SUI-USD vs. BNB-USD
SUI-USD (Sui) and BNB-USD (BNB) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 3.96%/yr vs 37.05%/yr for BNB-USD. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
SUI-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SUI-USD achieves a -43.50% return, which is significantly lower than BNB-USD's -28.73% return.
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
BNB-USD
- 1D
- -0.12%
- 1M
- -6.15%
- YTD
- -28.73%
- 6M
- -28.37%
- 1Y
- -5.06%
- 3Y*
- 37.05%
- 5Y*
- 12.14%
- 10Y*
- —
SUI-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and BNB-USD is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.55 |
Over the past year, SUI-USD and BNB-USD have become more correlated (0.76) than their long-term average of 0.55, meaning their price movements have been converging.
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Return for Risk
SUI-USD vs. BNB-USD — Risk / Return Rank
SUI-USD
BNB-USD
SUI-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and BNB (BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.03 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.09 | -0.79 |
| Martin ratioReturn relative to average drawdown | -1.26 | -0.14 | -1.12 |
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Drawdowns
SUI-USD vs. BNB-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for SUI-USD and BNB-USD.
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Drawdown Indicators
| SUI-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -79.74% | -12.05% |
Max Drawdown (1Y)Largest decline over 1 year | -83.75% | -56.24% | -27.51% |
Max Drawdown (3Y)Largest decline over 3 years | -86.71% | -56.24% | -30.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.89% | — |
Current DrawdownCurrent decline from peak | -85.02% | -52.92% | -32.10% |
Average DrawdownAverage peak-to-trough decline | -63.95% | -38.71% | -25.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.36% | 42.54% | +20.82% |
Volatility
SUI-USD vs. BNB-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 20.64% compared to BNB (BNB-USD) at 17.20%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier than BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 17.20% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 60.52% | 34.65% | +25.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.33% | 44.38% | +31.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.95% | 50.42% | +42.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.95% | 80.03% | +12.92% |
Frequently Asked Questions
SUI-USD and BNB-USD have a correlation of 0.76, 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 BNB-USD (17.20%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.09 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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