DOT-USD vs. SUI-USD
DOT-USD (Polkadot) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, DOT-USD returned -39.34%/yr vs 3.96%/yr for SUI-USD. At a 0.41 correlation, their price movements are largely independent.
Performance
DOT-USD vs. SUI-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DOT-USD having a -43.42% return and SUI-USD slightly lower at -43.50%.
DOT-USD
- 1D
- 1.40%
- 1M
- -20.27%
- YTD
- -43.42%
- 6M
- -46.85%
- 1Y
- -73.54%
- 3Y*
- -39.34%
- 5Y*
- -46.26%
- 10Y*
- —
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
DOT-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between DOT-USD and SUI-USD is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.41 |
Over the past year, DOT-USD and SUI-USD have become more correlated (0.85) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
DOT-USD vs. SUI-USD — Risk / Return Rank
DOT-USD
SUI-USD
DOT-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-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.
| DOT-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.87 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.88 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.42 | -1.26 | -0.16 |
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Drawdowns
DOT-USD vs. SUI-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.30%, which is greater than SUI-USD's maximum drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for DOT-USD and SUI-USD.
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Drawdown Indicators
| DOT-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.30% | -91.79% | -6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -79.88% | -83.75% | +3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -92.08% | -86.71% | -5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -98.30% | — | — |
Current DrawdownCurrent decline from peak | -98.12% | -85.02% | -13.10% |
Average DrawdownAverage peak-to-trough decline | -81.09% | -63.95% | -17.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.89% | 63.36% | -4.47% |
Volatility
DOT-USD vs. SUI-USD - Volatility Comparison
The current volatility for Polkadot (DOT-USD) is 17.34%, while Sui (SUI-USD) has a volatility of 20.64%. This indicates that DOT-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
| DOT-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.34% | 20.64% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 58.12% | 60.52% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.46% | 76.33% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.75% | 92.95% | -20.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.75% | 92.95% | -20.20% |
Frequently Asked Questions
DOT-USD and SUI-USD have a correlation of 0.85, 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 DOT-USD (17.34%). In terms of maximum drawdown, DOT-USD dropped -98.30% vs SUI-USD's -91.79%.
SUI-USD currently has the higher Sharpe Ratio (-0.80 vs -0.86), 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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