BNB-USD vs. DOGE-USD
BNB-USD (BNB) and DOGE-USD (Dogecoin) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 10.53%/yr vs -23.30%/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 -29.98% return, which is significantly lower than DOGE-USD's -26.59% return.
BNB-USD
- 1D
- -0.08%
- 1M
- -9.92%
- YTD
- -29.98%
- 6M
- -31.42%
- 1Y
- -7.65%
- 3Y*
- 35.35%
- 5Y*
- 10.53%
- 10Y*
- —
DOGE-USD
- 1D
- 0.11%
- 1M
- -23.55%
- YTD
- -26.59%
- 6M
- -37.14%
- 1Y
- -52.50%
- 3Y*
- 11.71%
- 5Y*
- -23.30%
- 10Y*
- —
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 |
The correlation between BNB-USD and DOGE-USD shifts across timeframes, from 0.56 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.
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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 | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.93 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.73 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.22 | -1.07 | +0.86 |
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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 | -56.24% | -71.87% | +15.63% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -82.55% | +26.31% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -84.48% | +14.59% |
Current DrawdownCurrent decline from peak | -53.75% | -87.43% | +33.68% |
Average DrawdownAverage peak-to-trough decline | -38.70% | -75.12% | +36.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.14% | 54.55% | -12.41% |
Volatility
BNB-USD vs. DOGE-USD - Volatility Comparison
BNB (BNB-USD) has a higher volatility of 17.29% compared to Dogecoin (DOGE-USD) at 15.70%. This indicates that BNB-USD's price experiences larger fluctuations and is considered to be riskier 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 | 17.29% | 15.70% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 34.77% | 48.90% | -14.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.40% | 65.76% | -21.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.48% | 78.94% | -28.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.07% | 760.45% | -680.38% |
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.
BNB-USD has higher volatility (17.29%) compared to DOGE-USD (15.70%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs DOGE-USD's -92.29%.
BNB-USD currently has the higher Sharpe Ratio (-0.14 vs -0.67), 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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