SUI-USD vs. SOL-USD
SUI-USD (Sui) and SOL-USD (Solana) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 2.06%/yr vs 41.32%/yr for SOL-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
SUI-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SUI-USD achieves a -48.42% return, which is significantly lower than SOL-USD's -39.45% return.
SUI-USD
- 1D
- -1.63%
- 1M
- -5.81%
- 6M
- -58.89%
- YTD
- -48.42%
- 1Y
- -79.29%
- 3Y*
- 2.06%
- 5Y*
- —
- 10Y*
- —
SOL-USD
- 1D
- -1.98%
- 1M
- 9.38%
- 6M
- -45.80%
- YTD
- -39.45%
- 1Y
- -53.26%
- 3Y*
- 41.32%
- 5Y*
- 19.17%
- 10Y*
- —
SUI-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and SOL-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 | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.64 |
Over the past year, SUI-USD and SOL-USD have become more correlated (0.85) 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. SOL-USD — Risk / Return Rank
SUI-USD
SOL-USD
SUI-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Solana (SOL-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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.91 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.71 | -0.23 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.05 | -0.21 |
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Drawdowns
SUI-USD vs. SOL-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for SUI-USD and SOL-USD.
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Drawdown Indicators
| SUI-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -96.27% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -84.29% | -74.89% | -9.40% |
Max Drawdown (3Y)Largest decline over 3 years | -87.15% | -76.28% | -10.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.27% | — |
Current DrawdownCurrent decline from peak | -86.32% | -71.24% | -15.08% |
Average DrawdownAverage peak-to-trough decline | -64.49% | -51.69% | -12.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.57% | 42.68% | +6.89% |
Volatility
SUI-USD vs. SOL-USD - Volatility Comparison
The current volatility for Sui (SUI-USD) is 14.11%, while Solana (SOL-USD) has a volatility of 15.11%. This indicates that SUI-USD experiences smaller price fluctuations and is considered to be less risky than SOL-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 | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.11% | 15.11% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 57.61% | 47.74% | +9.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.36% | 59.43% | +13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.03% | 81.36% | +10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.03% | 99.29% | -7.26% |
Frequently Asked Questions
SUI-USD and SOL-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.
SOL-USD has higher volatility (15.11%) compared to SUI-USD (14.11%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.74 vs -0.90), 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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