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

Correlation

The correlation between DOGE-USD and XRP-USD is 0.22, 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. XRP-USD - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%NovemberDecember2025FebruaryMarchApril
12,521.96%
919.53%
DOGE-USD
XRP-USD

Key characteristics

Sharpe Ratio

DOGE-USD:

1.19

XRP-USD:

5.71

Sortino Ratio

DOGE-USD:

2.04

XRP-USD:

4.40

Omega Ratio

DOGE-USD:

1.21

XRP-USD:

1.49

Calmar Ratio

DOGE-USD:

0.75

XRP-USD:

5.48

Martin Ratio

DOGE-USD:

3.46

XRP-USD:

30.98

Ulcer Index

DOGE-USD:

35.61%

XRP-USD:

19.91%

Daily Std Dev

DOGE-USD:

80.96%

XRP-USD:

80.85%

Max Drawdown

DOGE-USD:

-95.27%

XRP-USD:

-95.87%

Current Drawdown

DOGE-USD:

-74.26%

XRP-USD:

-34.36%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -43.42% return, which is significantly lower than XRP-USD's 6.60% return.


DOGE-USD

YTD

-43.42%

1M

-6.45%

6M

25.79%

1Y

18.00%

5Y*

142.81%

10Y*

110.61%

XRP-USD

YTD

6.60%

1M

-9.55%

6M

316.98%

1Y

320.43%

5Y*

62.65%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DOGE-USD vs. XRP-USD — 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

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
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. XRP-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and Ripple (XRP-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.


The chart of Sharpe ratio for DOGE-USD, currently valued at 1.19, compared to the broader market0.001.002.003.004.00
DOGE-USD: 1.19
XRP-USD: 5.71
The chart of Sortino ratio for DOGE-USD, currently valued at 2.04, compared to the broader market0.001.002.003.004.00
DOGE-USD: 2.04
XRP-USD: 4.40
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
XRP-USD: 1.49
The chart of Calmar ratio for DOGE-USD, currently valued at 0.75, compared to the broader market1.002.003.004.00
DOGE-USD: 0.75
XRP-USD: 5.48
The chart of Martin ratio for DOGE-USD, currently valued at 3.46, compared to the broader market0.005.0010.0015.0020.0025.00
DOGE-USD: 3.46
XRP-USD: 30.98

The current DOGE-USD Sharpe Ratio is 1.19, which is lower than the XRP-USD Sharpe Ratio of 5.71. The chart below compares the historical Sharpe Ratios of DOGE-USD and XRP-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.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
1.19
5.71
DOGE-USD
XRP-USD

Drawdowns

DOGE-USD vs. XRP-USD - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -95.27%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and XRP-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-74.26%
-34.36%
DOGE-USD
XRP-USD

Volatility

DOGE-USD vs. XRP-USD - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 27.70% compared to Ripple (XRP-USD) at 24.12%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
27.70%
24.12%
DOGE-USD
XRP-USD