FIL-USD vs. TON-USD
FIL-USD (FilecoinFutures) and TON-USD (Toncoin) are both cryptocurrencies. Over the past 3 years, FIL-USD returned -43.63%/yr vs 4.89%/yr for TON-USD. At a 0.45 correlation, their price movements are largely independent.
Performance
FIL-USD vs. TON-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FIL-USD achieves a -32.77% return, which is significantly lower than TON-USD's 21.37% return.
FIL-USD
- 1D
- -8.90%
- 1M
- -5.74%
- YTD
- -32.77%
- 6M
- -43.17%
- 1Y
- -67.10%
- 3Y*
- -43.63%
- 5Y*
- -60.41%
- 10Y*
- —
TON-USD
- 1D
- -3.83%
- 1M
- 48.71%
- YTD
- 21.37%
- 6M
- 27.34%
- 1Y
- -37.47%
- 3Y*
- 4.89%
- 5Y*
- —
- 10Y*
- —
FIL-USD vs. TON-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -32.77% | -73.81% | -28.62% | 130.09% | -91.21% | -54.51% |
TON-USD Toncoin | 21.37% | -69.91% | 138.49% | 6.02% | -40.95% | 437.29% |
Correlation
The correlation between FIL-USD and TON-USD is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2021 | 0.45 |
The correlation between FIL-USD and TON-USD shifts across timeframes, from 0.45 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FIL-USD vs. TON-USD — Risk / Return Rank
FIL-USD
TON-USD
FIL-USD vs. TON-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FilecoinFutures (FIL-USD) and Toncoin (TON-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.
| FIL-USD | TON-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | -0.49 | -0.06 |
Sortino ratioReturn per unit of downside risk | -0.74 | -0.33 | -0.41 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.96 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.66 | -0.32 |
Martin ratioReturn relative to average drawdown | -1.23 | -0.89 | -0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIL-USD | TON-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | -0.49 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.23 | -0.40 |
Drawdowns
FIL-USD vs. TON-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.58%, which is greater than TON-USD's maximum drawdown of -85.31%. Use the drawdown chart below to compare losses from any high point for FIL-USD and TON-USD.
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Drawdown Indicators
| FIL-USD | TON-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.58% | -85.31% | -14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -76.17% | -66.28% | -9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -93.03% | -85.31% | -7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -99.30% | — | — |
Current DrawdownCurrent decline from peak | -99.54% | -75.39% | -24.15% |
Average DrawdownAverage peak-to-trough decline | -81.88% | -52.01% | -29.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.49% | 42.94% | +17.55% |
Volatility
FIL-USD vs. TON-USD - Volatility Comparison
The current volatility for FilecoinFutures (FIL-USD) is 29.62%, while Toncoin (TON-USD) has a volatility of 45.30%. This indicates that FIL-USD experiences smaller price fluctuations and is considered to be less risky than TON-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIL-USD | TON-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.62% | 45.30% | -15.68% |
Volatility (6M)Calculated over the trailing 6-month period | 61.29% | 58.36% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.15% | 64.02% | +37.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.38% | 90.04% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.89% | 90.04% | +41.85% |
Frequently Asked Questions
FIL-USD and TON-USD have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TON-USD has higher volatility (45.30%) compared to FIL-USD (29.62%). In terms of maximum drawdown, FIL-USD dropped -99.58% vs TON-USD's -85.31%.
TON-USD currently has the higher Sharpe Ratio (-0.49 vs -0.55), 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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