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SOL-USD vs. SUI-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. SUI-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and Sui (SUI-USD). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. SUI-USD - Yearly Performance Comparison


2026 (YTD)202520242023
SOL-USD
Solana
-40.55%-34.09%85.68%356.83%
SUI-USD
Sui
-43.50%-65.91%430.93%-82.85%

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOL-USD
SOL-USD Risk / Return Rank: 5050
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4949
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5050
Martin Ratio Rank

SUI-USD
SUI-USD Risk / Return Rank: 2929
Overall Rank
SUI-USD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SUI-USD Sortino Ratio Rank: 2626
Sortino Ratio Rank
SUI-USD Omega Ratio Rank: 3030
Omega Ratio Rank
SUI-USD Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUI-USD Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-USDSUI-USDDifference
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

SOL-USD vs. SUI-USD - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.72, which is comparable to the SUI-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of SOL-USD and SUI-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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-USDSUI-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-71.76%

-85.02%

+13.26%

Average Drawdown

Average peak-to-trough decline

-51.44%

-63.95%

+12.51%

Ulcer Index

Depth 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-USDSUI-USDDifference

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.

Portfolio Optimizer

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