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SHIB-USD vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SHIB-USD and ETH-USD is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

SHIB-USD vs. ETH-USD - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.08%
-55.22%
SHIB-USD
ETH-USD

Key characteristics

Sharpe Ratio

SHIB-USD:

0.06

ETH-USD:

-0.58

Sortino Ratio

SHIB-USD:

0.82

ETH-USD:

-0.53

Omega Ratio

SHIB-USD:

1.08

ETH-USD:

0.95

Calmar Ratio

SHIB-USD:

0.01

ETH-USD:

0.03

Martin Ratio

SHIB-USD:

0.15

ETH-USD:

-1.44

Ulcer Index

SHIB-USD:

37.74%

ETH-USD:

29.07%

Daily Std Dev

SHIB-USD:

75.65%

ETH-USD:

59.31%

Max Drawdown

SHIB-USD:

-92.10%

ETH-USD:

-93.96%

Current Drawdown

SHIB-USD:

-83.39%

ETH-USD:

-63.22%

Returns By Period

In the year-to-date period, SHIB-USD achieves a -34.81% return, which is significantly higher than ETH-USD's -46.89% return.


SHIB-USD

YTD

-34.81%

1M

-2.95%

6M

-16.66%

1Y

-46.40%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-46.89%

1M

-11.91%

6M

-27.34%

1Y

-43.93%

5Y*

55.12%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SHIB-USD vs. ETH-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 5353
Overall Rank
The Sharpe Ratio Rank of SHIB-USD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SHIB-USD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SHIB-USD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SHIB-USD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SHIB-USD is 5858
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1717
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 66
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 55
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 55
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. ETH-USD - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SHIB-USD, currently valued at 0.06, compared to the broader market0.001.002.003.004.00
SHIB-USD: 0.06
ETH-USD: -0.58
The chart of Sortino ratio for SHIB-USD, currently valued at 0.82, compared to the broader market00.001.002.003.004.00
SHIB-USD: 0.82
ETH-USD: -0.53
The chart of Omega ratio for SHIB-USD, currently valued at 1.08, compared to the broader market01.001.101.201.301.40
SHIB-USD: 1.08
ETH-USD: 0.95
The chart of Calmar ratio for SHIB-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
SHIB-USD: 0.01
ETH-USD: 0.03
The chart of Martin ratio for SHIB-USD, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.00
SHIB-USD: 0.15
ETH-USD: -1.44

The current SHIB-USD Sharpe Ratio is 0.06, which is higher than the ETH-USD Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of SHIB-USD and ETH-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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.06
-0.58
SHIB-USD
ETH-USD

Drawdowns

SHIB-USD vs. ETH-USD - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -92.10%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and ETH-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-83.39%
-63.22%
SHIB-USD
ETH-USD

Volatility

SHIB-USD vs. ETH-USD - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 23.37%, while Ethereum (ETH-USD) has a volatility of 27.48%. This indicates that SHIB-USD experiences smaller price fluctuations and is considered to be less risky than ETH-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%NovemberDecember2025FebruaryMarchApril
23.37%
27.48%
SHIB-USD
ETH-USD