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DOGE-USD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DOGE-USD and ^GSPC 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.


-0.50.00.51.0
Correlation: 0.1

Performance

DOGE-USD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dogecoin (DOGE-USD) and S&P 500 (^GSPC). 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%
208.95%
DOGE-USD
^GSPC

Key characteristics

Sharpe Ratio

DOGE-USD:

1.19

^GSPC:

0.49

Sortino Ratio

DOGE-USD:

2.04

^GSPC:

0.81

Omega Ratio

DOGE-USD:

1.21

^GSPC:

1.12

Calmar Ratio

DOGE-USD:

0.75

^GSPC:

0.50

Martin Ratio

DOGE-USD:

3.46

^GSPC:

2.07

Ulcer Index

DOGE-USD:

35.61%

^GSPC:

4.57%

Daily Std Dev

DOGE-USD:

80.96%

^GSPC:

19.43%

Max Drawdown

DOGE-USD:

-95.27%

^GSPC:

-56.78%

Current Drawdown

DOGE-USD:

-74.26%

^GSPC:

-10.73%

Returns By Period

In the year-to-date period, DOGE-USD achieves a -43.42% return, which is significantly lower than ^GSPC's -6.75% return. Over the past 10 years, DOGE-USD has outperformed ^GSPC with an annualized return of 110.61%, while ^GSPC has yielded a comparatively lower 10.05% annualized return.


DOGE-USD

YTD

-43.42%

1M

-6.45%

6M

25.79%

1Y

18.00%

5Y*

142.81%

10Y*

110.61%

^GSPC

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

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Risk-Adjusted Performance

DOGE-USD vs. ^GSPC — 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

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7474
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7777
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogecoin (DOGE-USD) and S&P 500 (^GSPC). 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
^GSPC: -0.07
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
^GSPC: 0.05
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
^GSPC: 1.01
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
^GSPC: 0.50
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
^GSPC: -0.29

The current DOGE-USD Sharpe Ratio is 1.19, which is higher than the ^GSPC Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DOGE-USD and ^GSPC, 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
-0.07
DOGE-USD
^GSPC

Drawdowns

DOGE-USD vs. ^GSPC - Drawdown Comparison

The maximum DOGE-USD drawdown since its inception was -95.27%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DOGE-USD and ^GSPC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-74.26%
-10.73%
DOGE-USD
^GSPC

Volatility

DOGE-USD vs. ^GSPC - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 27.33% compared to S&P 500 (^GSPC) at 14.13%. This indicates that DOGE-USD's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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%
14.13%
DOGE-USD
^GSPC