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

Performance

SOL-USD vs. DOGE-USD - Performance Comparison

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

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SOL-USD vs. DOGE-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-33.00%-34.09%85.68%919.96%-94.13%11,143.63%58.87%
DOGE-USD
Dogecoin
-21.12%-62.82%252.28%27.54%-58.78%3,537.33%137.91%

Returns By Period

In the year-to-date period, SOL-USD achieves a -33.00% return, which is significantly lower than DOGE-USD's -21.12% return.


SOL-USD

1D
1.09%
1M
-0.26%
YTD
-33.00%
6M
-60.06%
1Y
-33.05%
3Y*
58.12%
5Y*
34.30%
10Y*

DOGE-USD

1D
1.89%
1M
0.69%
YTD
-21.12%
6M
-60.29%
1Y
-44.48%
3Y*
4.15%
5Y*
8.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SOL-USD vs. DOGE-USD — Risk / Return Rank

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

SOL-USD
SOL-USD Risk / Return Rank: 5757
Overall Rank
SOL-USD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 6666
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 6666
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 2929
Martin Ratio Rank

DOGE-USD
DOGE-USD Risk / Return Rank: 4747
Overall Rank
DOGE-USD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DOGE-USD Sortino Ratio Rank: 5959
Sortino Ratio Rank
DOGE-USD Omega Ratio Rank: 6060
Omega Ratio Rank
DOGE-USD Calmar Ratio Rank: 2828
Calmar Ratio Rank
DOGE-USD Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-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.


SOL-USDDOGE-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.43

-0.50

+0.07

Sortino ratio

Return per unit of downside risk

-0.20

-0.34

+0.13

Omega ratio

Gain probability vs. loss probability

0.98

0.97

+0.01

Calmar ratio

Return relative to maximum drawdown

-1.06

-1.14

+0.07

Martin ratio

Return relative to average drawdown

-1.72

-1.71

-0.01

SOL-USD vs. DOGE-USD - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.43, which is comparable to the DOGE-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of SOL-USD 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.


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Sharpe Ratios by Period


SOL-USDDOGE-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

-0.50

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.07

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.13

+0.79

Correlation

The correlation between SOL-USD and DOGE-USD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Drawdowns

SOL-USD vs. DOGE-USD - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum DOGE-USD drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for SOL-USD and DOGE-USD.


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Drawdown Indicators


SOL-USDDOGE-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-92.29%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-68.54%

-69.49%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-92.29%

-3.98%

Current Drawdown

Current decline from peak

-68.17%

-86.49%

+18.32%

Average Drawdown

Average peak-to-trough decline

-50.87%

-74.91%

+24.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.53%

46.24%

-3.71%

Volatility

SOL-USD vs. DOGE-USD - Volatility Comparison

The current volatility for Solana (SOL-USD) is 16.32%, while Dogecoin (DOGE-USD) has a volatility of 17.99%. This indicates that SOL-USD 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


SOL-USDDOGE-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.32%

17.99%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

55.13%

60.60%

-5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

63.56%

73.59%

-10.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.86%

98.16%

-9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.05%

769.09%

-668.04%