SHIB-USD vs. VOO
Compare and contrast key facts about Shiba Inu (SHIB-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHIB-USD or VOO.
Key characteristics
| SHIB-USD | VOO | |
|---|---|---|
| YTD Return | 84.17% | 27.15% |
| 1Y Return | 131.44% | 39.90% |
| 3Y Return (Ann) | -29.84% | 10.28% |
| Sharpe Ratio | 0.16 | 3.15 |
| Sortino Ratio | 1.38 | 4.19 |
| Omega Ratio | 1.13 | 1.59 |
| Calmar Ratio | 0.06 | 4.60 |
| Martin Ratio | 0.42 | 21.00 |
| Ulcer Index | 45.93% | 1.85% |
| Daily Std Dev | 95.52% | 12.34% |
| Max Drawdown | -92.10% | -33.99% |
| Current Drawdown | -77.05% | 0.00% |
Correlation
The correlation between SHIB-USD and VOO is 0.22, 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.
Performance
SHIB-USD vs. VOO - Performance Comparison
In the year-to-date period, SHIB-USD achieves a 84.17% return, which is significantly higher than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
SHIB-USD vs. VOO - Volatility Comparison
Shiba Inu (SHIB-USD) has a higher volatility of 19.51% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. 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.