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SHIB-USD vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility

Performance

SHIB-USD vs. MSTR - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with SHIB-USD having a -36.28% return and MSTR slightly lower at -38.05%.


SHIB-USD

1D
-3.73%
1M
-21.04%
YTD
-36.28%
6M
-39.11%
1Y
-62.51%
3Y*
-17.65%
5Y*
-8.91%
10Y*

MSTR

1D
-9.35%
1M
-41.13%
YTD
-38.05%
6M
-40.69%
1Y
-75.03%
3Y*
41.95%
5Y*
11.34%
10Y*
18.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHIB-USD vs. MSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHIB-USD
Shiba Inu
-36.28%-67.39%104.35%28.13%-75.84%3,240.00%
MSTR
Strategy Inc
-38.05%-47.53%358.54%346.15%-74.00%-26.44%

Correlation

The correlation between SHIB-USD and MSTR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2021

0.41

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Return for Risk

SHIB-USD vs. MSTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHIB-USD
SHIB-USD Risk / Return Rank: 2323
Overall Rank
SHIB-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 2525
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 2727
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 2626
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 2525
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 55
Overall Rank
MSTR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 22
Sortino Ratio Rank
MSTR Omega Ratio Rank: 55
Omega Ratio Rank
MSTR Calmar Ratio Rank: 44
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHIB-USD vs. MSTR - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHIB-USDMSTRDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

0.85

0.78

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.95

+0.08

Martin ratioReturn relative to average drawdown

-1.32

-1.38

+0.06

SHIB-USD vs. MSTR - Sharpe Ratio Comparison

The current SHIB-USD Sharpe Ratio is -0.94, which is comparable to the MSTR Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of SHIB-USD and MSTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHIB-USD vs. MSTR - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -94.59%, 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.


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Drawdown Indicators


SHIB-USDMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-94.59%

-99.86%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-71.71%

-79.35%

+7.64%

Max Drawdown (3Y)

Largest decline over 3 years

-87.80%

-80.13%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-94.59%

-84.11%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

Current Drawdown

Current decline from peak

-94.59%

-80.13%

-14.46%

Average Drawdown

Average peak-to-trough decline

-80.22%

-86.44%

+6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.83%

54.47%

-17.64%

Volatility

SHIB-USD vs. MSTR - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 14.54%, while Strategy Inc (MSTR) has a volatility of 23.29%. 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.


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Volatility by Period


SHIB-USDMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.54%

23.29%

-8.75%

Volatility (6M)

Calculated over the trailing 6-month period

45.11%

58.20%

-13.09%

Volatility (1Y)

Calculated over the trailing 1-year period

55.15%

72.58%

-17.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.21%

90.65%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

208.21%

73.95%

+134.26%

Frequently Asked Questions


SHIB-USD and MSTR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (23.29%) compared to SHIB-USD (14.54%). In terms of maximum drawdown, SHIB-USD dropped -94.59% vs MSTR's -99.86%.

SHIB-USD currently has the higher Sharpe Ratio (-0.94 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SHIB-USD and MSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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