DOGE-USD vs. VOO
Compare and contrast key facts about Dogecoin (DOGE-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOGE-USD or VOO.
Performance
DOGE-USD vs. VOO - Performance Comparison
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
361.51%
198.15%
152.09%
441.89%
182.54%
110.35%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
DOGE-USD | VOO | |
---|---|---|
Sharpe Ratio | 2.73 | 2.69 |
Sortino Ratio | 3.14 | 3.59 |
Omega Ratio | 1.30 | 1.50 |
Calmar Ratio | 2.14 | 3.88 |
Martin Ratio | 7.25 | 17.58 |
Ulcer Index | 39.11% | 1.86% |
Daily Std Dev | 83.49% | 12.19% |
Max Drawdown | -95.27% | -33.99% |
Current Drawdown | -40.48% | -0.53% |
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Correlation
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.
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.
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.