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TRX-USD vs. SHIB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TRX-USD vs. SHIB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tronix (TRX-USD) and Shiba Inu (SHIB-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRX-USD achieves a 14.63% return, which is significantly higher than SHIB-USD's -32.37% return.


TRX-USD

1D
-0.32%
1M
-7.01%
YTD
14.63%
6M
15.78%
1Y
15.52%
3Y*
65.45%
5Y*
34.02%
10Y*

SHIB-USD

1D
-1.27%
1M
-26.84%
YTD
-32.37%
6M
-45.69%
1Y
-62.72%
3Y*
-16.06%
5Y*
-7.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRX-USD vs. SHIB-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TRX-USD
Tronix
14.63%11.86%135.87%97.75%-27.86%-54.01%
SHIB-USD
Shiba Inu
-32.37%-67.39%104.35%28.13%-75.84%3,240.00%

Correlation

The correlation between TRX-USD and SHIB-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2021

0.45

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Return for Risk

TRX-USD vs. SHIB-USD — Risk / Return Rank

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

TRX-USD
TRX-USD Risk / Return Rank: 9494
Overall Rank
TRX-USD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9292
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9595
Martin Ratio Rank

SHIB-USD
SHIB-USD Risk / Return Rank: 2828
Overall Rank
SHIB-USD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 3131
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 2727
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.

TRX-USD vs. SHIB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and Shiba Inu (SHIB-USD). 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.


TRX-USDSHIB-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.10

0.85

+0.24

Calmar ratioReturn relative to maximum drawdown

0.58

-0.89

+1.47

Martin ratioReturn relative to average drawdown

1.03

-1.39

+2.42

TRX-USD vs. SHIB-USD - Sharpe Ratio Comparison

The current TRX-USD Sharpe Ratio is 0.53, which is higher than the SHIB-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of TRX-USD and SHIB-USD, 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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Sharpe Ratios by Period


TRX-USDSHIB-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

-0.93

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.07

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.14

+0.46

Drawdowns

TRX-USD vs. SHIB-USD - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -95.89%, roughly equal to the maximum SHIB-USD drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for TRX-USD and SHIB-USD.


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Drawdown Indicators


TRX-USDSHIB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.89%

-94.38%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-26.58%

-70.62%

+44.04%

Max Drawdown (3Y)

Largest decline over 3 years

-50.98%

-87.33%

+36.35%

Max Drawdown (5Y)

Largest decline over 5 years

-59.60%

-94.38%

+34.78%

Current Drawdown

Current decline from peak

-24.78%

-94.25%

+69.47%

Average Drawdown

Average peak-to-trough decline

-62.54%

-80.14%

+17.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.66%

44.51%

-30.85%

Volatility

TRX-USD vs. SHIB-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 8.62%, while Shiba Inu (SHIB-USD) has a volatility of 14.65%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky than SHIB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRX-USDSHIB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

14.65%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

18.03%

45.88%

-27.85%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

55.90%

-31.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.52%

95.58%

-37.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.30%

209.13%

-98.83%

Frequently Asked Questions


TRX-USD and SHIB-USD have a correlation of 0.38, 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 (14.65%) compared to TRX-USD (8.62%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs SHIB-USD's -94.38%.

TRX-USD currently has the higher Sharpe Ratio (0.53 vs -0.93), 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

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