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Dogecoin (DOGE-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart


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Returns By Period

Dogecoin (DOGE-USD) returned -34.97% year-to-date (YTD) and 42.53% over the past 12 months. Over the past 10 years, DOGE-USD delivered an annualized return of 112.75%, outperforming the S&P 500 benchmark at 10.46%.


DOGE-USD

YTD

-34.97%

1M

33.59%

6M

-6.16%

1Y

42.53%

5Y*

143.40%

10Y*

112.75%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of DOGE-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.13%-38.56%-17.45%3.37%19.12%-34.97%
2024-11.97%48.78%87.79%-39.41%19.36%-21.89%-1.84%-16.95%12.92%41.03%161.49%-25.19%252.83%
202336.81%-16.03%-4.60%3.55%-10.17%-7.23%17.06%-18.03%-2.58%9.87%22.17%7.26%27.28%
2022-17.01%-6.04%3.42%-7.45%-32.69%-23.04%3.31%-10.17%0.53%106.03%-15.88%-34.22%-58.87%
2021702.68%27.51%12.00%534.62%-4.96%-21.64%-18.26%34.09%-26.91%37.04%-23.26%-20.50%3,528.65%
202018.26%-6.87%-18.32%33.70%4.71%-8.93%39.04%0.11%-18.06%-2.63%38.79%31.83%133.07%
2019-18.71%2.20%6.26%21.28%35.72%-6.87%-4.02%-18.72%-4.15%10.20%-11.00%-13.37%-14.03%
2018-33.01%0.13%-53.15%84.81%-34.78%-26.45%19.27%62.59%22.33%-35.13%-44.34%9.78%-73.80%
2017-7.97%-0.34%60.07%127.45%256.01%-2.08%-33.95%20.08%-44.50%-1.83%84.94%331.50%3,914.67%
201683.45%-9.86%-6.73%-3.17%2.55%31.56%-24.26%2.00%-0.05%-6.25%-2.75%4.33%47.98%
2015-25.45%4.18%-13.34%-17.62%48.54%29.33%-7.33%-29.99%-4.52%11.34%-6.30%17.56%-19.08%
2014269.51%-31.33%-52.85%-0.80%-32.35%-21.36%-21.49%-37.42%204.99%-40.88%2.49%-22.91%-55.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, DOGE-USD is among the top 15% of cryptocurrencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DOGE-USD is 8585
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dogecoin (DOGE-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dogecoin Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.36
  • 5-Year: 0.71
  • 10-Year: 0.67
  • All Time: 0.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dogecoin compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Dogecoin. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dogecoin was 95.27%, occurring on May 6, 2015. Recovery took 745 trading sessions.

The current Dogecoin drawdown is 70.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.27%Jan 26, 2014466May 6, 2015745May 20, 20171211
-92.36%May 8, 2021407Jun 18, 2022
-91.27%Jan 8, 2018795Mar 12, 2020322Jan 28, 20211117
-80.68%Dec 20, 201319Jan 7, 201413Jan 20, 201432
-80.5%Jun 6, 2017108Sep 21, 201786Dec 16, 2017194

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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