AVAX-USD vs. SUI-USD
AVAX-USD (Avalanche) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, AVAX-USD returned -16.04%/yr vs 3.96%/yr for SUI-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
AVAX-USD vs. SUI-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AVAX-USD having a -44.47% return and SUI-USD slightly higher at -43.50%.
AVAX-USD
- 1D
- 0.74%
- 1M
- -26.48%
- YTD
- -44.47%
- 6M
- -44.65%
- 1Y
- -64.26%
- 3Y*
- -16.04%
- 5Y*
- -13.46%
- 10Y*
- —
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
AVAX-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between AVAX-USD and SUI-USD is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.64 |
Over the past year, AVAX-USD and SUI-USD have become more correlated (0.87) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
AVAX-USD vs. SUI-USD — Risk / Return Rank
AVAX-USD
SUI-USD
AVAX-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-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.
| AVAX-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.87 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.88 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.15 | -1.26 | +0.11 |
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Drawdowns
AVAX-USD vs. SUI-USD - Drawdown Comparison
The maximum AVAX-USD drawdown since its inception was -95.28%, roughly equal to the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and SUI-USD.
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Drawdown Indicators
| AVAX-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.28% | -91.79% | -3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -81.88% | -83.75% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -89.49% | -86.71% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -95.28% | — | — |
Current DrawdownCurrent decline from peak | -94.95% | -85.02% | -9.93% |
Average DrawdownAverage peak-to-trough decline | -70.21% | -63.95% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.06% | 63.36% | -3.30% |
Volatility
AVAX-USD vs. SUI-USD - Volatility Comparison
The current volatility for Avalanche (AVAX-USD) is 18.73%, while Sui (SUI-USD) has a volatility of 20.64%. This indicates that AVAX-USD experiences smaller price fluctuations and is considered to be less risky 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
| AVAX-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.73% | 20.64% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 47.39% | 60.52% | -13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.60% | 76.33% | -10.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.30% | 92.95% | -8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.73% | 92.95% | +3.78% |
Frequently Asked Questions
AVAX-USD and SUI-USD have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUI-USD has higher volatility (20.64%) compared to AVAX-USD (18.73%). In terms of maximum drawdown, AVAX-USD dropped -95.28% vs SUI-USD's -91.79%.
SUI-USD currently has the higher Sharpe Ratio (-0.80 vs -0.81), 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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