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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.


-0.50.00.51.00.1

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%50.00%100.00%150.00%200.00%250.00%AugustSeptemberOctoberNovemberDecember2025
184.97%
8.88%
DOGE-USD
^GSPC

Key characteristics

Sharpe Ratio

DOGE-USD:

2.98

^GSPC:

2.06

Sortino Ratio

DOGE-USD:

3.22

^GSPC:

2.74

Omega Ratio

DOGE-USD:

1.31

^GSPC:

1.38

Calmar Ratio

DOGE-USD:

2.19

^GSPC:

3.13

Martin Ratio

DOGE-USD:

10.33

^GSPC:

12.83

Ulcer Index

DOGE-USD:

27.99%

^GSPC:

2.07%

Daily Std Dev

DOGE-USD:

86.76%

^GSPC:

12.85%

Max Drawdown

DOGE-USD:

-95.27%

^GSPC:

-56.78%

Current Drawdown

DOGE-USD:

-46.44%

^GSPC:

-0.67%

Returns By Period

In the year-to-date period, DOGE-USD achieves a 17.71% return, which is significantly higher than ^GSPC's 2.85% return. Over the past 10 years, DOGE-USD has outperformed ^GSPC with an annualized return of 116.27%, while ^GSPC has yielded a comparatively lower 11.45% annualized return.


DOGE-USD

YTD

17.71%

1M

19.02%

6M

184.97%

1Y

362.50%

5Y*

169.85%

10Y*

116.27%

^GSPC

YTD

2.85%

1M

2.00%

6M

8.88%

1Y

24.72%

5Y*

12.77%

10Y*

11.45%

*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 9090
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8989
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9191
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9595
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.


Sharpe ratio
The chart of Sharpe ratio for DOGE-USD, currently valued at 2.98, compared to the broader market0.002.004.006.008.0010.002.981.72
The chart of Sortino ratio for DOGE-USD, currently valued at 3.22, compared to the broader market0.002.004.006.003.222.29
The chart of Omega ratio for DOGE-USD, currently valued at 1.31, compared to the broader market1.001.201.401.601.311.33
The chart of Calmar ratio for DOGE-USD, currently valued at 2.19, compared to the broader market2.004.006.008.002.190.78
The chart of Martin ratio for DOGE-USD, currently valued at 10.33, compared to the broader market0.0020.0040.0060.0080.0010.3310.70
DOGE-USD
^GSPC

The current DOGE-USD Sharpe Ratio is 2.98, which is higher than the ^GSPC Sharpe Ratio of 2.06. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.98
1.72
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%AugustSeptemberOctoberNovemberDecember2025
-46.44%
-0.67%
DOGE-USD
^GSPC

Volatility

DOGE-USD vs. ^GSPC - Volatility Comparison

Dogecoin (DOGE-USD) has a higher volatility of 28.79% compared to S&P 500 (^GSPC) at 3.93%. 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%AugustSeptemberOctoberNovemberDecember2025
28.79%
3.93%
DOGE-USD
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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