SHIB-USD vs. MSTR
Compare and contrast key facts about Shiba Inu (SHIB-USD) and MicroStrategy Incorporated (MSTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHIB-USD or MSTR.
Key characteristics
| SHIB-USD | MSTR | |
|---|---|---|
| YTD Return | 157.55% | 464.56% |
| 1Y Return | 210.35% | 606.29% |
| 3Y Return (Ann) | -19.88% | 64.10% |
| Sharpe Ratio | -0.35 | 5.80 |
| Sortino Ratio | 0.07 | 4.29 |
| Omega Ratio | 1.01 | 1.51 |
| Calmar Ratio | 0.08 | 7.01 |
| Martin Ratio | -0.76 | 28.56 |
| Ulcer Index | 45.31% | 21.02% |
| Daily Std Dev | 98.43% | 103.52% |
| Max Drawdown | -92.10% | -99.86% |
| Current Drawdown | -67.91% | 0.00% |
Correlation
The correlation between SHIB-USD and MSTR is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SHIB-USD vs. MSTR - Performance Comparison
In the year-to-date period, SHIB-USD achieves a 157.55% return, which is significantly lower than MSTR's 464.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SHIB-USD vs. MSTR - Risk-Adjusted Performance Comparison
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.
Drawdowns
SHIB-USD vs. MSTR - Drawdown Comparison
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.
Volatility
SHIB-USD vs. MSTR - Volatility Comparison
Shiba Inu (SHIB-USD) and MicroStrategy Incorporated (MSTR) have volatilities of 32.27% and 32.95%, 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.