SHIB-USD vs. MSTR

In the year-to-date period, SHIB-USD achieves a 14.66% return, which is significantly lower than MSTR's 36.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and MicroStrategy Incorporated (MSTR). 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 0.13, which is lower than the MSTR Sharpe Ratio of 6.27. The chart below compares the historical Sharpe Ratios of SHIB-USD and MSTR, 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 MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and MSTR. For additional features, visit the drawdowns tool.

The current volatility for Shiba Inu (SHIB-USD) is 24.72%, while MicroStrategy Incorporated (MSTR) has a volatility of 31.25%. This indicates that SHIB-USD experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.