SUI-USD vs. DOT-USD
SUI-USD (Sui) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 3 years, SUI-USD returned -4.17%/yr vs -41.17%/yr for DOT-USD. At a 0.40 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 -41.61% return, which is significantly lower than DOT-USD's -39.40% return.
SUI-USD
- 1D
- -6.76%
- 1M
- -10.96%
- YTD
- -41.61%
- 6M
- -49.70%
- 1Y
- -75.42%
- 3Y*
- -4.17%
- 5Y*
- —
- 10Y*
- —
DOT-USD
- 1D
- -6.40%
- 1M
- -10.42%
- YTD
- -39.40%
- 6M
- -51.97%
- 1Y
- -73.90%
- 3Y*
- -41.17%
- 5Y*
- —
- 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 | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 4, 2023 | 0.40 |
Over the past year, SUI-USD and DOT-USD have become more correlated (0.85) than their long-term average of 0.40, 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.
| SUI-USD | DOT-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.82 | -0.86 | +0.04 |
Sortino ratioReturn per unit of downside risk | -1.55 | -1.74 | +0.20 |
Omega ratioGain probability vs. loss probability | 0.86 | 0.84 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | -1.12 | 0.00 |
Martin ratioReturn relative to average drawdown | -1.41 | -1.46 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUI-USD | DOT-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.82 | -0.86 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | -0.52 | +0.37 |
Drawdowns
SUI-USD vs. DOT-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -84.52%, smaller than the maximum DOT-USD drawdown of -97.99%. 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 | -84.52% | -97.99% | +13.47% |
Max Drawdown (1Y)Largest decline over 1 year | -81.07% | -76.21% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -84.52% | -90.63% | +6.11% |
Current DrawdownCurrent decline from peak | -84.52% | -97.99% | +13.47% |
Average DrawdownAverage peak-to-trough decline | -46.16% | -80.92% | +34.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.62% | 58.01% | +3.61% |
Volatility
SUI-USD vs. DOT-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 30.00% compared to Polkadot (DOT-USD) at 14.84%. 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 | 30.00% | 14.84% | +15.16% |
Volatility (6M)Calculated over the trailing 6-month period | 59.68% | 58.39% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.55% | 71.19% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.34% | 72.84% | +14.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.34% | 72.84% | +14.50% |
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 (30.00%) compared to DOT-USD (14.84%). In terms of maximum drawdown, SUI-USD dropped -84.52% vs DOT-USD's -97.99%.
SUI-USD currently has the higher Sharpe Ratio (-0.82 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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