SUI-USD vs. BTC-USD
SUI-USD (Sui) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 3 years, SUI-USD returned -4.17%/yr vs 35.33%/yr for BTC-USD. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
SUI-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SUI-USD achieves a -41.61% return, which is significantly lower than BTC-USD's -23.17% return.
SUI-USD
- 1D
- -6.76%
- 1M
- -10.96%
- YTD
- -41.61%
- 6M
- -49.70%
- 1Y
- -75.42%
- 3Y*
- -4.17%
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- 0.85%
- 1M
- -14.42%
- YTD
- -23.17%
- 6M
- -26.37%
- 1Y
- -36.52%
- 3Y*
- 35.33%
- 5Y*
- 12.77%
- 10Y*
- 60.98%
SUI-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and BTC-USD is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 4, 2023 | 0.61 |
The correlation between SUI-USD and BTC-USD shifts across timeframes, from 0.61 (3 years) to 0.81 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUI-USD vs. BTC-USD — Risk / Return Rank
SUI-USD
BTC-USD
SUI-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Bitcoin (BTC-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.
| SUI-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.82 | -0.85 | +0.03 |
Sortino ratioReturn per unit of downside risk | -1.55 | -1.14 | -0.41 |
Omega ratioGain probability vs. loss probability | 0.86 | 0.88 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | -1.07 | -0.05 |
Martin ratioReturn relative to average drawdown | -1.41 | -1.57 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUI-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.82 | -0.85 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 1.14 | -1.30 |
Drawdowns
SUI-USD vs. BTC-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -84.52%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SUI-USD and BTC-USD.
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Drawdown Indicators
| SUI-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.52% | -85.30% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -81.07% | -49.65% | -31.42% |
Max Drawdown (3Y)Largest decline over 3 years | -84.52% | -49.65% | -34.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -84.52% | -46.10% | -38.42% |
Average DrawdownAverage peak-to-trough decline | -46.16% | -42.27% | -3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.62% | 33.71% | +27.91% |
Volatility
SUI-USD vs. BTC-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 30.00% compared to Bitcoin (BTC-USD) at 9.90%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier than BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.00% | 9.90% | +20.10% |
Volatility (6M)Calculated over the trailing 6-month period | 59.68% | 33.98% | +25.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.55% | 35.37% | +41.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.34% | 45.01% | +42.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.34% | 56.68% | +30.66% |
Frequently Asked Questions
SUI-USD and BTC-USD have a correlation of 0.81, 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 (30.00%) compared to BTC-USD (9.90%). In terms of maximum drawdown, SUI-USD dropped -84.52% vs BTC-USD's -85.30%.
SUI-USD currently has the higher Sharpe Ratio (-0.82 vs -0.85), 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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