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

Performance

SHIB-USD vs. ETC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shiba Inu (SHIB-USD) and Ethereum Classic (ETC-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 -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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
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

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

SHIB-USD
SHIB-USD Risk / Return Rank: 2828
Overall Rank
SHIB-USD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 3131
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 2727
Martin Ratio Rank

ETC-USD
ETC-USD Risk / Return Rank: 4242
Overall Rank
ETC-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 4242
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 4545
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 4545
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. 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-USDETC-USDDifference
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

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

The current SHIB-USD Sharpe Ratio is -0.93, which is comparable to the ETC-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of SHIB-USD and ETC-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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Sharpe Ratios by Period


SHIB-USDETC-USDDifference

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-USDETC-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-94.25%

-95.06%

+0.81%

Average Drawdown

Average peak-to-trough decline

-80.14%

-73.68%

-6.46%

Ulcer Index

Depth 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-USDETC-USDDifference

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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