LINK-USD vs. SUI-USD
LINK-USD (Chainlink) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, LINK-USD returned 15.87%/yr vs 3.96%/yr for SUI-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
LINK-USD vs. SUI-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LINK-USD achieves a -32.04% return, which is significantly higher than SUI-USD's -43.50% return.
LINK-USD
- 1D
- 1.22%
- 1M
- -14.75%
- YTD
- -32.04%
- 6M
- -35.60%
- 1Y
- -37.73%
- 3Y*
- 15.87%
- 5Y*
- -18.51%
- 10Y*
- —
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
LINK-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between LINK-USD and SUI-USD is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.64 |
Over the past year, LINK-USD and SUI-USD have become more correlated (0.89) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
LINK-USD vs. SUI-USD — Risk / Return Rank
LINK-USD
SUI-USD
LINK-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chainlink (LINK-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.
| LINK-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.87 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.88 | +0.36 |
| Martin ratioReturn relative to average drawdown | -0.77 | -1.26 | +0.49 |
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Drawdowns
LINK-USD vs. SUI-USD - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.19%, roughly equal to the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for LINK-USD and SUI-USD.
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Drawdown Indicators
| LINK-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.19% | -91.79% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -72.50% | -83.75% | +11.25% |
Max Drawdown (3Y)Largest decline over 3 years | -74.83% | -86.71% | +11.88% |
Max Drawdown (5Y)Largest decline over 5 years | -85.26% | — | — |
Current DrawdownCurrent decline from peak | -84.18% | -85.02% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -60.44% | -63.95% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.07% | 63.36% | -12.29% |
Volatility
LINK-USD vs. SUI-USD - Volatility Comparison
The current volatility for Chainlink (LINK-USD) is 16.89%, while Sui (SUI-USD) has a volatility of 20.64%. This indicates that LINK-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
| LINK-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.89% | 20.64% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 45.35% | 60.52% | -15.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.89% | 76.33% | -11.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.34% | 92.95% | -17.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.88% | 92.95% | +7.93% |
Frequently Asked Questions
LINK-USD and SUI-USD have a correlation of 0.89, 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 LINK-USD (16.89%). In terms of maximum drawdown, LINK-USD dropped -90.19% vs SUI-USD's -91.79%.
LINK-USD currently has the higher Sharpe Ratio (-0.48 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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