ICP-USD vs. TON-USD
ICP-USD (Internet Computer) and TON-USD (Toncoin) are both cryptocurrencies. Over the past 3 years, ICP-USD returned -19.41%/yr vs -2.88%/yr for TON-USD. At a 0.43 correlation, their price movements are largely independent.
Performance
ICP-USD vs. TON-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ICP-USD achieves a -18.34% return, which is significantly lower than TON-USD's -7.52% return.
ICP-USD
- 1D
- -15.01%
- 1M
- -27.40%
- YTD
- -18.34%
- 6M
- -33.54%
- 1Y
- -52.32%
- 3Y*
- -19.41%
- 5Y*
- -53.31%
- 10Y*
- —
TON-USD
- 1D
- -7.56%
- 1M
- -37.48%
- YTD
- -7.52%
- 6M
- -2.49%
- 1Y
- -49.47%
- 3Y*
- -2.88%
- 5Y*
- —
- 10Y*
- —
ICP-USD vs. TON-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -18.34% | -71.20% | -25.93% | 237.58% | -83.87% | -61.11% |
TON-USD Toncoin | -7.52% | -69.91% | 138.49% | 6.02% | -40.95% | 437.29% |
Correlation
The correlation between ICP-USD and TON-USD is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2021 | 0.43 |
The correlation between ICP-USD and TON-USD shifts across timeframes, from 0.43 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ICP-USD vs. TON-USD — Risk / Return Rank
ICP-USD
TON-USD
ICP-USD vs. TON-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-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.
| ICP-USD | TON-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.93 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.75 | +0.06 |
| Martin ratioReturn relative to average drawdown | -0.98 | -1.10 | +0.12 |
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
| ICP-USD | TON-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.63 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.57 | 0.17 | -0.74 |
Drawdowns
ICP-USD vs. TON-USD - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.51%, 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 ICP-USD and TON-USD.
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Drawdown Indicators
| ICP-USD | TON-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.51% | -85.31% | -14.20% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -66.28% | -10.42% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -85.31% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -97.72% | — | — |
Current DrawdownCurrent decline from peak | -99.46% | -81.25% | -18.21% |
Average DrawdownAverage peak-to-trough decline | -96.62% | -52.06% | -44.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.79% | 43.17% | +18.62% |
Volatility
ICP-USD vs. TON-USD - Volatility Comparison
Internet Computer (ICP-USD) and Toncoin (TON-USD) have volatilities of 34.26% and 32.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICP-USD | TON-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.26% | 32.95% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 70.11% | 60.52% | +9.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.64% | 65.35% | +26.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.86% | 90.17% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.93% | 90.17% | +2.76% |
Frequently Asked Questions
ICP-USD and TON-USD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICP-USD has higher volatility (34.26%) compared to TON-USD (32.95%). In terms of maximum drawdown, ICP-USD dropped -99.51% vs TON-USD's -85.31%.
ICP-USD currently has the higher Sharpe Ratio (-0.48 vs -0.63), 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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