SHIB-USD vs. TSLA
SHIB-USD (Shiba Inu) is a cryptocurrency, while TSLA (Tesla, Inc.) is a stock. Over the past 5 years, SHIB-USD returned -7.86%/yr vs 13.10%/yr for TSLA. At a 0.21 correlation, their price movements are largely independent.
Performance
SHIB-USD vs. TSLA - Performance Comparison
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Returns By Period
In the year-to-date period, SHIB-USD achieves a -32.51% return, which is significantly lower than TSLA's -9.93% return.
SHIB-USD
- 1D
- 0.22%
- 1M
- -17.84%
- YTD
- -32.51%
- 6M
- -35.42%
- 1Y
- -56.17%
- 3Y*
- -16.33%
- 5Y*
- -7.86%
- 10Y*
- —
TSLA
- 1D
- 1.14%
- 1M
- -4.92%
- YTD
- -9.93%
- 6M
- -17.12%
- 1Y
- 25.73%
- 3Y*
- 16.44%
- 5Y*
- 13.10%
- 10Y*
- 41.18%
SHIB-USD vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SHIB-USD Shiba Inu | -32.51% | -67.39% | 104.35% | 28.13% | -75.84% | 3,240.00% |
TSLA Tesla, Inc. | -9.93% | 11.36% | 62.52% | 101.72% | -65.03% | 43.03% |
Correlation
The correlation between SHIB-USD and TSLA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
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
SHIB-USD
TSLA
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-USD | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.12 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.86 | -1.66 |
| Martin ratioReturn relative to average drawdown | -1.19 | 1.94 | -3.13 |
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Drawdowns
SHIB-USD vs. TSLA - Drawdown Comparison
The maximum SHIB-USD drawdown since its inception was -94.38%, 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-USD | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.38% | -73.63% | -20.75% |
Max Drawdown (1Y)Largest decline over 1 year | -70.62% | -29.93% | -40.69% |
Max Drawdown (3Y)Largest decline over 3 years | -87.33% | -53.77% | -33.56% |
Max Drawdown (5Y)Largest decline over 5 years | -94.38% | -73.63% | -20.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.63% | — |
Current DrawdownCurrent decline from peak | -94.26% | -17.32% | -76.94% |
Average DrawdownAverage peak-to-trough decline | -80.20% | -22.71% | -57.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.46% | 13.29% | +24.17% |
Volatility
SHIB-USD vs. TSLA - Volatility Comparison
Shiba Inu (SHIB-USD) has a higher volatility of 14.19% compared to Tesla, Inc. (TSLA) at 13.06%. 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.
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Volatility by Period
| SHIB-USD | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.19% | 13.06% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 44.99% | 27.98% | +17.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.64% | 44.37% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.40% | 59.01% | +35.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 208.31% | 59.08% | +149.23% |
Frequently Asked Questions
SHIB-USD and TSLA have a correlation of 0.22, 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 (14.19%) compared to TSLA (13.06%). In terms of maximum drawdown, SHIB-USD dropped -94.38% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.58 vs -0.84), 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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