SOL-USD vs. SUI-USD
SOL-USD (Solana) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, SOL-USD returned 69.03%/yr vs 3.96%/yr for SUI-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
SOL-USD vs. SUI-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -40.55% return, which is significantly higher than SUI-USD's -43.50% return.
SOL-USD
- 1D
- 3.85%
- 1M
- -14.48%
- YTD
- -40.55%
- 6M
- -42.11%
- 1Y
- -51.64%
- 3Y*
- 69.03%
- 5Y*
- 13.25%
- 10Y*
- —
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
SOL-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between SOL-USD and SUI-USD is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.64 |
Over the past year, SOL-USD and SUI-USD have become more correlated (0.85) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
SOL-USD vs. SUI-USD — Risk / Return Rank
SOL-USD
SUI-USD
SOL-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-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.
| SOL-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.87 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.88 | +0.19 |
| Martin ratioReturn relative to average drawdown | -1.10 | -1.26 | +0.16 |
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Drawdowns
SOL-USD vs. SUI-USD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for SOL-USD and SUI-USD.
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Drawdown Indicators
| SOL-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -91.79% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -83.75% | +8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -86.71% | +10.43% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | — | — |
Current DrawdownCurrent decline from peak | -71.76% | -85.02% | +13.26% |
Average DrawdownAverage peak-to-trough decline | -51.44% | -63.95% | +12.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.81% | 63.36% | -10.55% |
Volatility
SOL-USD vs. SUI-USD - Volatility Comparison
The current volatility for Solana (SOL-USD) is 18.52%, while Sui (SUI-USD) has a volatility of 20.64%. This indicates that SOL-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
| SOL-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.52% | 20.64% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 47.20% | 60.52% | -13.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.21% | 76.33% | -16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.34% | 92.95% | -10.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.79% | 92.95% | +6.84% |
Frequently Asked Questions
SOL-USD and SUI-USD have a correlation of 0.85, 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 SOL-USD (18.52%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs SUI-USD's -91.79%.
SOL-USD currently has the higher Sharpe Ratio (-0.72 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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