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SUI-USD vs. DOT-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SUI-USD vs. DOT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sui (SUI-USD) and Polkadot (DOT-USD). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUI-USD vs. DOT-USD - Yearly Performance Comparison


2026 (YTD)202520242023
SUI-USD
Sui
-41.61%-65.91%430.93%-44.76%
DOT-USD
Polkadot
-39.40%-73.03%-22.95%51.68%

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUI-USD
SUI-USD Risk / Return Rank: 3131
Overall Rank
SUI-USD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SUI-USD Sortino Ratio Rank: 1818
Sortino Ratio Rank
SUI-USD Omega Ratio Rank: 2222
Omega Ratio Rank
SUI-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
SUI-USD Martin Ratio Rank: 5050
Martin Ratio Rank

DOT-USD
DOT-USD Risk / Return Rank: 2323
Overall Rank
DOT-USD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1212
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 1515
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-USDDOT-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.82

-0.86

+0.04

Sortino ratio

Return per unit of downside risk

-1.55

-1.74

+0.20

Omega ratio

Gain probability vs. loss probability

0.86

0.84

+0.02

Calmar ratio

Return relative to maximum drawdown

-1.12

-1.12

0.00

Martin ratio

Return relative to average drawdown

-1.41

-1.46

+0.05

SUI-USD vs. DOT-USD - Sharpe Ratio Comparison

The current SUI-USD Sharpe Ratio is -0.82, which is comparable to the DOT-USD Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of SUI-USD and DOT-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SUI-USDDOT-USDDifference

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-USDDOT-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-84.52%

-97.99%

+13.47%

Average Drawdown

Average peak-to-trough decline

-46.16%

-80.92%

+34.76%

Ulcer Index

Depth 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-USDDOT-USDDifference

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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