PortfoliosLab logo
SHIB-USD vs. MSTR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SHIB-USD and MSTR is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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 MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-61.75%
515.21%
SHIB-USD
MSTR

Key characteristics

Sharpe Ratio

SHIB-USD:

-0.01

MSTR:

1.60

Sortino Ratio

SHIB-USD:

0.72

MSTR:

2.41

Omega Ratio

SHIB-USD:

1.07

MSTR:

1.28

Calmar Ratio

SHIB-USD:

0.00

MSTR:

2.45

Martin Ratio

SHIB-USD:

-0.02

MSTR:

6.93

Ulcer Index

SHIB-USD:

37.56%

MSTR:

23.75%

Daily Std Dev

SHIB-USD:

75.64%

MSTR:

102.96%

Max Drawdown

SHIB-USD:

-92.10%

MSTR:

-99.86%

Current Drawdown

SHIB-USD:

-83.67%

MSTR:

-26.06%

Returns By Period

In the year-to-date period, SHIB-USD achieves a -35.93% return, which is significantly lower than MSTR's 20.97% return.


SHIB-USD

YTD

-35.93%

1M

-2.25%

6M

-24.85%

1Y

-47.21%

5Y*

N/A

10Y*

N/A

MSTR

YTD

20.97%

1M

2.50%

6M

48.52%

1Y

176.80%

5Y*

95.01%

10Y*

35.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SHIB-USD vs. MSTR — Risk-Adjusted Performance Rank

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

SHIB-USD
The Risk-Adjusted Performance Rank of SHIB-USD is 4444
Overall Rank
The Sharpe Ratio Rank of SHIB-USD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SHIB-USD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SHIB-USD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SHIB-USD is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SHIB-USD is 5353
Martin Ratio Rank

MSTR
The Risk-Adjusted Performance Rank of MSTR is 9191
Overall Rank
The Sharpe Ratio Rank of MSTR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MSTR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of MSTR is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MSTR is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SHIB-USD, currently valued at 0.03, compared to the broader market0.001.002.003.004.00
SHIB-USD: 0.03
MSTR: 2.93
The chart of Sortino ratio for SHIB-USD, currently valued at 0.78, compared to the broader market0.001.002.003.004.00
SHIB-USD: 0.78
MSTR: 3.15
The chart of Omega ratio for SHIB-USD, currently valued at 1.08, compared to the broader market0.901.001.101.201.301.40
SHIB-USD: 1.08
MSTR: 1.37
The chart of Calmar ratio for SHIB-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
SHIB-USD: 0.00
MSTR: 4.17
The chart of Martin ratio for SHIB-USD, currently valued at 0.08, compared to the broader market0.005.0010.0015.0020.0025.00
SHIB-USD: 0.08
MSTR: 12.41

The current SHIB-USD Sharpe Ratio is -0.01, which is lower than the MSTR Sharpe Ratio of 1.60. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.03
2.93
SHIB-USD
MSTR

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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-83.67%
-26.06%
SHIB-USD
MSTR

Volatility

SHIB-USD vs. MSTR - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 23.30%, while MicroStrategy Incorporated (MSTR) has a volatility of 36.21%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
23.30%
36.21%
SHIB-USD
MSTR