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 -18.60%/yr vs 16.79%/yr for AAPL. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
DOGE-USD vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, DOGE-USD achieves a -40.20% return, which is significantly lower than AAPL's 13.84% return.
DOGE-USD
- 1D
- 1.48%
- 1M
- -9.50%
- 6M
- -32.69%
- YTD
- -40.20%
- 1Y
- -63.29%
- 3Y*
- -1.58%
- 5Y*
- -18.60%
- 10Y*
- —
- ALL TIME*
- 104.30%
AAPL
- 1D
- -7.35%
- 1M
- 0.09%
- 6M
- 19.27%
- YTD
- 13.84%
- 1Y
- 53.24%
- 3Y*
- 16.99%
- 5Y*
- 16.79%
- 10Y*
- 29.23%
- ALL TIME*
- 19.30%
Liquidity Comparison
DOGE-USD vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between DOGE-USD and AAPL is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 31, 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.
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.
| DOGE-USD | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.35 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 3.60 | -4.43 |
| Martin ratioReturn relative to average drawdown | -1.14 | 8.56 | -9.70 |
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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 | -76.14% | -13.80% | -62.34% |
Max Drawdown (3Y)Largest decline over 3 years | -85.20% | -33.36% | -51.84% |
Max Drawdown (5Y)Largest decline over 5 years | -85.20% | -33.36% | -51.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.52% | — |
Current DrawdownCurrent decline from peak | -89.76% | -9.17% | -80.59% |
Average DrawdownAverage peak-to-trough decline | -75.33% | -29.52% | -45.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.32% | 5.79% | +30.53% |
Volatility
DOGE-USD vs. AAPL - Volatility Comparison
The current volatility for Dogecoin (DOGE-USD) is 10.64%, while Apple Inc (AAPL) has a volatility of 11.52%. This indicates that DOGE-USD experiences smaller price fluctuations and is considered to be less risky 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 | 10.64% | 11.52% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 43.06% | 20.71% | +22.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.55% | 25.91% | +35.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.57% | 28.02% | +48.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 754.65% | 29.12% | +725.53% |
Frequently Asked Questions
DOGE-USD and AAPL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAPL has higher volatility (11.52%) compared to DOGE-USD (10.64%). In terms of maximum drawdown, DOGE-USD dropped -92.29% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (1.92 vs -0.86), 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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