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SHIB-USD vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SHIB-USD and VOO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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Performance

SHIB-USD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shiba Inu (SHIB-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
31.27%
9.85%
SHIB-USD
VOO

Key characteristics

Sharpe Ratio

SHIB-USD:

0.04

VOO:

2.22

Sortino Ratio

SHIB-USD:

0.82

VOO:

2.95

Omega Ratio

SHIB-USD:

1.08

VOO:

1.42

Calmar Ratio

SHIB-USD:

0.01

VOO:

3.27

Martin Ratio

SHIB-USD:

0.11

VOO:

14.57

Ulcer Index

SHIB-USD:

33.17%

VOO:

1.90%

Daily Std Dev

SHIB-USD:

99.74%

VOO:

12.47%

Max Drawdown

SHIB-USD:

-92.10%

VOO:

-33.99%

Current Drawdown

SHIB-USD:

-72.93%

VOO:

-1.77%

Returns By Period

In the year-to-date period, SHIB-USD achieves a 117.27% return, which is significantly higher than VOO's 26.92% return.


SHIB-USD

YTD

117.27%

1M

-13.48%

6M

31.59%

1Y

110.57%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

SHIB-USD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for SHIB-USD, currently valued at 0.04, compared to the broader market0.002.004.006.008.000.042.22
The chart of Sortino ratio for SHIB-USD, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.005.000.822.89
The chart of Omega ratio for SHIB-USD, currently valued at 1.08, compared to the broader market1.001.201.401.601.081.42
The chart of Calmar ratio for SHIB-USD, currently valued at 0.01, compared to the broader market2.004.006.000.011.08
The chart of Martin ratio for SHIB-USD, currently valued at 0.11, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.1115.21
SHIB-USD
VOO

The current SHIB-USD Sharpe Ratio is 0.04, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SHIB-USD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.04
2.22
SHIB-USD
VOO

Drawdowns

SHIB-USD vs. VOO - Drawdown Comparison

The maximum SHIB-USD drawdown since its inception was -92.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.93%
-1.77%
SHIB-USD
VOO

Volatility

SHIB-USD vs. VOO - Volatility Comparison

Shiba Inu (SHIB-USD) has a higher volatility of 33.93% compared to Vanguard S&P 500 ETF (VOO) at 3.74%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.93%
3.74%
SHIB-USD
VOO