SUI-USD vs. ETH-USD
SUI-USD (Sui) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 1.81%/yr vs -3.10%/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 -47.46% return, which is significantly lower than ETH-USD's -38.49% return.
SUI-USD
- 1D
- 1.13%
- 1M
- -1.85%
- 6M
- -58.92%
- YTD
- -47.46%
- 1Y
- -78.34%
- 3Y*
- 1.81%
- 5Y*
- —
- 10Y*
- —
ETH-USD
- 1D
- 2.13%
- 1M
- 9.57%
- 6M
- -41.49%
- YTD
- -38.49%
- 1Y
- -38.02%
- 3Y*
- -3.10%
- 5Y*
- -1.22%
- 10Y*
- 65.81%
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 | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.94 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.56 | -0.37 |
| Martin ratioReturn relative to average drawdown | -1.25 | -0.88 | -0.37 |
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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 | -84.29% | -67.60% | -16.69% |
Max Drawdown (3Y)Largest decline over 3 years | -87.15% | -67.60% | -19.55% |
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 | -86.07% | -62.23% | -23.84% |
Average DrawdownAverage peak-to-trough decline | -64.47% | -50.99% | -13.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.40% | 36.62% | +12.78% |
Volatility
SUI-USD vs. ETH-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 14.25% compared to Ethereum (ETH-USD) at 12.64%. 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 | 14.25% | 12.64% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 57.62% | 46.73% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.36% | 55.18% | +18.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.06% | 58.72% | +33.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.06% | 76.84% | +15.22% |
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 (14.25%) compared to ETH-USD (12.64%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.57 vs -0.89), 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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