SHIB-USD vs. TSLA

In the year-to-date period, SHIB-USD achieves a 132.31% return, which is significantly higher than TSLA's 77.13% return.

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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.

The current SHIB-USD Sharpe Ratio is -0.21, which is lower than the TSLA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SHIB-USD and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SHIB-USD drawdown since its inception was -92.10%, 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. For additional features, visit the drawdowns tool.

Shiba Inu (SHIB-USD) has a higher volatility of 32.20% compared to Tesla, Inc. (TSLA) at 16.67%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.