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

Correlation

The correlation between DOGE-USD and BTC-USD is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

DOGE-USD vs. BTC-USD - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%NovemberDecember2025FebruaryMarchApril
59,858.54%
10,594.78%
DOGE-USD
BTC-USD

Key characteristics

Sharpe Ratio

DOGE-USD:

1.19

BTC-USD:

1.90

Sortino Ratio

DOGE-USD:

2.04

BTC-USD:

2.52

Omega Ratio

DOGE-USD:

1.21

BTC-USD:

1.26

Calmar Ratio

DOGE-USD:

0.75

BTC-USD:

1.68

Martin Ratio

DOGE-USD:

3.46

BTC-USD:

8.54

Ulcer Index

DOGE-USD:

35.61%

BTC-USD:

11.32%

Daily Std Dev

DOGE-USD:

80.96%

BTC-USD:

42.81%

Max Drawdown

DOGE-USD:

-95.27%

BTC-USD:

-93.07%

Current Drawdown

DOGE-USD:

-74.26%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -43.42% return, which is significantly lower than BTC-USD's 0.29% return. Over the past 10 years, DOGE-USD has outperformed BTC-USD with an annualized return of 110.61%, while BTC-USD has yielded a comparatively lower 82.48% annualized return.


DOGE-USD

YTD

-43.42%

1M

-6.45%

6M

25.79%

1Y

18.00%

5Y*

142.81%

10Y*

110.61%

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

DOGE-USD vs. BTC-USD — 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 8585
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8585
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and Bitcoin (BTC-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.


The chart of Sharpe ratio for DOGE-USD, currently valued at 1.19, compared to the broader market0.001.002.003.004.00
DOGE-USD: 1.19
BTC-USD: 1.90
The chart of Sortino ratio for DOGE-USD, currently valued at 2.04, compared to the broader market0.001.002.003.004.00
DOGE-USD: 2.04
BTC-USD: 2.52
The chart of Omega ratio for DOGE-USD, currently valued at 1.21, compared to the broader market0.901.001.101.201.301.40
DOGE-USD: 1.21
BTC-USD: 1.26
The chart of Calmar ratio for DOGE-USD, currently valued at 0.75, compared to the broader market1.002.003.004.00
DOGE-USD: 0.75
BTC-USD: 1.68
The chart of Martin ratio for DOGE-USD, currently valued at 3.46, compared to the broader market0.005.0010.0015.0020.0025.00
DOGE-USD: 3.46
BTC-USD: 8.54

The current DOGE-USD Sharpe Ratio is 1.19, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DOGE-USD and BTC-USD, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.19
1.90
DOGE-USD
BTC-USD

Drawdowns

DOGE-USD vs. BTC-USD - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -95.27%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-74.26%
-11.73%
DOGE-USD
BTC-USD

Volatility

DOGE-USD vs. BTC-USD - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 27.70% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
27.70%
16.27%
DOGE-USD
BTC-USD