SHIB-USD vs. LTC-USD

In the year-to-date period, SHIB-USD achieves a -35.93% return, which is significantly lower than LTC-USD's -19.25% 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 -0.01, which is lower than the LTC-USD Sharpe Ratio of 0.54. 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) and Litecoin (LTC-USD) have volatilities of 23.45% and 23.33%, 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.