PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, BTOG achieves a -82.36% return, which is significantly lower than DOGE-USD's -25.23% return.


BTOG

1D
4.60%
1M
-16.13%
YTD
-82.36%
6M
-89.16%
1Y
-80.89%
3Y*
-74.31%
5Y*
-77.54%
10Y*

DOGE-USD

1D
-3.93%
1M
-23.65%
YTD
-25.23%
6M
-40.51%
1Y
-53.42%
3Y*
9.66%
5Y*
-25.10%
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
-82.36%-82.45%-76.39%-21.45%-87.15%43.61%-75.54%-22.00%
DOGE-USD
Dogecoin
-25.23%-62.82%252.28%27.54%-58.78%3,537.33%130.87%-25.50%

Correlation

The correlation between BTOG and DOGE-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.19

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

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2019

0.12

Over the past year, BTOG and DOGE-USD have become more correlated (0.39) than their long-term average of 0.12, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 2222
Sharpe Ratio Rank
BTOG Sortino Ratio Rank: 2525
Sortino Ratio Rank
BTOG Omega Ratio Rank: 2525
Omega Ratio Rank
BTOG Calmar Ratio Rank: 99
Calmar Ratio Rank
BTOG Martin Ratio Rank: 1717
Martin Ratio Rank

DOGE-USD
DOGE-USD Risk / Return Rank: 5151
Overall Rank
DOGE-USD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DOGE-USD Sortino Ratio Rank: 5353
Sortino Ratio Rank
DOGE-USD Omega Ratio Rank: 5252
Omega Ratio Rank
DOGE-USD Calmar Ratio Rank: 5050
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 5454
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.


BTOGDOGE-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

0.97

0.92

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.77

-0.07

Martin ratioReturn relative to average drawdown

-1.14

-1.12

-0.02

BTOG vs. DOGE-USD - Sharpe Ratio Comparison

The current BTOG Sharpe Ratio is -0.45, which is higher than the DOGE-USD Sharpe Ratio of -0.67. 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.


Loading charts...

Sharpe Ratios by Period


BTOGDOGE-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.67

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.26

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.12

-0.63

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.


Loading charts...

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

-96.47%

-69.72%

-26.75%

Max Drawdown (3Y)

Largest decline over 3 years

-99.71%

-81.22%

-18.49%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

-85.79%

-14.18%

Current Drawdown

Current decline from peak

-99.98%

-87.20%

-12.78%

Average Drawdown

Average peak-to-trough decline

-84.07%

-75.11%

-8.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.89%

53.18%

+17.71%

Volatility

BTOG vs. DOGE-USD - Volatility Comparison

Bit Origin Ltd (BTOG) has a higher volatility of 21.25% compared to Dogecoin (DOGE-USD) at 13.34%. 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.


Loading charts...

Volatility by Period


BTOGDOGE-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.25%

13.34%

+7.91%

Volatility (6M)

Calculated over the trailing 6-month period

95.66%

48.48%

+47.18%

Volatility (1Y)

Calculated over the trailing 1-year period

181.04%

66.09%

+114.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

155.68%

79.01%

+76.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

142.10%

761.48%

-619.38%

Frequently Asked Questions


BTOG and DOGE-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTOG has higher volatility (21.25%) compared to DOGE-USD (13.34%). In terms of maximum drawdown, BTOG dropped -99.98% vs DOGE-USD's -92.29%.

BTOG currently has the higher Sharpe Ratio (-0.45 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.

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.

Open Portfolio Optimizer