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SKYT vs. DOGE-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, SKYT achieves a 111.29% return, which is significantly higher than DOGE-USD's -22.77% return.


SKYT

1D
-3.86%
1M
19.20%
YTD
111.29%
6M
109.67%
1Y
331.61%
3Y*
54.67%
5Y*
6.99%
10Y*

DOGE-USD

1D
-2.19%
1M
-17.74%
YTD
-22.77%
6M
-40.29%
1Y
-53.14%
3Y*
7.70%
5Y*
-24.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKYT vs. DOGE-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SKYT
SkyWater Technology, Inc.
111.29%31.59%43.45%35.30%-56.17%-8.57%
DOGE-USD
Dogecoin
-22.77%-62.82%252.28%27.54%-58.78%-44.52%

Correlation

The correlation between SKYT and DOGE-USD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2021

0.21

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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: 9595
Overall Rank
SKYT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SKYT Sortino Ratio Rank: 9494
Sortino Ratio Rank
SKYT Omega Ratio Rank: 9292
Omega Ratio Rank
SKYT Calmar Ratio Rank: 9696
Calmar Ratio Rank
SKYT Martin Ratio Rank: 9595
Martin Ratio Rank

DOGE-USD
DOGE-USD Risk / Return Rank: 5858
Overall Rank
DOGE-USD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DOGE-USD Sortino Ratio Rank: 5252
Sortino Ratio Rank
DOGE-USD Omega Ratio Rank: 5252
Omega Ratio Rank
DOGE-USD Calmar Ratio Rank: 6969
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 6767
Martin Ratio Rank
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.


SKYTDOGE-USDDifference

Sharpe ratio

Return per unit of total volatility

3.44

-0.67

+4.11

Sortino ratio

Return per unit of downside risk

3.97

-0.79

+4.77

Omega ratio

Gain probability vs. loss probability

1.48

0.92

+0.55

Calmar ratio

Return relative to maximum drawdown

7.84

-0.76

+8.60

Martin ratio

Return relative to average drawdown

20.72

-1.11

+21.83

SKYT vs. DOGE-USD - Sharpe Ratio Comparison

The current SKYT Sharpe Ratio is 3.44, which is higher than the DOGE-USD Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of SKYT and DOGE-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SKYTDOGE-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.44

-0.67

+4.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.26

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.12

+0.04

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.


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Drawdown Indicators


SKYTDOGE-USDDifference

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 (3Y)

Largest decline over 3 years

-63.57%

-81.08%

+17.51%

Max Drawdown (5Y)

Largest decline over 5 years

-86.72%

-85.79%

-0.93%

Current Drawdown

Current decline from peak

-3.86%

-86.78%

+82.92%

Average Drawdown

Average peak-to-trough decline

-59.89%

-75.11%

+15.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.10%

53.01%

-36.91%

Volatility

SKYT vs. DOGE-USD - Volatility Comparison

The current volatility for SkyWater Technology, Inc. (SKYT) is 11.95%, while Dogecoin (DOGE-USD) has a volatility of 13.82%. 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.


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Volatility by Period


SKYTDOGE-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.95%

13.82%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

47.91%

48.40%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

97.23%

66.01%

+31.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.79%

79.03%

+17.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.41%

761.60%

-664.19%

Frequently Asked Questions


SKYT and DOGE-USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOGE-USD has higher volatility (13.82%) compared to SKYT (11.95%). In terms of maximum drawdown, SKYT dropped -86.72% vs DOGE-USD's -92.29%.

SKYT currently has the higher Sharpe Ratio (3.44 vs -0.67), 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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