SHIB-USD vs. LTC-USD

In the year-to-date period, SHIB-USD achieves a -42.28% return, which is significantly lower than LTC-USD's -19.16% return.

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This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Litecoin (LTC-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 current SHIB-USD Sharpe Ratio is -0.37, which is lower than the LTC-USD Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SHIB-USD and LTC-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.

The maximum SHIB-USD drawdown since its inception was -92.10%, smaller than the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and LTC-USD. For additional features, visit the drawdowns tool.

Shiba Inu (SHIB-USD) has a higher volatility of 18.39% compared to Litecoin (LTC-USD) at 16.91%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than LTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.