DOT-USD vs. DOGE-USD
DOT-USD (Polkadot) and DOGE-USD (Dogecoin) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -42.49%/yr vs -17.63%/yr for DOGE-USD. At a 0.24 correlation, their price movements are largely independent.
Performance
DOT-USD vs. DOGE-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DOT-USD achieves a -53.61% return, which is significantly lower than DOGE-USD's -38.39% return.
DOT-USD
- 1D
- 1.33%
- 1M
- -14.37%
- 6M
- -59.11%
- YTD
- -53.61%
- 1Y
- -81.51%
- 3Y*
- -46.16%
- 5Y*
- -42.49%
- 10Y*
- —
- ALL TIME*
- -48.34%
DOGE-USD
- 1D
- -0.23%
- 1M
- -13.60%
- 6M
- -44.04%
- YTD
- -38.39%
- 1Y
- -73.62%
- 3Y*
- -0.46%
- 5Y*
- -17.63%
- 10Y*
- —
- ALL TIME*
- 105.54%
DOT-USD vs. DOGE-USD - Yearly Performance Comparison
Correlation
The correlation between DOT-USD and DOGE-USD is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.24 |
Over the past year, DOT-USD and DOGE-USD have become more correlated (0.82) than their long-term average of 0.24, meaning their price movements have been converging.
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Return for Risk
DOT-USD vs. DOGE-USD — Risk / Return Rank
DOT-USD
DOGE-USD
DOT-USD vs. DOGE-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Dogecoin (DOGE-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.
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.
| DOT-USD | DOGE-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.82 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | -0.98 | -0.01 |
| Martin ratioReturn relative to average drawdown | -1.42 | -1.36 | -0.06 |
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Drawdowns
DOT-USD vs. DOGE-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.50%, which is greater than DOGE-USD's maximum drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for DOT-USD and DOGE-USD.
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Drawdown Indicators
| DOT-USD | DOGE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -92.29% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -82.23% | -75.16% | -7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -93.00% | -84.60% | -8.40% |
Max Drawdown (5Y)Largest decline over 5 years | -98.50% | -84.60% | -13.90% |
Current DrawdownCurrent decline from peak | -98.46% | -89.45% | -9.01% |
Average DrawdownAverage peak-to-trough decline | -81.42% | -75.28% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.10% | 39.95% | +13.15% |
Volatility
DOT-USD vs. DOGE-USD - Volatility Comparison
Polkadot (DOT-USD) has a higher volatility of 13.34% compared to Dogecoin (DOGE-USD) at 10.75%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than DOGE-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOT-USD | DOGE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.34% | 10.75% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 54.15% | 44.61% | +9.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.21% | 63.38% | +6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.44% | 76.65% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.24% | 756.12% | -683.88% |
Frequently Asked Questions
DOT-USD and DOGE-USD have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOT-USD has higher volatility (13.34%) compared to DOGE-USD (10.75%). In terms of maximum drawdown, DOT-USD dropped -98.50% vs DOGE-USD's -92.29%.
DOT-USD currently has the higher Sharpe Ratio (-0.96 vs -0.98), 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.
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