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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 -91.03% return, which is significantly lower than DOGE-USD's -38.22% return.


BTOG

1D
0.64%
1M
-51.29%
6M
-83.27%
YTD
-91.03%
1Y
-97.56%
3Y*
-80.29%
5Y*
-79.07%
10Y*

DOGE-USD

1D
0.15%
1M
-15.62%
6M
-47.53%
YTD
-38.22%
1Y
-66.84%
3Y*
1.79%
5Y*
-16.80%
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
-91.03%-82.45%-76.39%-21.45%-87.15%43.61%-75.54%-35.00%
DOGE-USD
Dogecoin
-38.22%-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

0.19

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: 66
Overall Rank
BTOG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTOG Sortino Ratio Rank: 11
Sortino Ratio Rank
BTOG Omega Ratio Rank: 11
Omega Ratio Rank
BTOG Calmar Ratio Rank: 22
Calmar Ratio Rank
BTOG Martin Ratio Rank: 1414
Martin Ratio Rank

DOGE-USD
DOGE-USD Risk / Return Rank: 4343
Overall Rank
DOGE-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DOGE-USD Sortino Ratio Rank: 4242
Sortino Ratio Rank
DOGE-USD Omega Ratio Rank: 4343
Omega Ratio Rank
DOGE-USD Calmar Ratio Rank: 4242
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 4646
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

+0.12

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

0.68

0.86

-0.18

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.89

-0.11

Martin ratioReturn relative to average drawdown

-1.25

-1.24

-0.01

BTOG vs. DOGE-USD - Sharpe Ratio Comparison

The current BTOG Sharpe Ratio is -0.75, which is comparable to the DOGE-USD Sharpe Ratio of -0.87. 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 -99.99%, 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

-99.99%

-92.29%

-7.70%

Max Drawdown (1Y)

Largest decline over 1 year

-98.04%

-75.17%

-22.87%

Max Drawdown (3Y)

Largest decline over 3 years

-99.84%

-84.60%

-15.24%

Max Drawdown (5Y)

Largest decline over 5 years

-99.98%

-84.60%

-15.38%

Current Drawdown

Current decline from peak

-99.99%

-89.42%

-10.57%

Average Drawdown

Average peak-to-trough decline

-86.90%

-75.26%

-11.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.06%

42.37%

+35.69%

Volatility

BTOG vs. DOGE-USD - Volatility Comparison

Bit Origin Ltd (BTOG) has a higher volatility of 32.25% compared to Dogecoin (DOGE-USD) at 11.03%. 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

32.25%

11.03%

+21.22%

Volatility (6M)

Calculated over the trailing 6-month period

99.27%

44.84%

+54.43%

Volatility (1Y)

Calculated over the trailing 1-year period

159.50%

63.83%

+95.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

155.95%

76.68%

+79.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.70%

756.46%

-614.76%

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 (32.25%) compared to DOGE-USD (11.03%). In terms of maximum drawdown, BTOG dropped -99.99% vs DOGE-USD's -92.29%.

BTOG currently has the higher Sharpe Ratio (-0.75 vs -0.87), 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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