SUI-USD vs. ETH-USD
SUI-USD (Sui) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 3.96%/yr vs 1.37%/yr for ETH-USD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
SUI-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SUI-USD achieves a -43.50% return, which is significantly lower than ETH-USD's -39.71% return.
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
ETH-USD
- 1D
- 3.70%
- 1M
- -17.95%
- YTD
- -39.71%
- 6M
- -39.66%
- 1Y
- -29.80%
- 3Y*
- 1.37%
- 5Y*
- -5.46%
- 10Y*
- 60.62%
SUI-USD vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and ETH-USD is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.62 |
Over the past year, SUI-USD and ETH-USD have become more correlated (0.83) 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. ETH-USD — Risk / Return Rank
SUI-USD
ETH-USD
SUI-USD vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.97 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.44 | -0.44 |
| Martin ratioReturn relative to average drawdown | -1.26 | -0.75 | -0.51 |
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Drawdowns
SUI-USD vs. ETH-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for SUI-USD and ETH-USD.
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Drawdown Indicators
| SUI-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -94.01% | +2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -83.75% | -67.53% | -16.22% |
Max Drawdown (3Y)Largest decline over 3 years | -86.71% | -67.53% | -19.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -79.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -85.02% | -62.98% | -22.04% |
Average DrawdownAverage peak-to-trough decline | -63.95% | -50.90% | -13.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.36% | 44.13% | +19.23% |
Volatility
SUI-USD vs. ETH-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 20.64% compared to Ethereum (ETH-USD) at 18.00%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 18.00% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 60.52% | 46.43% | +14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.33% | 56.16% | +20.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.95% | 59.57% | +33.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.95% | 77.81% | +15.14% |
Frequently Asked Questions
SUI-USD and ETH-USD have a correlation of 0.83, 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 (20.64%) compared to ETH-USD (18.00%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.44 vs -0.80), 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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