ETH-USD vs. SUI-USD
ETH-USD (Ethereum) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, ETH-USD returned 1.37%/yr vs 3.96%/yr for SUI-USD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
ETH-USD vs. SUI-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -39.71% return, which is significantly higher than SUI-USD's -43.50% return.
ETH-USD
- 1D
- 3.70%
- 1M
- -17.95%
- YTD
- -39.71%
- 6M
- -39.66%
- 1Y
- -29.80%
- 3Y*
- 1.37%
- 5Y*
- -5.46%
- 10Y*
- 60.62%
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
ETH-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between ETH-USD and SUI-USD is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.62 |
Over the past year, ETH-USD and SUI-USD have become more correlated (0.83) than their long-term average of 0.62, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. SUI-USD — Risk / Return Rank
ETH-USD
SUI-USD
ETH-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.87 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | -0.88 | +0.44 |
| Martin ratioReturn relative to average drawdown | -0.75 | -1.26 | +0.51 |
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Drawdowns
ETH-USD vs. SUI-USD - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, roughly equal to the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for ETH-USD and SUI-USD.
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Drawdown Indicators
| ETH-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -91.79% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -83.75% | +16.22% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -86.71% | +19.18% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -62.98% | -85.02% | +22.04% |
Average DrawdownAverage peak-to-trough decline | -50.90% | -63.95% | +13.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.13% | 63.36% | -19.23% |
Volatility
ETH-USD vs. SUI-USD - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 18.00%, while Sui (SUI-USD) has a volatility of 20.64%. This indicates that ETH-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
| ETH-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.00% | 20.64% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 46.43% | 60.52% | -14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.16% | 76.33% | -20.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.57% | 92.95% | -33.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.81% | 92.95% | -15.14% |
Frequently Asked Questions
ETH-USD and SUI-USD have a correlation of 0.83, 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 ETH-USD (18.00%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs SUI-USD's -91.79%.
ETH-USD currently has the higher Sharpe Ratio (-0.44 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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