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

Performance

DOGE-USD vs. SOL-USD - Performance Comparison

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

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


2026 (YTD)202520242023202220212020
DOGE-USD
Dogecoin
-22.98%-62.82%252.28%27.54%-58.78%3,537.33%137.91%
SOL-USD
Solana
-36.36%-34.09%85.68%919.96%-94.13%11,143.63%58.87%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -22.98% return, which is significantly higher than SOL-USD's -36.36% return.


DOGE-USD

1D
-2.05%
1M
0.37%
YTD
-22.98%
6M
-65.56%
1Y
-44.87%
3Y*
-2.04%
5Y*
10.11%
10Y*

SOL-USD

1D
-2.43%
1M
-8.96%
YTD
-36.36%
6M
-66.28%
1Y
-32.54%
3Y*
56.99%
5Y*
28.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DOGE-USD vs. SOL-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: 5454
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: 4848
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 4646
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5858
Overall Rank
SOL-USD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 6464
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 6565
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 3535
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. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and Solana (SOL-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-USDSOL-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.51

-0.43

-0.08

Sortino ratio

Return per unit of downside risk

-0.35

-0.19

-0.16

Omega ratio

Gain probability vs. loss probability

0.97

0.98

-0.01

Calmar ratio

Return relative to maximum drawdown

-1.07

-1.03

-0.05

Martin ratio

Return relative to average drawdown

-1.60

-1.64

+0.04

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

The current DOGE-USD Sharpe Ratio is -0.51, which is comparable to the SOL-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of DOGE-USD and SOL-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.


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Sharpe Ratios by Period


DOGE-USDSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.43

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.27

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.90

-0.78

Correlation

The correlation between DOGE-USD and SOL-USD is 0.56, 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.


Drawdowns

DOGE-USD vs. SOL-USD - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -92.29%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and SOL-USD.


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Drawdown Indicators


DOGE-USDSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-92.29%

-96.27%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-69.49%

-68.54%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-92.29%

-96.27%

+3.98%

Current Drawdown

Current decline from peak

-86.81%

-69.77%

-17.04%

Average Drawdown

Average peak-to-trough decline

-74.91%

-50.88%

-24.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.64%

42.95%

+3.69%

Volatility

DOGE-USD vs. SOL-USD - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 17.55% compared to Solana (SOL-USD) at 16.17%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than SOL-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-USDSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.55%

16.17%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

59.90%

54.42%

+5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

73.51%

63.60%

+9.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.96%

88.86%

+9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

768.86%

101.02%

+667.84%