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Performance

DOGE-USD Performance Chart

Dogecoin (DOGE-USD) is down 27.5% since the beginning of the year. DOGE-USD is currently trading at $0 per share. Investors who bought $1,000 worth of DOGE-USD shares 5 years ago would now be looking at an investment worth $261.


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S&P 500 Index

Returns By Period

Dogecoin (DOGE-USD) has returned -27.50% so far this year and -56.40% over the past 12 months.


Dogecoin

1D
-1.51%
1M
-24.39%
YTD
-27.50%
6M
-42.55%
1Y
-56.40%
3Y*
11.22%
5Y*
-23.58%
10Y*

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOGE-USD Monthly Returns History

Based on dividend-adjusted daily data since May 31, 2017, DOGE-USD's average daily return is +1.18%, while the average monthly return is +38.82%. At this rate, an investment would double in approximately 0.2 years.

Historically, 45% of months were positive and 55% were negative. The best month was Jun 2017 with a return of +2,455.0%, while the worst month was Mar 2018 at -53.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DOGE-USD closed higher 48% of trading days. The best single day was Jun 2, 2017 with a return of +2,703.0%, while the worst single day was Jan 30, 2021 at -40.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-11.18%-9.67%-1.95%15.41%-5.79%-15.24%-27.50%
20254.28%-38.66%-17.42%3.39%11.82%-14.22%26.97%1.88%8.98%-19.97%-21.69%-19.68%-62.82%
2024-12.05%49.10%87.44%-39.42%19.17%-21.72%-1.99%-16.92%12.77%41.37%161.30%-25.24%252.28%
202336.93%-15.87%-4.80%3.29%-9.84%-7.34%17.19%-18.07%-2.68%10.00%22.19%7.30%27.54%
2022-16.79%-5.86%3.52%-7.75%-32.65%-22.61%2.53%-9.91%0.57%105.66%-15.84%-34.25%-58.78%
2021694.45%29.19%11.66%529.11%-3.48%-22.01%-18.18%33.86%-26.63%37.22%-23.30%-20.75%3,537.33%

Benchmark Metrics

Dogecoin has an annualized alpha of 3798.36%, beta of 1.54, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 31, 2017.

  • This cryptocurrency captured 455.46% of S&P 500 Index gains and 151.76% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.00 means this cryptocurrency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3,798.36%
Beta
1.54
0.00
Upside Capture
455.46%
Downside Capture
151.76%

Return for Risk

Risk / Return Rank

DOGE-USD ranks 54 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DOGE-USD Risk / Return Rank: 5454
Overall Rank
DOGE-USD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DOGE-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
DOGE-USD Omega Ratio Rank: 5757
Omega Ratio Rank
DOGE-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 5555
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dogecoin (DOGE-USD) and compare them to S&P 500 Index.


DOGE-USDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

0.91

1.35

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.78

2.54

-3.32

Martin ratioReturn relative to average drawdown

-1.16

11.58

-12.74

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 92.29%, occurring on Jun 18, 2022. The portfolio has not yet recovered.

The current Dogecoin drawdown is 87.59%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-92.29%Jun 2022
1y 1mo
5y 1moMay 2021 - now
COVID crash2020
-91.01%Mar 2020
2y 2mo10mo 22d
3y 21dJan 2018 - Jan 2021
2017 bear market2017
-79.47%Sep 2017
3mo 19d2mo 25d
6mo 14dJun 2017 - Dec 2017
2021 bear market2021
-40.26%Jan 2021
0s5d
5dJan 2021 - Feb 2021
2021 bear market2021
-39.88%Feb 2021
14d1mo 19d
2mo 3dFeb 2021 - Apr 2021

Drawdown Indicators


DOGE-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-92.29%

-56.78%

-35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-71.87%

-9.10%

-62.77%

Max Drawdown (3Y)

Largest decline over 3 years

-82.55%

-18.90%

-63.65%

Max Drawdown (5Y)

Largest decline over 5 years

-84.48%

-25.43%

-59.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-87.59%

-2.93%

-84.66%

Average Drawdown

Average peak-to-trough decline

-75.11%

-10.72%

-64.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.04%

1.99%

+52.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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