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

Performance

SHIB-USD vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shiba Inu (SHIB-USD) and Tesla, Inc. (TSLA). 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 -39.62% return, which is significantly lower than TSLA's -12.22% return.


SHIB-USD

1D
-1.65%
1M
-16.97%
6M
-50.30%
YTD
-39.62%
1Y
-68.75%
3Y*
-19.55%
5Y*
-9.88%
10Y*

TSLA

1D
-3.19%
1M
-2.87%
6M
-12.07%
YTD
-12.22%
1Y
25.92%
3Y*
11.95%
5Y*
12.63%
10Y*
38.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHIB-USD vs. TSLA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHIB-USD
Shiba Inu
-39.62%-67.39%104.35%28.13%-75.84%3,240.00%
TSLA
Tesla, Inc.
-12.22%11.36%62.52%101.72%-65.03%43.03%

Correlation

The correlation between SHIB-USD and TSLA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.19

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

0.22

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

0.21

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Return for Risk

SHIB-USD vs. TSLA — 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: 1313
Overall Rank
SHIB-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 1515
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 1717
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 99
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 6363
Overall Rank
TSLA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 6161
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5858
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6565
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6464
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. TSLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Tesla, Inc. (TSLA). 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-USDTSLADifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

0.81

1.13

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.94

0.87

-1.81

Martin ratioReturn relative to average drawdown

-1.37

1.91

-3.28

SHIB-USD vs. TSLA - Sharpe Ratio Comparison

The current SHIB-USD Sharpe Ratio is -1.05, which is lower than the TSLA Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SHIB-USD and TSLA, 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. TSLA - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -94.88%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and TSLA.


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Drawdown Indicators


SHIB-USDTSLADifference

Max Drawdown

Largest peak-to-trough decline

-94.88%

-73.63%

-21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-73.26%

-29.93%

-43.33%

Max Drawdown (3Y)

Largest decline over 3 years

-88.47%

-53.77%

-34.70%

Max Drawdown (5Y)

Largest decline over 5 years

-94.88%

-73.63%

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-94.87%

-19.42%

-75.45%

Average Drawdown

Average peak-to-trough decline

-80.36%

-22.70%

-57.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.05%

13.61%

+24.44%

Volatility

SHIB-USD vs. TSLA - Volatility Comparison

The current volatility for Shiba Inu (SHIB-USD) is 9.66%, while Tesla, Inc. (TSLA) has a volatility of 17.43%. This indicates that SHIB-USD experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHIB-USDTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

17.43%

-7.77%

Volatility (6M)

Calculated over the trailing 6-month period

41.91%

31.20%

+10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

54.30%

44.82%

+9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.38%

59.30%

+34.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

207.20%

59.26%

+147.94%

Frequently Asked Questions


SHIB-USD and TSLA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLA has higher volatility (17.43%) compared to SHIB-USD (9.66%). In terms of maximum drawdown, SHIB-USD dropped -94.88% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.58 vs -1.05), 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 TSLA

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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