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BTOG vs. DOGE-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTOG vs. DOGE-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bit Origin Ltd (BTOG) and Dogecoin (DOGE-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTOG achieves a -84.21% return, which is significantly lower than DOGE-USD's -35.76% return.


BTOG

1D
-2.98%
1M
-3.55%
YTD
-84.21%
6M
-84.75%
1Y
-83.48%
3Y*
-76.52%
5Y*
-77.07%
10Y*

DOGE-USD

1D
0.71%
1M
-24.94%
YTD
-35.76%
6M
-38.27%
1Y
-52.96%
3Y*
4.72%
5Y*
-22.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTOG vs. DOGE-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BTOG
Bit Origin Ltd
-84.21%-82.45%-76.39%-21.45%-87.15%43.61%-75.54%-35.00%
DOGE-USD
Dogecoin
-35.76%-62.82%252.28%27.54%-58.78%3,537.33%130.87%-28.21%

Correlation

The correlation between BTOG and DOGE-USD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2019

0.13

Over the past year, BTOG and DOGE-USD have become more correlated (0.42) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

BTOG vs. DOGE-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTOG
BTOG Risk / Return Rank: 2020
Overall Rank
BTOG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BTOG Sortino Ratio Rank: 2424
Sortino Ratio Rank
BTOG Omega Ratio Rank: 2525
Omega Ratio Rank
BTOG Calmar Ratio Rank: 99
Calmar Ratio Rank
BTOG Martin Ratio Rank: 1919
Martin Ratio Rank

DOGE-USD
DOGE-USD Risk / Return Rank: 5656
Overall Rank
DOGE-USD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DOGE-USD Sortino Ratio Rank: 5454
Sortino Ratio Rank
DOGE-USD Omega Ratio Rank: 5353
Omega Ratio Rank
DOGE-USD Calmar Ratio Rank: 5959
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 5959
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.

BTOG vs. DOGE-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bit Origin Ltd (BTOG) 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.


BTOGDOGE-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

0.96

0.92

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.71

-0.15

Martin ratioReturn relative to average drawdown

-1.12

-1.04

-0.07

BTOG vs. DOGE-USD - Sharpe Ratio Comparison

The current BTOG Sharpe Ratio is -0.46, which is higher than the DOGE-USD Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of BTOG and DOGE-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTOG vs. DOGE-USD - Drawdown Comparison

The maximum BTOG drawdown since its inception was -99.98%, which is greater than DOGE-USD's maximum drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for BTOG and DOGE-USD.


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Drawdown Indicators


BTOGDOGE-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-92.29%

-7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-96.52%

-74.17%

-22.35%

Max Drawdown (3Y)

Largest decline over 3 years

-99.71%

-83.98%

-15.73%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

-84.48%

-15.49%

Current Drawdown

Current decline from peak

-99.98%

-89.00%

-10.98%

Average Drawdown

Average peak-to-trough decline

-86.80%

-75.17%

-11.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

74.65%

45.07%

+29.58%

Volatility

BTOG vs. DOGE-USD - Volatility Comparison

Bit Origin Ltd (BTOG) has a higher volatility of 24.53% compared to Dogecoin (DOGE-USD) at 15.54%. This indicates that BTOG'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


BTOGDOGE-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.53%

15.54%

+8.99%

Volatility (6M)

Calculated over the trailing 6-month period

96.43%

47.94%

+48.49%

Volatility (1Y)

Calculated over the trailing 1-year period

181.64%

65.15%

+116.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

155.50%

77.02%

+78.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.82%

758.85%

-617.03%

Frequently Asked Questions


BTOG and DOGE-USD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTOG has higher volatility (24.53%) compared to DOGE-USD (15.54%). In terms of maximum drawdown, BTOG dropped -99.98% vs DOGE-USD's -92.29%.

BTOG currently has the higher Sharpe Ratio (-0.46 vs -0.68), 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.

Portfolio Optimizer

Find the right allocation for BTOG and DOGE-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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