SUI-USD vs. DOT-USD
SUI-USD (Sui) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 2.06%/yr vs -46.34%/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
In the year-to-date period, SUI-USD achieves a -48.42% return, which is significantly higher than DOT-USD's -53.05% return.
SUI-USD
- 1D
- -1.63%
- 1M
- -5.81%
- 6M
- -58.89%
- YTD
- -48.42%
- 1Y
- -79.29%
- 3Y*
- 2.06%
- 5Y*
- —
- 10Y*
- —
DOT-USD
- 1D
- -0.71%
- 1M
- -14.30%
- 6M
- -59.09%
- YTD
- -53.05%
- 1Y
- -78.97%
- 3Y*
- -46.34%
- 5Y*
- -42.29%
- 10Y*
- —
SUI-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and DOT-USD is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
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 (0.84) 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 | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.80 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.96 | +0.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.40 | +0.14 |
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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 -98.50%. 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% | -98.50% | +6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -84.29% | -82.23% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -87.15% | -93.00% | +5.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -98.50% | — |
Current DrawdownCurrent decline from peak | -86.32% | -98.44% | +12.12% |
Average DrawdownAverage peak-to-trough decline | -64.49% | -81.35% | +16.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.57% | 54.49% | -4.92% |
Volatility
SUI-USD vs. DOT-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 14.11% compared to Polkadot (DOT-USD) at 13.37%. 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 | 14.11% | 13.37% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 57.61% | 55.69% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.36% | 70.41% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.03% | 71.78% | +20.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.03% | 72.36% | +19.67% |
Frequently Asked Questions
SUI-USD and DOT-USD have a correlation of 0.84, 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 (14.11%) compared to DOT-USD (13.37%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs DOT-USD's -98.50%.
SUI-USD currently has the higher Sharpe Ratio (-0.90 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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