DOGE-USD vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Dogecoin (DOGE-USD) and S&P 500 Index (^GSPC).

Performance

DOGE-USD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dogecoin (DOGE-USD) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DOGE-USD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOGE-USD Dogecoin	-22.98%	-62.82%	252.28%	27.54%	-58.78%	3,537.33%	130.87%	-13.55%	-73.85%	8,872.00%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	10.86%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -22.98% return, which is significantly lower than ^GSPC's -3.84% return.

DOGE-USD

• 1D: -2.05%
• 1M: 0.37%
• YTD: -22.98%
• 6M: -65.56%
• 1Y: -44.87%
• 3Y*: -2.04%
• 5Y*: 10.11%
• 10Y*: —

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DOGE-USD vs. ^GSPC — Risk / Return Rank

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

DOGE-USD

DOGE-USD Risk / Return Rank: 54
DOGE-USD Sharpe Ratio Rank: 56
DOGE-USD Sortino Ratio Rank: 60
DOGE-USD Omega Ratio Rank: 60
DOGE-USD Calmar Ratio Rank: 48
DOGE-USD Martin Ratio Rank: 46

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

DOGE-USD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and S&P 500 Index (^GSPC). 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.

	DOGE-USD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.51	0.88	-1.39
Sortino ratio Return per unit of downside risk	-0.35	1.37	-1.72
Omega ratio Gain probability vs. loss probability	0.97	1.21	-0.24
Calmar ratio Return relative to maximum drawdown	-1.07	1.39	-2.46
Martin ratio Return relative to average drawdown	-1.60	6.43	-8.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOGE-USD vs. ^GSPC - Sharpe Ratio Comparison

The current DOGE-USD Sharpe Ratio is -0.51, which is lower than the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DOGE-USD and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DOGE-USD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	0.88	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.62	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.46	-0.33

Correlation

The correlation between DOGE-USD and ^GSPC is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

DOGE-USD vs. ^GSPC - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -92.29%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and ^GSPC.

Drawdown Indicators

	DOGE-USD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-92.29%	-56.78%	-35.51%
Max Drawdown (1Y) Largest decline over 1 year	-69.49%	-9.10%	-60.39%
Max Drawdown (5Y) Largest decline over 5 years	-92.29%	-25.43%	-66.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-86.81%	-5.67%	-81.14%
Average Drawdown Average peak-to-trough decline	-74.91%	-10.75%	-64.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.64%	2.62%	+44.02%

Volatility

DOGE-USD vs. ^GSPC - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 17.55% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOGE-USD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.55%	5.29%	+12.26%
Volatility (6M) Calculated over the trailing 6-month period	59.90%	9.55%	+50.35%
Volatility (1Y) Calculated over the trailing 1-year period	73.51%	18.33%	+55.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	97.96%	16.90%	+81.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	768.86%	18.04%	+750.82%