SKYT vs. DOGE-USD

Last updated Apr 3, 2026

Compare and contrast key facts about SkyWater Technology, Inc. (SKYT) and Dogecoin (DOGE-USD).

Performance

SKYT vs. DOGE-USD - Performance Comparison

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

SKYT vs. DOGE-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SKYT SkyWater Technology, Inc.	56.22%	31.59%	43.45%	35.30%	-56.17%	-8.57%
DOGE-USD Dogecoin	-22.98%	-62.82%	252.28%	27.54%	-58.78%	-44.52%

Returns By Period

In the year-to-date period, SKYT achieves a 56.22% return, which is significantly higher than DOGE-USD's -22.98% return.

SKYT

• 1D: 4.49%
• 1M: -4.96%
• YTD: 56.22%
• 6M: 41.85%
• 1Y: 296.78%
• 3Y*: 35.55%
• 5Y*: —
• 10Y*: —

DOGE-USD

• 1D: -2.05%
• 1M: 0.37%
• YTD: -22.98%
• 6M: -65.56%
• 1Y: -44.87%
• 3Y*: -2.04%
• 5Y*: 10.11%
• 10Y*: —

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

Return for Risk

SKYT vs. DOGE-USD — Risk / Return Rank

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

SKYT

SKYT Risk / Return Rank: 95
SKYT Sharpe Ratio Rank: 96
SKYT Sortino Ratio Rank: 95
SKYT Omega Ratio Rank: 91
SKYT Calmar Ratio Rank: 96
SKYT Martin Ratio Rank: 96

DOGE-USD

DOGE-USD Risk / Return Rank: 54
DOGE-USD Sharpe Ratio Rank: 56
DOGE-USD Sortino Ratio Rank: 60
DOGE-USD Omega Ratio Rank: 60
DOGE-USD Calmar Ratio Rank: 48
DOGE-USD Martin Ratio Rank: 46

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.

SKYT vs. DOGE-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SkyWater Technology, Inc. (SKYT) 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.

	SKYT	DOGE-USD	Difference
Sharpe ratio Return per unit of total volatility	2.94	-0.51	+3.44
Sortino ratio Return per unit of downside risk	3.70	-0.35	+4.06
Omega ratio Gain probability vs. loss probability	1.43	0.97	+0.46
Calmar ratio Return relative to maximum drawdown	7.16	-1.07	+8.23
Martin ratio Return relative to average drawdown	19.11	-1.60	+20.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SKYT vs. DOGE-USD - Sharpe Ratio Comparison

The current SKYT Sharpe Ratio is 2.94, which is higher than the DOGE-USD Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SKYT and DOGE-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.

Sharpe Ratios by Period

	SKYT	DOGE-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.94	-0.51	+3.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.13	-0.02

Correlation

The correlation between SKYT and DOGE-USD is 0.21, 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.

Drawdowns

SKYT vs. DOGE-USD - Drawdown Comparison

The maximum SKYT drawdown since its inception was -86.72%, smaller than the maximum DOGE-USD drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for SKYT and DOGE-USD.

Drawdown Indicators

	SKYT	DOGE-USD	Difference
Max Drawdown Largest peak-to-trough decline	-86.72%	-92.29%	+5.57%
Max Drawdown (1Y) Largest decline over 1 year	-42.64%	-69.49%	+26.85%
Max Drawdown (5Y) Largest decline over 5 years	—	-92.29%	—
Current Drawdown Current decline from peak	-18.43%	-86.81%	+68.38%
Average Drawdown Average peak-to-trough decline	-61.72%	-74.91%	+13.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.98%	46.64%	-30.66%

Volatility

SKYT vs. DOGE-USD - Volatility Comparison

The current volatility for SkyWater Technology, Inc. (SKYT) is 11.69%, while Dogecoin (DOGE-USD) has a volatility of 17.55%. This indicates that SKYT experiences smaller price fluctuations and is considered to be less risky than DOGE-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SKYT	DOGE-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.69%	17.55%	-5.86%
Volatility (6M) Calculated over the trailing 6-month period	70.01%	59.90%	+10.11%
Volatility (1Y) Calculated over the trailing 1-year period	101.85%	73.51%	+28.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	98.74%	97.96%	+0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.74%	768.86%	-670.12%