THETA-USD vs. DOGE-USD
THETA-USD (THETA) and DOGE-USD (Dogecoin) are both cryptocurrencies. Over the past 5 years, THETA-USD returned -53.43%/yr vs -19.32%/yr for DOGE-USD. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
THETA-USD vs. DOGE-USD - Performance Comparison
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Returns By Period
In the year-to-date period, THETA-USD achieves a -52.13% return, which is significantly lower than DOGE-USD's -40.42% return.
THETA-USD
- 1D
- 2.39%
- 1M
- -3.85%
- 6M
- -47.20%
- YTD
- -52.13%
- 1Y
- -84.07%
- 3Y*
- -45.51%
- 5Y*
- -53.43%
- 10Y*
- —
- ALL TIME*
- -2.30%
DOGE-USD
- 1D
- -0.95%
- 1M
- -3.17%
- 6M
- -39.58%
- YTD
- -40.42%
- 1Y
- -66.70%
- 3Y*
- -3.65%
- 5Y*
- -19.32%
- 10Y*
- —
- ALL TIME*
- 104.31%
Liquidity Comparison
THETA-USD vs. DOGE-USD - Yearly Performance Comparison
Correlation
The correlation between THETA-USD and DOGE-USD is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2018 | 0.55 |
The correlation between THETA-USD and DOGE-USD shifts across timeframes, from 0.55 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
THETA-USD vs. DOGE-USD — Risk / Return Rank
THETA-USD
DOGE-USD
THETA-USD vs. DOGE-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for THETA (THETA-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.
| THETA-USD | DOGE-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.85 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.88 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.20 | -0.06 |
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Drawdowns
THETA-USD vs. DOGE-USD - Drawdown Comparison
The maximum THETA-USD drawdown since its inception was -99.14%, 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 THETA-USD and DOGE-USD.
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Drawdown Indicators
| THETA-USD | DOGE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.14% | -92.29% | -6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -86.55% | -76.11% | -10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -96.44% | -85.18% | -11.26% |
Max Drawdown (5Y)Largest decline over 5 years | -98.66% | -85.18% | -13.48% |
Current DrawdownCurrent decline from peak | -99.12% | -89.80% | -9.32% |
Average DrawdownAverage peak-to-trough decline | -72.01% | -75.32% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.93% | 35.99% | +9.94% |
Volatility
THETA-USD vs. DOGE-USD - Volatility Comparison
THETA (THETA-USD) has a higher volatility of 15.93% compared to Dogecoin (DOGE-USD) at 11.84%. This indicates that THETA-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
| THETA-USD | DOGE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.93% | 11.84% | +4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 51.96% | 44.22% | +7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.74% | 61.73% | +10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.67% | 76.57% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.65% | 754.88% | -651.23% |
Frequently Asked Questions
THETA-USD and DOGE-USD have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THETA-USD has higher volatility (15.93%) compared to DOGE-USD (11.84%). In terms of maximum drawdown, THETA-USD dropped -99.14% vs DOGE-USD's -92.29%.
DOGE-USD currently has the higher Sharpe Ratio (-0.90 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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