SUI-USD vs. ETH-USD
SUI-USD (Sui) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 3.29%/yr vs 0.11%/yr for ETH-USD. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
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 -51.72% return, which is significantly lower than ETH-USD's -37.82% return.
SUI-USD
- 1D
- -0.62%
- 1M
- -7.81%
- 6M
- -41.23%
- YTD
- -51.72%
- 1Y
- -80.41%
- 3Y*
- 3.29%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -44.26%
ETH-USD
- 1D
- -0.86%
- 1M
- 8.60%
- 6M
- -24.69%
- YTD
- -37.82%
- 1Y
- -47.09%
- 3Y*
- 0.11%
- 5Y*
- -6.69%
- 10Y*
- 67.39%
- ALL TIME*
- 79.43%
Liquidity Comparison
SUI-USD vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and ETH-USD is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
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 (0.85) 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 | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.91 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.70 | -0.27 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.03 | -0.23 |
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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 | -83.09% | -67.60% | -15.49% |
Max Drawdown (3Y)Largest decline over 3 years | -87.20% | -67.60% | -19.60% |
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 | -87.20% | -61.82% | -25.38% |
Average DrawdownAverage peak-to-trough decline | -64.84% | -51.04% | -13.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.25% | 34.80% | +11.45% |
Volatility
SUI-USD vs. ETH-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 13.22% compared to Ethereum (ETH-USD) at 11.94%. 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 | 13.22% | 11.94% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 55.34% | 44.30% | +11.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.62% | 54.89% | +16.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.43% | 58.51% | +32.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.43% | 76.22% | +15.21% |
Frequently Asked Questions
SUI-USD and ETH-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 (13.22%) compared to ETH-USD (11.94%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.72 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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