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DOGE-USD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DOGE-USD and ^GSPC is 0.13, 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.


-0.50.00.51.0
Correlation: 0.1

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000.00%100,000.00%150,000.00%NovemberDecember2025FebruaryMarchApril
60,961.63%
211.22%
DOGE-USD
^GSPC

Key characteristics

Sharpe Ratio

DOGE-USD:

1.24

^GSPC:

0.46

Sortino Ratio

DOGE-USD:

2.07

^GSPC:

0.77

Omega Ratio

DOGE-USD:

1.21

^GSPC:

1.11

Calmar Ratio

DOGE-USD:

0.79

^GSPC:

0.47

Martin Ratio

DOGE-USD:

3.55

^GSPC:

1.94

Ulcer Index

DOGE-USD:

36.23%

^GSPC:

4.61%

Daily Std Dev

DOGE-USD:

80.85%

^GSPC:

19.44%

Max Drawdown

DOGE-USD:

-95.27%

^GSPC:

-56.78%

Current Drawdown

DOGE-USD:

-73.78%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -42.38% return, which is significantly lower than ^GSPC's -6.06% return. Over the past 10 years, DOGE-USD has outperformed ^GSPC with an annualized return of 111.15%, while ^GSPC has yielded a comparatively lower 10.27% annualized return.


DOGE-USD

YTD

-42.38%

1M

0.94%

6M

26.04%

1Y

23.14%

5Y*

139.00%

10Y*

111.15%

^GSPC

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

DOGE-USD vs. ^GSPC — Risk-Adjusted Performance Rank

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

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8383
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8282
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

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


The chart of Sharpe ratio for DOGE-USD, currently valued at 1.24, compared to the broader market0.001.002.003.004.00
DOGE-USD: 1.24
^GSPC: -0.04
The chart of Sortino ratio for DOGE-USD, currently valued at 2.07, compared to the broader market0.001.002.003.004.00
DOGE-USD: 2.07
^GSPC: 0.10
The chart of Omega ratio for DOGE-USD, currently valued at 1.21, compared to the broader market1.001.101.201.301.40
DOGE-USD: 1.21
^GSPC: 1.01
The chart of Calmar ratio for DOGE-USD, currently valued at 0.79, compared to the broader market1.002.003.004.00
DOGE-USD: 0.79
^GSPC: 0.47
The chart of Martin ratio for DOGE-USD, currently valued at 3.55, compared to the broader market0.005.0010.0015.0020.0025.00
DOGE-USD: 3.55
^GSPC: -0.14

The current DOGE-USD Sharpe Ratio is 1.24, which is higher than the ^GSPC Sharpe Ratio of 0.46. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.24
-0.04
DOGE-USD
^GSPC

Drawdowns

DOGE-USD vs. ^GSPC - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -95.27%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-73.78%
-10.07%
DOGE-USD
^GSPC

Volatility

DOGE-USD vs. ^GSPC - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 27.26% compared to S&P 500 (^GSPC) at 14.13%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
27.26%
14.13%
DOGE-USD
^GSPC