BNB-USD vs. DOGE-USD
BNB-USD (BNB) and DOGE-USD (Dogecoin) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 14.40%/yr vs -17.63%/yr for DOGE-USD. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
BNB-USD vs. DOGE-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -33.63% return, which is significantly higher than DOGE-USD's -38.39% return.
BNB-USD
- 1D
- 0.41%
- 1M
- -2.44%
- 6M
- -37.91%
- YTD
- -33.63%
- 1Y
- -24.28%
- 3Y*
- 32.97%
- 5Y*
- 14.40%
- 10Y*
- —
- ALL TIME*
- 91.15%
DOGE-USD
- 1D
- -0.23%
- 1M
- -13.60%
- 6M
- -44.04%
- YTD
- -38.39%
- 1Y
- -73.62%
- 3Y*
- -0.46%
- 5Y*
- -17.63%
- 10Y*
- —
- ALL TIME*
- 105.54%
BNB-USD vs. DOGE-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and DOGE-USD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.56 |
Over the past year, BNB-USD and DOGE-USD have become more correlated (0.76) than their long-term average of 0.56, meaning their price movements have been converging.
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Return for Risk
BNB-USD vs. DOGE-USD — Risk / Return Rank
BNB-USD
DOGE-USD
BNB-USD vs. DOGE-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Dogecoin (DOGE-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BNB-USD | DOGE-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.82 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.98 | +0.56 |
| Martin ratioReturn relative to average drawdown | -0.62 | -1.36 | +0.74 |
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Drawdowns
BNB-USD vs. DOGE-USD - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum DOGE-USD drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for BNB-USD and DOGE-USD.
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Drawdown Indicators
| BNB-USD | DOGE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -92.29% | +12.55% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -75.16% | +16.91% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -84.60% | +26.35% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -84.60% | +14.71% |
Current DrawdownCurrent decline from peak | -56.16% | -89.45% | +33.29% |
Average DrawdownAverage peak-to-trough decline | -38.91% | -75.28% | +36.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.47% | 39.95% | -10.48% |
Volatility
BNB-USD vs. DOGE-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 7.83%, while Dogecoin (DOGE-USD) has a volatility of 10.75%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than DOGE-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNB-USD | DOGE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 10.75% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 44.61% | -10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 63.38% | -18.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.10% | 76.65% | -27.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.64% | 756.12% | -676.48% |
Frequently Asked Questions
BNB-USD and DOGE-USD have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOGE-USD has higher volatility (10.75%) compared to BNB-USD (7.83%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs DOGE-USD's -92.29%.
BNB-USD currently has the higher Sharpe Ratio (-0.45 vs -0.98), 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.
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