SUI-USD vs. LINK-USD
SUI-USD (Sui) and LINK-USD (Chainlink) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 1.81%/yr vs 4.25%/yr for LINK-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
SUI-USD vs. LINK-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 LINK-USD's -33.72% return.
SUI-USD
- 1D
- 1.13%
- 1M
- -1.85%
- 6M
- -58.92%
- YTD
- -47.46%
- 1Y
- -78.34%
- 3Y*
- 1.81%
- 5Y*
- —
- 10Y*
- —
LINK-USD
- 1D
- 2.03%
- 1M
- 2.68%
- 6M
- -38.80%
- YTD
- -33.72%
- 1Y
- -46.57%
- 3Y*
- 4.25%
- 5Y*
- -13.71%
- 10Y*
- —
SUI-USD vs. LINK-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and LINK-USD is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.64 |
Over the past year, SUI-USD and LINK-USD have become more correlated (0.89) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
SUI-USD vs. LINK-USD — Risk / Return Rank
SUI-USD
LINK-USD
SUI-USD vs. LINK-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Chainlink (LINK-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 | LINK-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.94 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.64 | -0.29 |
| Martin ratioReturn relative to average drawdown | -1.25 | -0.89 | -0.36 |
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Drawdowns
SUI-USD vs. LINK-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, roughly equal to the maximum LINK-USD drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for SUI-USD and LINK-USD.
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Drawdown Indicators
| SUI-USD | LINK-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -90.19% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -84.29% | -73.15% | -11.14% |
Max Drawdown (3Y)Largest decline over 3 years | -87.15% | -75.42% | -11.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -85.26% | — |
Current DrawdownCurrent decline from peak | -86.07% | -84.57% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -64.47% | -60.64% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.40% | 39.06% | +10.34% |
Volatility
SUI-USD vs. LINK-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 14.25% compared to Chainlink (LINK-USD) at 11.55%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier than LINK-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 | LINK-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.25% | 11.55% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 57.62% | 44.88% | +12.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.36% | 63.69% | +9.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.06% | 74.38% | +17.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.06% | 100.51% | -8.45% |
Frequently Asked Questions
SUI-USD and LINK-USD have a correlation of 0.89, 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 LINK-USD (11.55%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs LINK-USD's -90.19%.
LINK-USD currently has the higher Sharpe Ratio (-0.61 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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