SUI-USD vs. ADA-USD
SUI-USD (Sui) and ADA-USD (Cardano) are both cryptocurrencies. Over the past 3 years, SUI-USD returned -2.17%/yr vs -19.21%/yr for ADA-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
SUI-USD vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SUI-USD achieves a -49.70% return, which is significantly higher than ADA-USD's -54.13% return.
SUI-USD
- 1D
- -1.85%
- 1M
- -31.60%
- YTD
- -49.70%
- 6M
- -50.84%
- 1Y
- -75.08%
- 3Y*
- -2.17%
- 5Y*
- —
- 10Y*
- —
ADA-USD
- 1D
- -3.60%
- 1M
- -36.90%
- YTD
- -54.13%
- 6M
- -57.89%
- 1Y
- -73.79%
- 3Y*
- -19.21%
- 5Y*
- -35.43%
- 10Y*
- —
SUI-USD vs. ADA-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and ADA-USD is 0.87, 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 | 0.87 |
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, SUI-USD and ADA-USD have become more correlated (0.87) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
SUI-USD vs. ADA-USD — Risk / Return Rank
SUI-USD
ADA-USD
SUI-USD vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Cardano (ADA-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.
| SUI-USD | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.83 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.88 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.33 | +0.07 |
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Drawdowns
SUI-USD vs. ADA-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for SUI-USD and ADA-USD.
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Drawdown Indicators
| SUI-USD | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -97.85% | +6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -83.99% | -84.11% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -86.91% | -87.58% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -94.85% | — |
Current DrawdownCurrent decline from peak | -86.66% | -94.85% | +8.19% |
Average DrawdownAverage peak-to-trough decline | -64.10% | -77.61% | +13.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.82% | 53.98% | +0.84% |
Volatility
SUI-USD vs. ADA-USD - Volatility Comparison
The current volatility for Sui (SUI-USD) is 19.44%, while Cardano (ADA-USD) has a volatility of 23.69%. This indicates that SUI-USD experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUI-USD | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.44% | 23.69% | -4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 59.57% | 52.53% | +7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.17% | 64.30% | +11.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.70% | 74.60% | +18.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.70% | 103.07% | -10.37% |
Frequently Asked Questions
SUI-USD and ADA-USD have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (23.69%) compared to SUI-USD (19.44%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs ADA-USD's -97.85%.
SUI-USD currently has the higher Sharpe Ratio (-0.83 vs -0.96), 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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