DOGE-USD vs. AMZN
Compare and contrast key facts about Dogecoin (DOGE-USD) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOGE-USD or AMZN.
Performance
DOGE-USD vs. AMZN - Performance Comparison
Returns By Period
In the year-to-date period, DOGE-USD achieves a 309.69% return, which is significantly higher than AMZN's 33.35% return. Over the past 10 years, DOGE-USD has outperformed AMZN with an annualized return of 110.97%, while AMZN has yielded a comparatively lower 28.57% annualized return.
DOGE-USD
309.69%
167.15%
145.84%
356.02%
169.97%
110.97%
AMZN
33.35%
7.21%
9.70%
39.56%
18.31%
28.57%
Key characteristics
| DOGE-USD | AMZN | |
|---|---|---|
| Sharpe Ratio | 1.95 | 1.53 |
| Sortino Ratio | 2.70 | 2.14 |
| Omega Ratio | 1.25 | 1.28 |
| Calmar Ratio | 1.43 | 1.77 |
| Martin Ratio | 5.21 | 7.05 |
| Ulcer Index | 39.24% | 5.88% |
| Daily Std Dev | 83.80% | 27.21% |
| Max Drawdown | -95.27% | -94.40% |
| Current Drawdown | -47.17% | -5.37% |
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Correlation
The correlation between DOGE-USD and AMZN 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.
Risk-Adjusted Performance
DOGE-USD vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and Amazon.com, Inc. (AMZN). 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.
Drawdowns
DOGE-USD vs. AMZN - Drawdown Comparison
The maximum DOGE-USD drawdown since its inception was -95.27%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and AMZN. For additional features, visit the drawdowns tool.
Volatility
DOGE-USD vs. AMZN - Volatility Comparison
Dogecoin (DOGE-USD) has a higher volatility of 43.20% compared to Amazon.com, Inc. (AMZN) at 10.46%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.