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

Key characteristics


DOGE-USDAMZN
YTD Return45.45%17.81%
1Y Return65.13%72.73%
3Y Return (Ann)-30.32%1.07%
5Y Return (Ann)116.93%12.81%
10Y Return (Ann)75.55%27.85%
Sharpe Ratio2.032.62
Daily Std Dev66.95%28.74%
Max Drawdown-95.27%-94.40%
Current Drawdown-81.24%-5.32%

Correlation

-0.50.00.51.00.1

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.

Performance

DOGE-USD vs. AMZN - Performance Comparison

In the year-to-date period, DOGE-USD achieves a 45.45% return, which is significantly higher than AMZN's 17.81% return. Over the past 10 years, DOGE-USD has outperformed AMZN with an annualized return of 75.55%, while AMZN has yielded a comparatively lower 27.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%December2024FebruaryMarchAprilMay
43,586.69%
831.71%
DOGE-USD
AMZN

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Dogecoin

Amazon.com, Inc.

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.


DOGE-USD
Sharpe ratio
The chart of Sharpe ratio for DOGE-USD, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.002.03
Sortino ratio
The chart of Sortino ratio for DOGE-USD, currently valued at 2.61, compared to the broader market0.001.002.003.004.005.002.61
Omega ratio
The chart of Omega ratio for DOGE-USD, currently valued at 1.29, compared to the broader market1.001.101.201.301.401.501.29
Calmar ratio
The chart of Calmar ratio for DOGE-USD, currently valued at 1.16, compared to the broader market2.004.006.008.0010.001.16
Martin ratio
The chart of Martin ratio for DOGE-USD, currently valued at 12.39, compared to the broader market0.0020.0040.0060.0012.39
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.001.76
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 2.48, compared to the broader market0.001.002.003.004.005.002.48
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.31, compared to the broader market1.001.101.201.301.401.501.31
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 0.54, compared to the broader market2.004.006.008.0010.000.54
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 9.49, compared to the broader market0.0020.0040.0060.009.49

DOGE-USD vs. AMZN - Sharpe Ratio Comparison

The current DOGE-USD Sharpe Ratio is 2.03, which roughly equals the AMZN Sharpe Ratio of 2.62. The chart below compares the 12-month rolling Sharpe Ratio of DOGE-USD and AMZN.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
2.03
1.76
DOGE-USD
AMZN

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-81.24%
-5.32%
DOGE-USD
AMZN

Volatility

DOGE-USD vs. AMZN - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 28.10% compared to Amazon.com, Inc. (AMZN) at 8.16%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
28.10%
8.16%
DOGE-USD
AMZN