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 -21.43%/yr vs 17.74%/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 -32.58% return, which is significantly lower than AAPL's 8.46% return.
DOGE-USD
- 1D
- -4.04%
- 1M
- -22.61%
- YTD
- -32.58%
- 6M
- -38.82%
- 1Y
- -51.76%
- 3Y*
- 5.81%
- 5Y*
- -21.43%
- 10Y*
- —
AAPL
- 1D
- -0.91%
- 1M
- -4.70%
- YTD
- 8.46%
- 6M
- 8.26%
- 1Y
- 46.63%
- 3Y*
- 16.93%
- 5Y*
- 17.74%
- 10Y*
- 30.05%
DOGE-USD vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between DOGE-USD and AAPL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year 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 | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.38 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.40 | -4.11 |
| Martin ratioReturn relative to average drawdown | -1.03 | 8.35 | -9.37 |
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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 | -72.70% | -13.80% | -58.90% |
Max Drawdown (3Y)Largest decline over 3 years | -83.07% | -33.36% | -49.71% |
Max Drawdown (5Y)Largest decline over 5 years | -84.48% | -33.36% | -51.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.52% | — |
Current DrawdownCurrent decline from peak | -88.46% | -6.63% | -81.83% |
Average DrawdownAverage peak-to-trough decline | -75.16% | -29.58% | -45.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.53% | 5.60% | +38.93% |
Volatility
DOGE-USD vs. AAPL - Volatility Comparison
Dogecoin (DOGE-USD) has a higher volatility of 15.17% compared to Apple Inc (AAPL) at 6.98%. 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 | 15.17% | 6.98% | +8.19% |
Volatility (6M)Calculated over the trailing 6-month period | 47.92% | 16.62% | +31.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.45% | 22.57% | +42.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.25% | 27.52% | +49.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 759.19% | 28.92% | +730.27% |
Frequently Asked Questions
DOGE-USD and AAPL have a correlation of 0.17, 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 (15.17%) compared to AAPL (6.98%). In terms of maximum drawdown, DOGE-USD dropped -92.29% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.08 vs -0.66), 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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