DOGE-USD vs. AAPL
DOGE-USD (Dogecoin) is a cryptocurrency, while AAPL (Apple Inc) is a stock. Over the past 5 years, DOGE-USD returned -24.81%/yr vs 20.38%/yr for AAPL. At a 0.15 correlation, their price movements are largely independent.
Performance
DOGE-USD vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, DOGE-USD achieves a -22.77% return, which is significantly lower than AAPL's 14.34% return.
DOGE-USD
- 1D
- -2.19%
- 1M
- -17.74%
- YTD
- -22.77%
- 6M
- -40.29%
- 1Y
- -53.14%
- 3Y*
- 7.70%
- 5Y*
- -24.81%
- 10Y*
- —
AAPL
- 1D
- -1.57%
- 1M
- 12.18%
- YTD
- 14.34%
- 6M
- 9.39%
- 1Y
- 53.24%
- 3Y*
- 20.25%
- 5Y*
- 20.38%
- 10Y*
- 30.12%
DOGE-USD vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between DOGE-USD and AAPL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2017 | 0.15 |
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Return for Risk
DOGE-USD vs. AAPL — Risk / Return Rank
DOGE-USD
AAPL
DOGE-USD vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and Apple Inc (AAPL). 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 | AAPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.67 | 2.40 | -3.07 |
Sortino ratioReturn per unit of downside risk | -0.79 | 3.36 | -4.15 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.43 | -0.50 |
Calmar ratioReturn relative to maximum drawdown | -0.76 | 3.88 | -4.64 |
Martin ratioReturn relative to average drawdown | -1.11 | 9.76 | -10.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOGE-USD | AAPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.67 | 2.40 | -3.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.75 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.44 | -0.32 |
Drawdowns
DOGE-USD vs. AAPL - Drawdown Comparison
The maximum DOGE-USD drawdown since its inception was -92.29%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and AAPL.
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Drawdown Indicators
| DOGE-USD | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.29% | -81.80% | -10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -69.49% | -13.80% | -55.69% |
Max Drawdown (3Y)Largest decline over 3 years | -81.08% | -33.36% | -47.72% |
Max Drawdown (5Y)Largest decline over 5 years | -85.79% | -33.36% | -52.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.52% | — |
Current DrawdownCurrent decline from peak | -86.78% | -1.57% | -85.21% |
Average DrawdownAverage peak-to-trough decline | -75.11% | -29.61% | -45.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.01% | 5.47% | +47.54% |
Volatility
DOGE-USD vs. AAPL - Volatility Comparison
Dogecoin (DOGE-USD) has a higher volatility of 13.82% compared to Apple Inc (AAPL) at 5.46%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOGE-USD | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.82% | 5.46% | +8.36% |
Volatility (6M)Calculated over the trailing 6-month period | 48.40% | 15.91% | +32.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.01% | 22.32% | +43.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.03% | 27.46% | +51.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 761.60% | 28.89% | +732.71% |
Frequently Asked Questions
DOGE-USD and AAPL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOGE-USD has higher volatility (13.82%) compared to AAPL (5.46%). In terms of maximum drawdown, DOGE-USD dropped -92.29% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.40 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.
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