DOGE-USD vs. BNB-USD
DOGE-USD (Dogecoin) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, DOGE-USD returned -17.63%/yr vs 14.40%/yr for BNB-USD. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
DOGE-USD vs. BNB-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DOGE-USD achieves a -38.39% return, which is significantly lower than BNB-USD's -33.63% return.
DOGE-USD
- 1D
- -0.23%
- 1M
- -13.60%
- 6M
- -44.04%
- YTD
- -38.39%
- 1Y
- -73.62%
- 3Y*
- -0.46%
- 5Y*
- -17.63%
- 10Y*
- —
- ALL TIME*
- 105.54%
BNB-USD
- 1D
- 0.41%
- 1M
- -2.44%
- 6M
- -37.91%
- YTD
- -33.63%
- 1Y
- -24.28%
- 3Y*
- 32.97%
- 5Y*
- 14.40%
- 10Y*
- —
- ALL TIME*
- 91.15%
DOGE-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between DOGE-USD and BNB-USD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.56 |
Over the past year, DOGE-USD and BNB-USD have become more correlated (0.76) than their long-term average of 0.56, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DOGE-USD vs. BNB-USD — Risk / Return Rank
DOGE-USD
BNB-USD
DOGE-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and BNB (BNB-USD). 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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.96 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.42 | -0.56 |
| Martin ratioReturn relative to average drawdown | -1.36 | -0.62 | -0.74 |
Loading charts...
Drawdowns
DOGE-USD vs. BNB-USD - Drawdown Comparison
The maximum DOGE-USD drawdown since its inception was -92.29%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and BNB-USD.
Loading charts...
Drawdown Indicators
| DOGE-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.29% | -79.74% | -12.55% |
Max Drawdown (1Y)Largest decline over 1 year | -75.16% | -58.25% | -16.91% |
Max Drawdown (3Y)Largest decline over 3 years | -84.60% | -58.25% | -26.35% |
Max Drawdown (5Y)Largest decline over 5 years | -84.60% | -69.89% | -14.71% |
Current DrawdownCurrent decline from peak | -89.45% | -56.16% | -33.29% |
Average DrawdownAverage peak-to-trough decline | -75.28% | -38.91% | -36.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.95% | 29.47% | +10.48% |
Volatility
DOGE-USD vs. BNB-USD - Volatility Comparison
Dogecoin (DOGE-USD) has a higher volatility of 10.75% compared to BNB (BNB-USD) at 7.83%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DOGE-USD | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.75% | 7.83% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 44.61% | 34.47% | +10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.38% | 44.53% | +18.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.65% | 49.10% | +27.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 756.12% | 79.64% | +676.48% |
Frequently Asked Questions
DOGE-USD and BNB-USD have a correlation of 0.76, 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 (10.75%) compared to BNB-USD (7.83%). In terms of maximum drawdown, DOGE-USD dropped -92.29% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.45 vs -0.98), 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.
Find the right allocation for DOGE-USD and BNB-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer