Ethereum measured against Dogecoin over three years of daily closes: returns, risk, drawdowns and risk-adjusted ratios. Change the assets, benchmark or period in the bar above the report.
Snapshot as of
1,095 common daily closes, Nov 10, 2023 to Nov 8, 2026. Risk-free rate 4.0% (3-month US T-bill), 365-day annualization.
ETH has the highest risk-adjusted score. It leads DOGE by 3.8 points.
| ETH | 26.5 | Risk High |
| DOGEBenchmark | 22.7 | Risk High |
| 2026 (to Nov 8) | −24.63% | −41.89% |
| 2025 | −11.63% | −60.72% |
| 2024 | +46.51% | +248.38% |
| 2023 (from Nov 10) | +8.09% | +22.41% |
| ETH | +5.48% | +1.80% | +21.55% | −14.91% |
| DOGEBenchmark | −2.65% | −0.89% | +27.15% | −22.06% |
| DOGEBenchmark | −85.18% | Dec 9, 2024 | Aug 7, 2026 | Not yet | 699d |
| ETH | −67.50% | Aug 23, 2025 | Jun 26, 2026 | Not yet | 442d |
| ETH | −63.81% | Mar 12, 2024 | Apr 9, 2025 | Aug 10, 2025 | 516d |
| DOGEBenchmark | −58.33% | Mar 29, 2024 | Sep 7, 2024 | Nov 11, 2024 | 227d |
| DOGEBenchmark | −29.51% | Mar 5, 2024 | Mar 20, 2024 | Mar 28, 2024 | 23d |
| ETH | −15.34% | Jan 12, 2024 | Jan 26, 2024 | Feb 13, 2024 | 32d |
| 2026 | −24.63% | −8.9% | −28.6% | +4.8% | +11.3% | −10.3% | −20.4% | +19.1% | +26.0% | +10.8% | −16.2% | −0.2% | — |
| 2025 | −11.63% | −3.4% | −29.0% | −21.6% | −0.4% | +40.5% | −1.0% | +52.2% | +14.9% | −3.6% | −9.8% | −21.4% | −0.7% |
| 2024 | +46.51% | +2.3% | +44.1% | +3.8% | −8.3% | +16.6% | −10.0% | −2.8% | −23.0% | +5.3% | 0.0% | +35.4% | −6.6% |
| 2023 | +8.09% | — | — | — | — | — | — | — | — | — | — | −4.3% | +13.0% |
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.