Choosing a suitable gridded climate dataset is a significant challenge in hydro-climatic research, particularly in areas lacking long-term, reliable, and dense records. This study used the most common method (Perkins skill score (PSS)) with two advanced time series similarity algorithms, short time series distance (STS), and cross-correlation distance (CCD), for the first time to evaluate, compare, and rank five gridded climate datasets, namely, Climate Research Unit (CRU), TERRA Climate (TERRA), Climate Prediction Center (CPC), European Reanalysis V.5 (ERA5), and Climatologies at high resolution for Earth's land surface areas (CHELSA), according to their ability to replicate the in situ rainfall and temperature data in Nigeria. The performance of the methods was evaluated by comparing the ranking obtained using compromise programming (CP) based on four statistical criteria in replicating in situ rainfall, maximum temperature, and minimum temperature at 26 locations distributed over Nigeria. Both methods identified CRU as Nigeria's best-gridded climate dataset, followed by CHELSA, TERRA, ERA5, and CPC. The integrated STS values using the group decision-making method for CRU rainfall, maximum and minimum temperatures were 17, 10.1, and 20.8, respectively, while CDD values for those variables were 17.7, 11, and 12.2, respectively. The CP based on conventional statistical metrics supported the results obtained using STS and CCD. CRU's Pbias was between 0.5 and 1; KGE ranged from 0.5 to 0.9; NSE ranged from 0.3 to 0.8; and NRMSE between - 30 and 68.2, which were much better than the other products. The findings establish STS and CCD's ability to evaluate the performance of climate data by avoiding the complex and time-consuming multi-criteria decision algorithms based on multiple statistical metrics.