DOGE-USD vs. ETC-USD
DOGE-USD (Dogecoin) and ETC-USD (Ethereum Classic) are both cryptocurrencies. Over the past 5 years, DOGE-USD returned -24.40%/yr vs -35.49%/yr for ETC-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
DOGE-USD vs. ETC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DOGE-USD achieves a -27.62% return, which is significantly higher than ETC-USD's -39.13% return.
DOGE-USD
- 1D
- -1.61%
- 1M
- -21.95%
- YTD
- -27.62%
- 6M
- -40.49%
- 1Y
- -53.93%
- 3Y*
- 6.88%
- 5Y*
- -24.40%
- 10Y*
- —
ETC-USD
- 1D
- -1.97%
- 1M
- -27.32%
- YTD
- -39.13%
- 6M
- -48.14%
- 1Y
- -58.85%
- 3Y*
- -25.64%
- 5Y*
- -35.49%
- 10Y*
- —
DOGE-USD vs. ETC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOGE-USD Dogecoin | -27.62% | -62.82% | 252.28% | 27.54% | -58.78% | 3,537.33% | 130.87% | -13.55% | -73.85% | 8,872.00% |
ETC-USD Ethereum Classic | -39.13% | -54.13% | 13.87% | 39.62% | -53.90% | 499.54% | 27.01% | -10.00% | -82.30% | 52.67% |
Correlation
The correlation between DOGE-USD and ETC-USD is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 31, 2017 | 0.64 |
Over the past year, DOGE-USD and ETC-USD have become more correlated (0.86) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
DOGE-USD vs. ETC-USD — Risk / Return Rank
DOGE-USD
ETC-USD
DOGE-USD vs. ETC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and Ethereum Classic (ETC-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.
| DOGE-USD | ETC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.88 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.81 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.11 | -1.25 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOGE-USD | ETC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | -0.80 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | -0.40 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.14 | -0.02 |
Drawdowns
DOGE-USD vs. ETC-USD - Drawdown Comparison
The maximum DOGE-USD drawdown since its inception was -92.29%, roughly equal to the maximum ETC-USD drawdown of -95.18%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and ETC-USD.
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Drawdown Indicators
| DOGE-USD | ETC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.29% | -95.18% | +2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -71.87% | -72.46% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -82.55% | -82.26% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -84.48% | -90.94% | +6.46% |
Current DrawdownCurrent decline from peak | -87.61% | -95.06% | +7.45% |
Average DrawdownAverage peak-to-trough decline | -75.13% | -73.68% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.87% | 46.55% | +7.32% |
Volatility
DOGE-USD vs. ETC-USD - Volatility Comparison
Dogecoin (DOGE-USD) has a higher volatility of 15.80% compared to Ethereum Classic (ETC-USD) at 14.41%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than ETC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOGE-USD | ETC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.80% | 14.41% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 49.02% | 43.99% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.90% | 60.87% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.98% | 73.44% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 761.02% | 129.89% | +631.13% |
Frequently Asked Questions
DOGE-USD and ETC-USD have a correlation of 0.86, 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 (15.80%) compared to ETC-USD (14.41%). In terms of maximum drawdown, DOGE-USD dropped -92.29% vs ETC-USD's -95.18%.
DOGE-USD currently has the higher Sharpe Ratio (-0.68 vs -0.80), 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.
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