SUI-USD vs. DOGE-USD
SUI-USD (Sui) and DOGE-USD (Dogecoin) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 1.81%/yr vs 1.33%/yr for DOGE-USD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
SUI-USD vs. DOGE-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SUI-USD achieves a -47.46% return, which is significantly lower than DOGE-USD's -37.49% return.
SUI-USD
- 1D
- 1.13%
- 1M
- -1.85%
- 6M
- -58.92%
- YTD
- -47.46%
- 1Y
- -78.34%
- 3Y*
- 1.81%
- 5Y*
- —
- 10Y*
- —
DOGE-USD
- 1D
- 0.15%
- 1M
- -14.72%
- 6M
- -46.82%
- YTD
- -37.49%
- 1Y
- -62.89%
- 3Y*
- 1.33%
- 5Y*
- -18.19%
- 10Y*
- —
SUI-USD vs. DOGE-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and DOGE-USD is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.62 |
Over the past year, SUI-USD and DOGE-USD have become more correlated (0.83) than their long-term average of 0.62, meaning their price movements have been converging.
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Return for Risk
SUI-USD vs. DOGE-USD — Risk / Return Rank
SUI-USD
DOGE-USD
SUI-USD vs. DOGE-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Dogecoin (DOGE-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 | DOGE-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.88 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.84 | -0.09 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.18 | -0.07 |
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Drawdowns
SUI-USD vs. DOGE-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, roughly equal to the maximum DOGE-USD drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for SUI-USD and DOGE-USD.
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Drawdown Indicators
| SUI-USD | DOGE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -92.29% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -84.29% | -75.14% | -9.15% |
Max Drawdown (3Y)Largest decline over 3 years | -87.15% | -84.59% | -2.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.59% | — |
Current DrawdownCurrent decline from peak | -86.07% | -89.30% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -64.47% | -75.24% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.40% | 41.53% | +7.87% |
Volatility
SUI-USD vs. DOGE-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 14.25% compared to Dogecoin (DOGE-USD) at 10.66%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier than DOGE-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 | DOGE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.25% | 10.66% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 57.62% | 45.72% | +11.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.36% | 64.02% | +9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.06% | 76.83% | +15.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.06% | 757.02% | -664.96% |
Frequently Asked Questions
SUI-USD and DOGE-USD have a correlation of 0.83, 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 (14.25%) compared to DOGE-USD (10.66%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs DOGE-USD's -92.29%.
DOGE-USD currently has the higher Sharpe Ratio (-0.82 vs -0.89), 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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