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

Correlation

The correlation between XTZ-USD and DOGE-USD is 0.55, 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.


-0.50.00.51.00.6

Performance

XTZ-USD vs. DOGE-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%SeptemberOctoberNovemberDecember2025February
25.74%
139.99%
XTZ-USD
DOGE-USD

Key characteristics

Sharpe Ratio

XTZ-USD:

0.04

DOGE-USD:

1.27

Sortino Ratio

XTZ-USD:

0.91

DOGE-USD:

2.15

Omega Ratio

XTZ-USD:

1.09

DOGE-USD:

1.21

Calmar Ratio

XTZ-USD:

0.01

DOGE-USD:

0.75

Martin Ratio

XTZ-USD:

0.18

DOGE-USD:

5.39

Ulcer Index

XTZ-USD:

22.86%

DOGE-USD:

22.93%

Daily Std Dev

XTZ-USD:

80.60%

DOGE-USD:

88.17%

Max Drawdown

XTZ-USD:

-96.68%

DOGE-USD:

-95.27%

Current Drawdown

XTZ-USD:

-91.74%

DOGE-USD:

-63.28%

Returns By Period

In the year-to-date period, XTZ-USD achieves a -32.10% return, which is significantly lower than DOGE-USD's -19.30% return.


XTZ-USD

YTD

-32.10%

1M

-29.62%

6M

25.74%

1Y

-21.32%

5Y*

-24.25%

10Y*

N/A

DOGE-USD

YTD

-19.30%

1M

-28.16%

6M

139.99%

1Y

195.75%

5Y*

149.31%

10Y*

111.66%

*Annualized

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Risk-Adjusted Performance

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

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

XTZ-USD
The Risk-Adjusted Performance Rank of XTZ-USD is 6060
Overall Rank
The Sharpe Ratio Rank of XTZ-USD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of XTZ-USD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of XTZ-USD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of XTZ-USD is 3939
Calmar Ratio Rank
The Martin Ratio Rank of XTZ-USD is 6262
Martin Ratio Rank

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8383
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8282
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.

XTZ-USD vs. DOGE-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tezos (XTZ-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.


Sharpe ratio
The chart of Sharpe ratio for XTZ-USD, currently valued at 0.04, compared to the broader market0.002.004.006.000.041.27
The chart of Sortino ratio for XTZ-USD, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.005.000.912.15
The chart of Omega ratio for XTZ-USD, currently valued at 1.09, compared to the broader market0.901.001.101.201.301.401.501.091.21
The chart of Calmar ratio for XTZ-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.010.75
The chart of Martin ratio for XTZ-USD, currently valued at 0.18, compared to the broader market0.0010.0020.0030.0040.0050.000.185.39
XTZ-USD
DOGE-USD

The current XTZ-USD Sharpe Ratio is 0.04, which is lower than the DOGE-USD Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XTZ-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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.04
1.27
XTZ-USD
DOGE-USD

Drawdowns

XTZ-USD vs. DOGE-USD - Drawdown Comparison

The maximum XTZ-USD drawdown since its inception was -96.68%, roughly equal to the maximum DOGE-USD drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for XTZ-USD 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
-91.74%
-63.28%
XTZ-USD
DOGE-USD

Volatility

XTZ-USD vs. DOGE-USD - Volatility Comparison

Tezos (XTZ-USD) and Dogecoin (DOGE-USD) have volatilities of 21.53% and 22.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
21.53%
22.45%
XTZ-USD
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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