The Au/DyMnO3/Nb:SrTiO3/Au stack was demonstrated to be not only a high performance memristor but also a good memcapacitor. The switching time is below 10 ns, the retention is longer than 105 s, and the change ratio of resistance (or capacitance) is larger than 100 over the 108 switching cycles. Moreover, this stack has a broad range of intermediate states that are tunable by the operating voltages. It is indicated that the memory effects originate from the Nb:SrTiO3/Au junction where the barrier profile is electrically modulated. The serial connected Au/DyMnO3/Nb:SrTiO3 stack behaves as a high nonlinear resistor paralleling with a capacitor, which raises the capacitance change ratio and enhances the memory stability of the device.