SUI-USD vs. DOT-USD
SUI-USD (Sui) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 3 years, SUI-USD returned -2.17%/yr vs -44.00%/yr for DOT-USD. At a 0.41 correlation, their price movements are largely independent.
Performance
SUI-USD vs. DOT-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SUI-USD having a -49.70% return and DOT-USD slightly higher at -48.91%.
SUI-USD
- 1D
- -1.85%
- 1M
- -31.60%
- YTD
- -49.70%
- 6M
- -50.84%
- 1Y
- -75.08%
- 3Y*
- -2.17%
- 5Y*
- —
- 10Y*
- —
DOT-USD
- 1D
- -2.35%
- 1M
- -26.67%
- YTD
- -48.91%
- 6M
- -48.21%
- 1Y
- -73.29%
- 3Y*
- -44.00%
- 5Y*
- -42.42%
- 10Y*
- —
SUI-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and DOT-USD is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.41 |
Over the past year, SUI-USD and DOT-USD have become more correlated (0.85) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
SUI-USD vs. DOT-USD — Risk / Return Rank
SUI-USD
DOT-USD
SUI-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Polkadot (DOT-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 | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.84 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.92 | +0.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.38 | +0.12 |
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Drawdowns
SUI-USD vs. DOT-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, smaller than the maximum DOT-USD drawdown of -98.31%. Use the drawdown chart below to compare losses from any high point for SUI-USD and DOT-USD.
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Drawdown Indicators
| SUI-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -98.31% | +6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -83.99% | -79.95% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -86.91% | -92.10% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -98.31% | — |
Current DrawdownCurrent decline from peak | -86.66% | -98.31% | +11.65% |
Average DrawdownAverage peak-to-trough decline | -64.10% | -81.17% | +17.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.82% | 50.42% | +4.40% |
Volatility
SUI-USD vs. DOT-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 19.44% compared to Polkadot (DOT-USD) at 16.01%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier than DOT-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 | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.44% | 16.01% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 59.57% | 57.79% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.17% | 71.26% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.70% | 72.07% | +20.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.70% | 72.61% | +20.09% |
Frequently Asked Questions
SUI-USD and DOT-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 (19.44%) compared to DOT-USD (16.01%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs DOT-USD's -98.31%.
SUI-USD currently has the higher Sharpe Ratio (-0.83 vs -0.86), 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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