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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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHIB-USD vs. TSLA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHIB-USD
SHIB-USD Risk / Return Rank: 3131
Overall Rank
SHIB-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 3131
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 3232
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 3737
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 3535
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 5959
Overall Rank
TSLA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5858
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5454
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6161
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6161
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

-1.42

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

SHIB-USD vs. TSLA - Sharpe Ratio Comparison

The current SHIB-USD Sharpe Ratio is -0.84, 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 -94.38%, 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-USDTSLADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-94.26%

-17.32%

-76.94%

Average Drawdown

Average peak-to-trough decline

-80.20%

-22.71%

-57.49%

Ulcer Index

Depth 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-USDTSLADifference

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.

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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