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DOGE-USD vs. AAPL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DOGE-USD and AAPL is 0.10, 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.


-0.50.00.51.00.1

Performance

DOGE-USD vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dogecoin (DOGE-USD) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
159.87%
22.93%
DOGE-USD
AAPL

Key characteristics

Sharpe Ratio

DOGE-USD:

1.43

AAPL:

1.38

Sortino Ratio

DOGE-USD:

2.32

AAPL:

2.04

Omega Ratio

DOGE-USD:

1.22

AAPL:

1.26

Calmar Ratio

DOGE-USD:

0.87

AAPL:

1.88

Martin Ratio

DOGE-USD:

5.19

AAPL:

4.89

Ulcer Index

DOGE-USD:

26.57%

AAPL:

6.39%

Daily Std Dev

DOGE-USD:

85.26%

AAPL:

22.57%

Max Drawdown

DOGE-USD:

-95.27%

AAPL:

-81.80%

Current Drawdown

DOGE-USD:

-54.21%

AAPL:

0.00%

Returns By Period

In the year-to-date period, DOGE-USD achieves a 255.10% return, which is significantly higher than AAPL's 32.83% return. Over the past 10 years, DOGE-USD has outperformed AAPL with an annualized return of 109.48%, while AAPL has yielded a comparatively lower 26.14% annualized return.


DOGE-USD

YTD

255.10%

1M

-15.84%

6M

156.16%

1Y

234.42%

5Y*

172.80%

10Y*

109.48%

AAPL

YTD

32.83%

1M

11.13%

6M

22.93%

1Y

31.36%

5Y*

30.37%

10Y*

26.14%

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Risk-Adjusted Performance

DOGE-USD vs. AAPL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DOGE-USD, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.433.03
The chart of Sortino ratio for DOGE-USD, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.323.93
The chart of Omega ratio for DOGE-USD, currently valued at 1.22, compared to the broader market1.001.201.401.221.53
The chart of Calmar ratio for DOGE-USD, currently valued at 0.87, compared to the broader market1.002.003.004.000.871.87
The chart of Martin ratio for DOGE-USD, currently valued at 5.19, compared to the broader market0.0010.0020.0030.0040.005.1918.92
DOGE-USD
AAPL

The current DOGE-USD Sharpe Ratio is 1.43, which is comparable to the AAPL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of DOGE-USD and AAPL, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.43
3.03
DOGE-USD
AAPL

Drawdowns

DOGE-USD vs. AAPL - Drawdown Comparison

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


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.21%
0
DOGE-USD
AAPL

Volatility

DOGE-USD vs. AAPL - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 27.98% compared to Apple Inc (AAPL) at 4.21%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
27.98%
4.21%
DOGE-USD
AAPL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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