DOGZ vs. LASE

Last updated Jun 23, 2026

DOGZ (Dogness (International) Corporation) and LASE (Laser Photonics Corporation) are both stocks. DOGZ operates in Household & Personal Products (Consumer Defensive), while LASE operates in Specialty Industrial Machinery (Industrials). Over the past 3 years, DOGZ returned -58.39%/yr vs -10.69%/yr for LASE. At a correlation of -0.01, they often move in opposite directions.

Performance

DOGZ vs. LASE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dogness (International) Corporation (DOGZ) and Laser Photonics Corporation (LASE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DOGZ achieves a -89.15% return, which is significantly lower than LASE's -13.77% return.

DOGZ

• 1D: -2.54%
• 1M: 12.75%
• YTD: -89.15%
• 6M: -88.61%
• 1Y: -96.10%
• 3Y*: -58.39%
• 5Y*: -51.30%
• 10Y*: —

LASE

• 1D: -8.19%
• 1M: 137.25%
• YTD: -13.77%
• 6M: -17.44%
• 1Y: 5.97%
• 3Y*: -10.69%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DOGZ vs. LASE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DOGZ Dogness (International) Corporation	-89.15%	-76.70%	793.70%	-74.03%	-16.95%
LASE Laser Photonics Corporation	-13.77%	-57.27%	389.83%	-42.16%	-59.20%

Correlation

The correlation between DOGZ and LASE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.00
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022	-0.01

The correlation between DOGZ and LASE shifts across timeframes, from -0.01 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS DOGZ : -$0.83 LASE : -$0.48
PS Ratio DOGZ : 0.50 LASE : 4.68
Total Revenue (TTM) DOGZ : $36.59M LASE : $7.14M
Gross Profit (TTM) DOGZ : $7.70M LASE : $2.22M
EBITDA (TTM) DOGZ : -$6.31M LASE : -$8.37M

Return for Risk

DOGZ vs. LASE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOGZ

DOGZ Risk / Return Rank: 7
DOGZ Sharpe Ratio Rank: 13
DOGZ Sortino Ratio Rank: 6
DOGZ Omega Ratio Rank: 2
DOGZ Calmar Ratio Rank: 1
DOGZ Martin Ratio Rank: 13

LASE

LASE Risk / Return Rank: 56
LASE Sharpe Ratio Rank: 43
LASE Sortino Ratio Rank: 76
LASE Omega Ratio Rank: 74
LASE Calmar Ratio Rank: 43
LASE Martin Ratio Rank: 43

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOGZ vs. LASE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dogness (International) Corporation (DOGZ) and Laser Photonics Corporation (LASE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DOGZ	LASE	Difference
Sharpe ratio: Return per unit of total volatility	-0.68	0.03	-0.71
Sortino ratio: Return per unit of downside risk	-1.49	2.00	-3.49
Omega ratio: Gain probability vs. loss probability	0.73	1.25	-0.52
Calmar ratio: Return relative to maximum drawdown	-0.99	0.07	-1.06
Martin ratio: Return relative to average drawdown	-1.26	0.10	-1.35

DOGZ vs. LASE - Sharpe Ratio Comparison

The current DOGZ Sharpe Ratio is -0.68, which is lower than the LASE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of DOGZ and LASE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DOGZ vs. LASE - Drawdown Comparison

The maximum DOGZ drawdown since its inception was -99.46%, roughly equal to the maximum LASE drawdown of -96.80%. Use the drawdown chart below to compare losses from any high point for DOGZ and LASE.

Drawdown Indicators

	DOGZ	LASE	Difference
Max Drawdown Largest peak-to-trough decline	-99.46%	-96.80%	-2.66%
Max Drawdown (1Y) Largest decline over 1 year	-96.75%	-90.76%	-5.99%
Max Drawdown (3Y) Largest decline over 3 years	-98.33%	-96.80%	-1.53%
Max Drawdown (5Y) Largest decline over 5 years	-99.46%	—	—
Current Drawdown Current decline from peak	-99.34%	-88.67%	-10.67%
Average Drawdown Average peak-to-trough decline	-72.15%	-70.81%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	76.46%	62.70%	+13.76%

Volatility

DOGZ vs. LASE - Volatility Comparison

The current volatility for Dogness (International) Corporation (DOGZ) is 33.36%, while Laser Photonics Corporation (LASE) has a volatility of 113.91%. This indicates that DOGZ experiences smaller price fluctuations and is considered to be less risky than LASE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOGZ	LASE	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.36%	113.91%	-80.55%
Volatility (6M) Calculated over the trailing 6-month period	163.92%	150.27%	+13.65%
Volatility (1Y) Calculated over the trailing 1-year period	141.00%	236.02%	-95.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.40%	186.92%	-52.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	120.88%	186.92%	-66.04%

Dividends

DOGZ vs. LASE - Dividend Comparison

Neither DOGZ nor LASE has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DOGZ and LASE in my portfolio?

DOGZ and LASE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOGZ or LASE?

LASE has higher volatility (113.91%) compared to DOGZ (33.36%). In terms of maximum drawdown, DOGZ dropped -99.46% vs LASE's -96.80%.

Which has better risk-adjusted returns?

LASE currently has the higher Sharpe Ratio (0.03 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.