- -35.49%
- 10Y*
- —
SHIB-USD vs. ETC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SHIB-USD Shiba Inu | -32.37% | -67.39% | 104.35% | 28.13% | -75.84% | 3,240.00% |
ETC-USD Ethereum Classic | -39.13% | -54.13% | 13.87% | 39.62% | -53.90% | 18.10% |
Correlation
The correlation between SHIB-USD and ETC-USD is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021 | 0.70 |
The correlation between SHIB-USD and ETC-USD shifts across timeframes, from 0.70 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHIB-USD vs. ETC-USD — Risk / Return Rank
SHIB-USD
ETC-USD
SHIB-USD vs. ETC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Ethereum Classic (ETC-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 | ETC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.88 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.81 | -0.08 |
| Martin ratioReturn relative to average drawdown | -1.39 | -1.25 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHIB-USD | ETC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | -0.80 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | -0.40 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.14 | -0.01 |
Drawdowns
SHIB-USD vs. ETC-USD - Drawdown Comparison
The maximum SHIB-USD drawdown since its inception was -94.38%, roughly equal to the maximum ETC-USD drawdown of -95.18%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and ETC-USD.
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Drawdown Indicators
| SHIB-USD | ETC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.38% | -95.18% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -70.62% | -72.46% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -87.33% | -82.26% | -5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -94.38% | -90.94% | -3.44% |
Current DrawdownCurrent decline from peak | -94.25% | -95.06% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -80.14% | -73.68% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.51% | 46.55% | -2.04% |
Volatility
SHIB-USD vs. ETC-USD - Volatility Comparison
Shiba Inu (SHIB-USD) and Ethereum Classic (ETC-USD) have volatilities of 14.65% and 14.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHIB-USD | ETC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.65% | 14.41% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 45.88% | 43.99% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.90% | 60.87% | -4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.58% | 73.44% | +22.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 209.13% | 129.89% | +79.24% |
Frequently Asked Questions
With a correlation of 0.90, SHIB-USD and ETC-USD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SHIB-USD has higher volatility (14.65%) compared to ETC-USD (14.41%). In terms of maximum drawdown, SHIB-USD dropped -94.38% vs ETC-USD's -95.18%.
ETC-USD currently has the higher Sharpe Ratio (-0.80 vs -0.93), 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.
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