SHIB-USD vs. NASDX
SHIB-USD (Shiba Inu) is a cryptocurrency, while NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Over the past 5 years, SHIB-USD returned -4.13%/yr vs 16.05%/yr for NASDX. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
SHIB-USD vs. NASDX - Performance Comparison
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Returns By Period
In the year-to-date period, SHIB-USD achieves a -29.46% return, which is significantly lower than NASDX's 11.51% return.
SHIB-USD
- 1D
- 0.83%
- 1M
- 9.46%
- 6M
- -26.48%
- YTD
- -29.46%
- 1Y
- -58.92%
- 3Y*
- -16.27%
- 5Y*
- -4.13%
- 10Y*
- —
- ALL TIME*
- 34.80%
NASDX
- 1D
- 3.35%
- 1M
- -4.19%
- 6M
- 10.25%
- YTD
- 11.51%
- 1Y
- 24.16%
- 3Y*
- 25.50%
- 5Y*
- 16.05%
- 10Y*
- 20.92%
- ALL TIME*
- 8.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SHIB-USD Shiba Inu | $820.08 | $513.48 | $526.40 |
SHIB-USD vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SHIB-USD Shiba Inu | -29.46% | -67.39% | 104.35% | 28.13% | -75.84% | 3,240.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 11.51% | 21.00% | 36.91% | 54.69% | -32.57% | 16.56% |
Correlation
The correlation between SHIB-USD and NASDX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021 | 0.22 |
The correlation between SHIB-USD and NASDX shifts across timeframes, from 0.21 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHIB-USD vs. NASDX — Risk / Return Rank
SHIB-USD
NASDX
SHIB-USD vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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-USD | NASDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 1.78 | -2.60 |
| Martin ratioReturn relative to average drawdown | -1.20 | 5.80 | -7.00 |
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Drawdowns
SHIB-USD vs. NASDX - Drawdown Comparison
The maximum SHIB-USD drawdown since its inception was -94.93%, which is greater than NASDX's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and NASDX.
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Drawdown Indicators
| SHIB-USD | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.93% | -83.16% | -11.77% |
Max Drawdown (1Y)Largest decline over 1 year | -71.24% | -11.90% | -59.34% |
Max Drawdown (3Y)Largest decline over 3 years | -88.58% | -22.71% | -65.87% |
Max Drawdown (5Y)Largest decline over 5 years | -94.93% | -35.33% | -59.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.33% | — |
Current DrawdownCurrent decline from peak | -94.01% | -8.13% | -85.88% |
Average DrawdownAverage peak-to-trough decline | -80.51% | -34.19% | -46.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.93% | 3.64% | +32.29% |
Volatility
SHIB-USD vs. NASDX - Volatility Comparison
Shiba Inu (SHIB-USD) has a higher volatility of 22.23% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 6.86%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHIB-USD | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.23% | 6.86% | +15.37% |
Volatility (6M)Calculated over the trailing 6-month period | 44.59% | 15.95% | +28.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.98% | 19.34% | +36.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.23% | 23.54% | +69.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 206.28% | 22.87% | +183.41% |
Frequently Asked Questions
SHIB-USD and NASDX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHIB-USD has higher volatility (22.23%) compared to NASDX (6.86%). In terms of maximum drawdown, SHIB-USD dropped -94.93% vs NASDX's -83.16%.
NASDX currently has the higher Sharpe Ratio (1.09 vs -0.87), 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.
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