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DOGE-USD vs. SNX-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DOGE-USD vs. SNX-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, DOGE-USD achieves a -26.59% return, which is significantly higher than SNX-USD's -41.15% return.


DOGE-USD

1D
0.11%
1M
-23.55%
YTD
-26.59%
6M
-37.14%
1Y
-52.50%
3Y*
11.71%
5Y*
-23.30%
10Y*

SNX-USD

1D
-1.52%
1M
-26.89%
YTD
-41.15%
6M
-47.32%
1Y
-62.65%
3Y*
-48.93%
5Y*
-51.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOGE-USD vs. SNX-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DOGE-USD
Dogecoin
-26.59%-62.82%252.28%27.54%-58.78%3,537.33%130.87%-13.55%-41.82%
SNX-USD
SynthetixNetworkToken
-41.15%-78.57%-50.43%168.73%-73.89%-24.18%493.90%3,090.51%-91.57%

Correlation

The correlation between DOGE-USD and SNX-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

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2018

0.53

Over the past year, DOGE-USD and SNX-USD have become more correlated (0.76) than their long-term average of 0.53, meaning their price movements have been converging.

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Return for Risk

DOGE-USD vs. SNX-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOGE-USD
DOGE-USD Risk / Return Rank: 6161
Overall Rank
DOGE-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DOGE-USD Sortino Ratio Rank: 6060
Sortino Ratio Rank
DOGE-USD Omega Ratio Rank: 6060
Omega Ratio Rank
DOGE-USD Calmar Ratio Rank: 6464
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 6161
Martin Ratio Rank

SNX-USD
SNX-USD Risk / Return Rank: 7171
Overall Rank
SNX-USD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SNX-USD Sortino Ratio Rank: 7373
Sortino Ratio Rank
SNX-USD Omega Ratio Rank: 7373
Omega Ratio Rank
SNX-USD Calmar Ratio Rank: 6666
Calmar Ratio Rank
SNX-USD Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOGE-USD vs. SNX-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and SynthetixNetworkToken (SNX-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-USDSNX-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.93

0.98

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.70

-0.03

Martin ratioReturn relative to average drawdown

-1.07

-0.95

-0.12

DOGE-USD vs. SNX-USD - Sharpe Ratio Comparison

The current DOGE-USD Sharpe Ratio is -0.67, which is lower than the SNX-USD Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of DOGE-USD and SNX-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DOGE-USD vs. SNX-USD - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -92.29%, smaller than the maximum SNX-USD drawdown of -99.14%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and SNX-USD.


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Drawdown Indicators


DOGE-USDSNX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-92.29%

-99.14%

+6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-71.87%

-89.83%

+17.96%

Max Drawdown (3Y)

Largest decline over 3 years

-82.55%

-95.44%

+12.89%

Max Drawdown (5Y)

Largest decline over 5 years

-84.48%

-98.45%

+13.97%

Current Drawdown

Current decline from peak

-87.43%

-99.11%

+11.68%

Average Drawdown

Average peak-to-trough decline

-75.12%

-72.96%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.55%

78.82%

-24.27%

Volatility

DOGE-USD vs. SNX-USD - Volatility Comparison

The current volatility for Dogecoin (DOGE-USD) is 15.70%, while SynthetixNetworkToken (SNX-USD) has a volatility of 17.89%. This indicates that DOGE-USD experiences smaller price fluctuations and is considered to be less risky than SNX-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-USDSNX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.70%

17.89%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

48.90%

58.61%

-9.71%

Volatility (1Y)

Calculated over the trailing 1-year period

65.76%

116.09%

-50.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.94%

100.95%

-22.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

760.45%

117.45%

+643.00%

Frequently Asked Questions


DOGE-USD and SNX-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.

SNX-USD has higher volatility (17.89%) compared to DOGE-USD (15.70%). In terms of maximum drawdown, DOGE-USD dropped -92.29% vs SNX-USD's -99.14%.

SNX-USD currently has the higher Sharpe Ratio (-0.45 vs -0.67), 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.

Portfolio Optimizer

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