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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 0.60, 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.


-0.50.00.51.00.6

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.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%AugustSeptemberOctoberNovemberDecember2025
183.44%
58.56%
DOGE-USD
BTC-USD

Key characteristics

Sharpe Ratio

DOGE-USD:

2.49

BTC-USD:

1.84

Sortino Ratio

DOGE-USD:

2.98

BTC-USD:

2.55

Omega Ratio

DOGE-USD:

1.29

BTC-USD:

1.25

Calmar Ratio

DOGE-USD:

1.75

BTC-USD:

1.67

Martin Ratio

DOGE-USD:

8.61

BTC-USD:

8.27

Ulcer Index

DOGE-USD:

28.02%

BTC-USD:

11.02%

Daily Std Dev

DOGE-USD:

86.63%

BTC-USD:

43.87%

Max Drawdown

DOGE-USD:

-95.27%

BTC-USD:

-93.07%

Current Drawdown

DOGE-USD:

-47.67%

BTC-USD:

-2.35%

Returns By Period

In the year-to-date period, DOGE-USD achieves a 15.01% return, which is significantly higher than BTC-USD's 10.94% return. Over the past 10 years, DOGE-USD has outperformed BTC-USD with an annualized return of 115.72%, while BTC-USD has yielded a comparatively lower 82.44% annualized return.


DOGE-USD

YTD

15.01%

1M

11.98%

6M

183.44%

1Y

364.54%

5Y*

176.38%

10Y*

115.72%

BTC-USD

YTD

10.94%

1M

9.47%

6M

58.56%

1Y

160.14%

5Y*

65.12%

10Y*

82.44%

*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 8888
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8383
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8282
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8181
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.


Sharpe ratio
The chart of Sharpe ratio for DOGE-USD, currently valued at 2.49, compared to the broader market0.002.004.006.008.002.491.84
The chart of Sortino ratio for DOGE-USD, currently valued at 2.98, compared to the broader market0.002.004.002.982.55
The chart of Omega ratio for DOGE-USD, currently valued at 1.29, compared to the broader market1.001.201.401.601.291.25
The chart of Calmar ratio for DOGE-USD, currently valued at 1.75, compared to the broader market2.004.006.008.001.751.67
The chart of Martin ratio for DOGE-USD, currently valued at 8.61, compared to the broader market0.0020.0040.0060.008.618.27
DOGE-USD
BTC-USD

The current DOGE-USD Sharpe Ratio is 2.49, which is higher than the BTC-USD Sharpe Ratio of 1.84. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.49
1.84
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%AugustSeptemberOctoberNovemberDecember2025
-47.67%
-2.35%
DOGE-USD
BTC-USD

Volatility

DOGE-USD vs. BTC-USD - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 28.74% compared to Bitcoin (BTC-USD) at 13.60%. 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%15.00%20.00%25.00%30.00%35.00%40.00%45.00%AugustSeptemberOctoberNovemberDecember2025
28.74%
13.60%
DOGE-USD
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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