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

Performance

SHIB-USD vs. TRX-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHIB-USD achieves a -32.37% return, which is significantly lower than TRX-USD's 14.63% return.


SHIB-USD

1D
-1.27%
1M
-26.84%
YTD
-32.37%
6M
-45.69%
1Y
-62.72%
3Y*
-16.06%
5Y*
-7.82%
10Y*

TRX-USD

1D
-0.32%
1M
-7.01%
YTD
14.63%
6M
15.78%
1Y
15.52%
3Y*
65.45%
5Y*
34.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHIB-USD vs. TRX-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHIB-USD
Shiba Inu
-32.37%-67.39%104.35%28.13%-75.84%3,240.00%
TRX-USD
Tronix
14.63%11.86%135.87%97.75%-27.86%-54.01%

Correlation

The correlation between SHIB-USD and TRX-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.37

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

0.46

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

0.45

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Return for Risk

SHIB-USD vs. TRX-USD — 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: 2828
Overall Rank
SHIB-USD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 3131
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 2727
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9494
Overall Rank
TRX-USD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9292
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9595
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. TRX-USD - Risk-Adjusted Trends Comparison

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


SHIB-USDTRX-USDDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

0.85

1.10

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.89

0.58

-1.47

Martin ratioReturn relative to average drawdown

-1.39

1.03

-2.42

SHIB-USD vs. TRX-USD - Sharpe Ratio Comparison

The current SHIB-USD Sharpe Ratio is -0.93, which is lower than the TRX-USD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SHIB-USD and TRX-USD, 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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Sharpe Ratios by Period


SHIB-USDTRX-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

0.53

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.48

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.60

-0.46

Drawdowns

SHIB-USD vs. TRX-USD - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -94.38%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and TRX-USD.


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Drawdown Indicators


SHIB-USDTRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.38%

-95.89%

+1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-70.62%

-26.58%

-44.04%

Max Drawdown (3Y)

Largest decline over 3 years

-87.33%

-50.98%

-36.35%

Max Drawdown (5Y)

Largest decline over 5 years

-94.38%

-59.60%

-34.78%

Current Drawdown

Current decline from peak

-94.25%

-24.78%

-69.47%

Average Drawdown

Average peak-to-trough decline

-80.14%

-62.54%

-17.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.51%

13.66%

+30.85%

Volatility

SHIB-USD vs. TRX-USD - Volatility Comparison

Shiba Inu (SHIB-USD) has a higher volatility of 14.65% compared to Tronix (TRX-USD) at 8.62%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than TRX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHIB-USDTRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.65%

8.62%

+6.03%

Volatility (6M)

Calculated over the trailing 6-month period

45.88%

18.03%

+27.85%

Volatility (1Y)

Calculated over the trailing 1-year period

55.90%

24.31%

+31.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.58%

58.52%

+37.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

209.13%

110.30%

+98.83%

Frequently Asked Questions


SHIB-USD and TRX-USD have a correlation of 0.38, 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 (14.65%) compared to TRX-USD (8.62%). In terms of maximum drawdown, SHIB-USD dropped -94.38% vs TRX-USD's -95.89%.

TRX-USD currently has the higher Sharpe Ratio (0.53 vs -0.93), 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

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