SUI-USD vs. BTC-USD
SUI-USD (Sui) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 5.01%/yr vs 29.40%/yr for BTC-USD. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
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 -51.07% return, which is significantly lower than BTC-USD's -27.75% return.
SUI-USD
- 1D
- 1.63%
- 1M
- -10.71%
- 6M
- -37.59%
- YTD
- -51.07%
- 1Y
- -79.41%
- 3Y*
- 5.01%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -44.01%
BTC-USD
- 1D
- 0.72%
- 1M
- 1.12%
- 6M
- -17.79%
- YTD
- -27.75%
- 1Y
- -43.83%
- 3Y*
- 29.40%
- 5Y*
- 10.61%
- 10Y*
- 59.66%
- ALL TIME*
- 87.16%
Liquidity Comparison
SUI-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and BTC-USD is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.61 |
Over the past year, SUI-USD and BTC-USD have become more correlated (0.82) than their long-term average of 0.61, meaning their price movements have been converging.
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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.
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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.85 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.83 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.27 | +0.02 |
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Drawdowns
SUI-USD vs. BTC-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, which is greater than BTC-USD's maximum 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 | -91.79% | -85.30% | -6.49% |
Max Drawdown (1Y)Largest decline over 1 year | -83.14% | -53.08% | -30.06% |
Max Drawdown (3Y)Largest decline over 3 years | -87.23% | -53.08% | -34.15% |
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 | -87.03% | -49.31% | -37.72% |
Average DrawdownAverage peak-to-trough decline | -64.85% | -42.73% | -22.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.43% | 24.94% | +21.49% |
Volatility
SUI-USD vs. BTC-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 12.43% compared to Bitcoin (BTC-USD) at 8.45%. 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 | 12.43% | 8.45% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 55.20% | 33.72% | +21.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.56% | 35.86% | +35.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.39% | 43.65% | +47.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.39% | 56.22% | +35.17% |
Frequently Asked Questions
SUI-USD and BTC-USD have a correlation of 0.82, 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 (12.43%) compared to BTC-USD (8.45%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs BTC-USD's -85.30%.
SUI-USD currently has the higher Sharpe Ratio (-0.92 vs -1.02), 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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