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

Correlation

The correlation between DOGE-USD and AMZN is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DOGE-USD vs. AMZN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DOGE-USD:

0.24

AMZN:

0.50

Sortino Ratio

DOGE-USD:

2.14

AMZN:

0.79

Omega Ratio

DOGE-USD:

1.22

AMZN:

1.10

Calmar Ratio

DOGE-USD:

0.86

AMZN:

0.44

Martin Ratio

DOGE-USD:

3.23

AMZN:

1.12

Ulcer Index

DOGE-USD:

41.92%

AMZN:

12.06%

Daily Std Dev

DOGE-USD:

82.68%

AMZN:

34.67%

Max Drawdown

DOGE-USD:

-95.27%

AMZN:

-94.40%

Current Drawdown

DOGE-USD:

-71.47%

AMZN:

-14.63%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -38.11% return, which is significantly lower than AMZN's -5.81% return. Over the past 10 years, DOGE-USD has outperformed AMZN with an annualized return of 104.46%, while AMZN has yielded a comparatively lower 25.48% annualized return.


DOGE-USD

YTD

-38.11%

1M

11.17%

6M

-53.99%

1Y

24.29%

3Y*

34.42%

5Y*

137.56%

10Y*

104.46%

AMZN

YTD

-5.81%

1M

8.77%

6M

-1.93%

1Y

17.12%

3Y*

19.09%

5Y*

10.77%

10Y*

25.48%

*Annualized

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Dogecoin

Amazon.com, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DOGE-USD vs. AMZN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8484
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8585
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 6565
Overall Rank
The Sharpe Ratio Rank of AMZN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DOGE-USD Sharpe Ratio is 0.24, which is lower than the AMZN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DOGE-USD and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DOGE-USD vs. AMZN - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 32.73% compared to Amazon.com, Inc. (AMZN) at 9.68%. 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.


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