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

Correlation

The correlation between DOGE-USD and VOO is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%50,000.00%100,000.00%150,000.00%NovemberDecember2025FebruaryMarchApril
59,858.54%
278.52%
DOGE-USD
VOO

Key characteristics

Sharpe Ratio

DOGE-USD:

1.19

VOO:

0.57

Sortino Ratio

DOGE-USD:

2.04

VOO:

0.92

Omega Ratio

DOGE-USD:

1.21

VOO:

1.13

Calmar Ratio

DOGE-USD:

0.75

VOO:

0.58

Martin Ratio

DOGE-USD:

3.46

VOO:

2.42

Ulcer Index

DOGE-USD:

35.61%

VOO:

4.51%

Daily Std Dev

DOGE-USD:

80.96%

VOO:

19.17%

Max Drawdown

DOGE-USD:

-95.27%

VOO:

-33.99%

Current Drawdown

DOGE-USD:

-74.26%

VOO:

-10.56%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -43.42% return, which is significantly lower than VOO's -6.43% return. Over the past 10 years, DOGE-USD has outperformed VOO with an annualized return of 110.61%, while VOO has yielded a comparatively lower 12.02% annualized return.


DOGE-USD

YTD

-43.42%

1M

-6.45%

6M

25.79%

1Y

18.00%

5Y*

142.81%

10Y*

110.61%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

DOGE-USD vs. VOO — 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 8585
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8585
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. 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.


The chart of Sharpe ratio for DOGE-USD, currently valued at 1.26, compared to the broader market0.001.002.003.004.00
DOGE-USD: 1.26
VOO: -0.01
The chart of Sortino ratio for DOGE-USD, currently valued at 2.09, compared to the broader market0.001.002.003.004.00
DOGE-USD: 2.09
VOO: 0.13
The chart of Omega ratio for DOGE-USD, currently valued at 1.21, compared to the broader market0.901.001.101.201.301.40
DOGE-USD: 1.21
VOO: 1.02
The chart of Calmar ratio for DOGE-USD, currently valued at 0.81, compared to the broader market1.002.003.004.00
DOGE-USD: 0.81
VOO: 0.58
The chart of Martin ratio for DOGE-USD, currently valued at 3.65, compared to the broader market0.005.0010.0015.0020.0025.00
DOGE-USD: 3.65
VOO: -0.06

The current DOGE-USD Sharpe Ratio is 1.19, which is higher than the VOO Sharpe Ratio of 0.57. 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.26
-0.01
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%NovemberDecember2025FebruaryMarchApril
-74.26%
-10.56%
DOGE-USD
VOO

Volatility

DOGE-USD vs. VOO - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 27.33% compared to Vanguard S&P 500 ETF (VOO) at 13.88%. 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%NovemberDecember2025FebruaryMarchApril
27.33%
13.88%
DOGE-USD
VOO