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

Performance

DOGE-USD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dogecoin (DOGE-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
137.37%
13.23%
DOGE-USD
VOO

Returns By Period

In the year-to-date period, DOGE-USD achieves a 361.51% return, which is significantly higher than VOO's 26.58% return. Over the past 10 years, DOGE-USD has outperformed VOO with an annualized return of 110.35%, while VOO has yielded a comparatively lower 13.22% annualized return.


DOGE-USD

YTD

361.51%

1M

198.15%

6M

152.09%

1Y

441.89%

5Y (annualized)

182.54%

10Y (annualized)

110.35%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


DOGE-USDVOO
Sharpe Ratio2.732.69
Sortino Ratio3.143.59
Omega Ratio1.301.50
Calmar Ratio2.143.88
Martin Ratio7.2517.58
Ulcer Index39.11%1.86%
Daily Std Dev83.49%12.19%
Max Drawdown-95.27%-33.99%
Current Drawdown-40.48%-0.53%

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Correlation

-0.50.00.51.00.1

The correlation between DOGE-USD and VOO is 0.13, 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.

Risk-Adjusted Performance

DOGE-USD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and Vanguard S&P 500 ETF (VOO). 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 2.73, compared to the broader market0.001.002.002.732.06
The chart of Sortino ratio for DOGE-USD, currently valued at 3.14, compared to the broader market-1.000.001.002.003.003.142.75
The chart of Omega ratio for DOGE-USD, currently valued at 1.30, compared to the broader market0.901.001.101.201.301.401.301.38
The chart of Calmar ratio for DOGE-USD, currently valued at 2.14, compared to the broader market0.501.001.502.002.140.96
The chart of Martin ratio for DOGE-USD, currently valued at 7.25, compared to the broader market0.005.0010.007.2512.25
DOGE-USD
VOO

The current DOGE-USD Sharpe Ratio is 2.73, which is comparable to the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of DOGE-USD and VOO, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.73
2.06
DOGE-USD
VOO

Drawdowns

DOGE-USD vs. VOO - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -95.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-40.48%
-0.53%
DOGE-USD
VOO

Volatility

DOGE-USD vs. VOO - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 42.87% compared to Vanguard S&P 500 ETF (VOO) at 3.98%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
42.87%
3.98%
DOGE-USD
VOO