SUI-USD vs. DOGE-USD
SUI-USD (Sui) and DOGE-USD (Dogecoin) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 3.29%/yr vs -2.33%/yr for DOGE-USD. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
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 -51.72% return, which is significantly lower than DOGE-USD's -41.03% return.
SUI-USD
- 1D
- -0.62%
- 1M
- -7.81%
- 6M
- -41.23%
- YTD
- -51.72%
- 1Y
- -80.41%
- 3Y*
- 3.29%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -44.26%
DOGE-USD
- 1D
- -0.56%
- 1M
- -6.72%
- 6M
- -33.61%
- YTD
- -41.03%
- 1Y
- -65.59%
- 3Y*
- -2.33%
- 5Y*
- -19.41%
- 10Y*
- —
- ALL TIME*
- 104.04%
Liquidity Comparison
SUI-USD vs. DOGE-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and DOGE-USD is 0.85, 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. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
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 (0.85) 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 | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.86 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.86 | -0.11 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.18 | -0.09 |
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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 | -83.09% | -76.12% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -87.20% | -85.19% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -85.19% | — |
Current DrawdownCurrent decline from peak | -87.20% | -89.90% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -64.84% | -75.33% | +10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.25% | 36.16% | +10.09% |
Volatility
SUI-USD vs. DOGE-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 13.22% compared to Dogecoin (DOGE-USD) at 11.52%. 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 | 13.22% | 11.52% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 55.34% | 43.03% | +12.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.62% | 61.63% | +9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.43% | 76.57% | +14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.43% | 754.77% | -663.34% |
Frequently Asked Questions
SUI-USD and DOGE-USD have a correlation of 0.85, 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 (13.22%) compared to DOGE-USD (11.52%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs DOGE-USD's -92.29%.
DOGE-USD currently has the higher Sharpe Ratio (-0.89 vs -0.93), 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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