Drawdown
Compare crypto max drawdown, ATH drawdown, worst days, volatility, recovery profile, and return distribution for BTC, ETH, SOL, DOGE, PEPE, and altcoins.
Snapshot as of
1,095 common daily closes, Nov 9, 2023 to Nov 7, 2026. Risk-free rate 4.0% (3-month US T-bill), 365-day annualization.
BTC has the highest risk-adjusted score. It leads PEPE by 1.4 points.
| BTCBenchmark | 44.3 | Weak |
| PEPE | 42.9 | Weak |
| SOL | 36.3 | Weak |
| DOGE | 22.5 | Risk High |
| 2026 (to Nov 7) | −27.85% | −41.24% | +20.38% | −14.25% |
| 2025 | −34.63% | −60.72% | −77.45% | −4.64% |
| 2024 | +87.52% | +248.38% | +1,300.23% | +119.60% |
| 2023 (from Nov 9) | +136.23% | +19.46% | +10.49% | +18.37% |
| PEPE | +320.00% | +61.47% | +46.96% | −27.81% |
| BTCBenchmark | +112.57% | +28.63% | +11.94% | −14.07% |
| SOL | +108.93% | +27.89% | +24.91% | −19.80% |
| DOGE | −3.94% | −1.33% | +27.15% | −22.06% |
| PEPE | −91.21% | Dec 9, 2024 | Jul 2, 2026 | Not yet | 698d |
| DOGE | −85.18% | Dec 9, 2024 | Aug 7, 2026 | Not yet | 698d |
| SOL | −76.28% | Jan 19, 2025 | Jun 7, 2026 | Not yet | 657d |
| PEPE | −60.12% | May 28, 2024 | Sep 7, 2024 | Nov 14, 2024 | 170d |
| DOGE | −58.33% | Mar 29, 2024 | Sep 7, 2024 | Nov 11, 2024 | 227d |
| BTCBenchmark | −53.05% | Oct 7, 2025 | Jul 1, 2026 | Not yet | 396d |
| PEPE | −50.96% | Mar 15, 2024 | Apr 18, 2024 | May 15, 2024 | 61d |
| SOL | −38.23% | Apr 1, 2024 | Sep 7, 2024 | Nov 11, 2024 | 224d |
| SOL | −30.82% | Dec 26, 2023 | Jan 23, 2024 | Mar 1, 2024 | 66d |
| DOGE | −29.51% | Mar 5, 2024 | Mar 20, 2024 | Mar 28, 2024 | 23d |
| BTCBenchmark | −28.15% | Jan 22, 2025 | Apr 9, 2025 | May 21, 2025 | 119d |
| BTCBenchmark | −26.18% | Mar 14, 2024 | Sep 7, 2024 | Nov 7, 2024 | 238d |
| 2026 | −27.85% | −5.9% | −30.2% | +0.5% | +0.7% | −0.4% | −9.3% | −0.7% | +36.6% | +17.1% | −19.2% | −6.4% | — |
| 2025 | −34.63% | +25.1% | −42.4% | −9.4% | +17.4% | +6.8% | −2.0% | +16.0% | +14.0% | +5.0% | −13.3% | −26.3% | −8.2% |
| 2024 | +87.52% | −0.3% | +16.0% | +65.0% | −29.1% | +21.1% | −16.1% | +27.8% | −22.9% | +14.8% | +10.4% | +39.2% | −21.6% |
| 2023 | +136.23% | — | — | — | — | — | — | — | — | — | — | +37.6% | +71.7% |
Sharpe and Sortino measure excess return over the risk-free rate (“vs cash”); Information ratio and Treynor are the benchmark-relative measures. Sortino downside deviation uses the full sample as its denominator. VaR is 95% parametric (normal). Data: CoinGecko (crypto), Financial Modeling Prep and Yahoo Finance (stocks, indices, commodities). Past performance does not indicate future results.