ATOM-USD vs. SUI-USD
ATOM-USD (Cosmos) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, ATOM-USD returned -39.40%/yr vs 3.96%/yr for SUI-USD. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
ATOM-USD vs. SUI-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ATOM-USD achieves a 1.25% return, which is significantly higher than SUI-USD's -43.50% return.
ATOM-USD
- 1D
- -2.79%
- 1M
- -4.41%
- YTD
- 1.25%
- 6M
- -4.92%
- 1Y
- -52.39%
- 3Y*
- -39.40%
- 5Y*
- -32.01%
- 10Y*
- —
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
ATOM-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and SUI-USD is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.61 |
The correlation between ATOM-USD and SUI-USD shifts across timeframes, from 0.61 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ATOM-USD vs. SUI-USD — Risk / Return Rank
ATOM-USD
SUI-USD
ATOM-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Sui (SUI-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.
| ATOM-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.87 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.88 | +0.12 |
| Martin ratioReturn relative to average drawdown | -1.08 | -1.26 | +0.18 |
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Drawdowns
ATOM-USD vs. SUI-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.33%, roughly equal to the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and SUI-USD.
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Drawdown Indicators
| ATOM-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.33% | -91.79% | -4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -68.62% | -83.75% | +15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -88.56% | -86.71% | -1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -96.33% | — | — |
Current DrawdownCurrent decline from peak | -95.60% | -85.02% | -10.58% |
Average DrawdownAverage peak-to-trough decline | -65.08% | -63.95% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.17% | 63.36% | -15.19% |
Volatility
ATOM-USD vs. SUI-USD - Volatility Comparison
Cosmos (ATOM-USD) has a higher volatility of 22.49% compared to Sui (SUI-USD) at 20.64%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than SUI-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATOM-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.49% | 20.64% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 44.85% | 60.52% | -15.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.68% | 76.33% | -18.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.09% | 92.95% | -14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.71% | 92.95% | -2.24% |
Frequently Asked Questions
ATOM-USD and SUI-USD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM-USD has higher volatility (22.49%) compared to SUI-USD (20.64%). In terms of maximum drawdown, ATOM-USD dropped -96.33% vs SUI-USD's -91.79%.
ATOM-USD currently has the higher Sharpe Ratio (-0.75 vs -0.80), 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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