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SKYT vs. DOGE-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SKYT and DOGE-USD is 0.18, 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.


-0.50.00.51.00.2

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.

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
17.38%
145.26%
SKYT
DOGE-USD

Key characteristics

Sharpe Ratio

SKYT:

0.08

DOGE-USD:

0.90

Sortino Ratio

SKYT:

0.92

DOGE-USD:

1.84

Omega Ratio

SKYT:

1.12

DOGE-USD:

1.18

Calmar Ratio

SKYT:

0.10

DOGE-USD:

0.49

Martin Ratio

SKYT:

0.30

DOGE-USD:

3.32

Ulcer Index

SKYT:

27.55%

DOGE-USD:

26.69%

Daily Std Dev

SKYT:

100.37%

DOGE-USD:

88.17%

Max Drawdown

SKYT:

-86.72%

DOGE-USD:

-95.27%

Current Drawdown

SKYT:

-71.67%

DOGE-USD:

-64.46%

Returns By Period

In the year-to-date period, SKYT achieves a -29.49% return, which is significantly lower than DOGE-USD's -21.88% return.


SKYT

YTD

-29.49%

1M

-21.41%

6M

17.37%

1Y

4.74%

5Y*

N/A

10Y*

N/A

DOGE-USD

YTD

-21.88%

1M

-27.94%

6M

137.19%

1Y

208.76%

5Y*

138.42%

10Y*

111.07%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SKYT vs. DOGE-USD — Risk-Adjusted Performance Rank

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

SKYT
The Risk-Adjusted Performance Rank of SKYT is 5252
Overall Rank
The Sharpe Ratio Rank of SKYT is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 5050
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 4949
Martin Ratio Rank

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8484
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8484
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.

SKYT vs. DOGE-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SKYT, currently valued at 0.43, compared to the broader market-2.000.002.004.000.430.90
The chart of Sortino ratio for SKYT, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.001.531.84
The chart of Omega ratio for SKYT, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.18
The chart of Calmar ratio for SKYT, currently valued at 0.20, compared to the broader market0.002.004.006.000.200.49
The chart of Martin ratio for SKYT, currently valued at 2.54, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.002.543.32
SKYT
DOGE-USD

The current SKYT Sharpe Ratio is 0.08, which is lower than the DOGE-USD Sharpe Ratio of 0.90. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.43
0.90
SKYT
DOGE-USD

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 -95.27%. Use the drawdown chart below to compare losses from any high point for SKYT and DOGE-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-71.67%
-64.46%
SKYT
DOGE-USD

Volatility

SKYT vs. DOGE-USD - Volatility Comparison

The current volatility for SkyWater Technology, Inc. (SKYT) is 16.92%, while Dogecoin (DOGE-USD) has a volatility of 28.83%. 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.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
16.92%
28.83%
SKYT
DOGE-USD
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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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