FIL-USD vs. TON-USD
FIL-USD (FilecoinFutures) and TON-USD (Toncoin) are both cryptocurrencies. Over the past 3 years, FIL-USD returned -44.13%/yr vs 6.12%/yr for TON-USD. Their 0.46 correlation means their historical movements had little consistent relationship.
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 -44.67% return, which is significantly lower than TON-USD's -14.63% return.
FIL-USD
- 1D
- 2.29%
- 1M
- -11.17%
- 6M
- -30.62%
- YTD
- -44.67%
- 1Y
- -68.50%
- 3Y*
- -44.13%
- 5Y*
- -57.92%
- 10Y*
- —
- ALL TIME*
- -27.47%
TON-USD
- 1D
- 1.72%
- 1M
- -16.15%
- 6M
- 6.01%
- YTD
- -14.63%
- 1Y
- -60.01%
- 3Y*
- 6.12%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FIL-USD FilecoinFutures | $44.60M | $42.27M | $103.05M |
TON-USD Toncoin | $185.50M | $186.29M | $540.17M |
FIL-USD vs. TON-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -44.67% | -73.81% | -28.62% | 130.09% | -91.21% | -52.66% |
TON-USD Toncoin | -14.63% | -69.91% | 138.49% | 6.02% | -40.95% | 609.74% |
Correlation
The correlation between FIL-USD and TON-USD is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2021 | 0.46 |
The correlation between FIL-USD and TON-USD shifts across timeframes, from 0.46 (all time) to 0.62 (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.
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.
| FIL-USD | TON-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.89 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.91 | +0.05 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.20 | +0.06 |
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Drawdowns
FIL-USD vs. TON-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.64%, 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 | -99.64% | -85.31% | -14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -79.77% | -66.23% | -13.54% |
Max Drawdown (3Y)Largest decline over 3 years | -94.08% | -85.31% | -8.77% |
Max Drawdown (5Y)Largest decline over 5 years | -99.40% | — | — |
Current DrawdownCurrent decline from peak | -99.62% | -82.69% | -16.93% |
Average DrawdownAverage peak-to-trough decline | -82.20% | -52.95% | -29.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.62% | 29.38% | +12.24% |
Volatility
FIL-USD vs. TON-USD - Volatility Comparison
The current volatility for FilecoinFutures (FIL-USD) is 15.21%, while Toncoin (TON-USD) has a volatility of 16.48%. 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 | 15.21% | 16.48% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 58.52% | 61.81% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 100.90% | 66.60% | +34.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.62% | 90.00% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 130.82% | 90.00% | +40.82% |
Frequently Asked Questions
FIL-USD and TON-USD have a correlation of 0.62, 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 (16.48%) compared to FIL-USD (15.21%). In terms of maximum drawdown, FIL-USD dropped -99.64% vs TON-USD's -85.31%.
FIL-USD currently has the higher Sharpe Ratio (-0.56 vs -0.75), 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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