SUI-USD vs. SOL-USD
SUI-USD (Sui) and SOL-USD (Solana) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 5.01%/yr vs 47.87%/yr for SOL-USD. Their 0.65 correlation means they have sometimes moved together and sometimes differently.
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 -51.07% return, which is significantly lower than SOL-USD's -41.24% return.
SUI-USD
- 1D
- 1.63%
- 1M
- -10.71%
- 6M
- -37.59%
- YTD
- -51.07%
- 1Y
- -79.41%
- 3Y*
- 5.01%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -44.01%
SOL-USD
- 1D
- 1.74%
- 1M
- -11.12%
- 6M
- -27.35%
- YTD
- -41.24%
- 1Y
- -53.85%
- 3Y*
- 47.87%
- 5Y*
- 16.47%
- 10Y*
- —
- ALL TIME*
- 103.25%
Liquidity Comparison
SUI-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and SOL-USD is 0.87, 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. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.65 |
Over the past year, SUI-USD and SOL-USD have become more correlated (0.87) than their long-term average of 0.65, 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 | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.90 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.72 | -0.24 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.02 | -0.23 |
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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 | -83.14% | -74.89% | -8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -87.23% | -76.28% | -10.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.27% | — |
Current DrawdownCurrent decline from peak | -87.03% | -72.09% | -14.94% |
Average DrawdownAverage peak-to-trough decline | -64.85% | -51.86% | -12.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.43% | 38.40% | +8.03% |
Volatility
SUI-USD vs. SOL-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 12.43% compared to Solana (SOL-USD) at 9.87%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier 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 | 12.43% | 9.87% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 55.20% | 44.86% | +10.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.56% | 58.27% | +13.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.39% | 80.66% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.39% | 98.91% | -7.52% |
Frequently Asked Questions
SUI-USD and SOL-USD have a correlation of 0.87, 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 (12.43%) compared to SOL-USD (9.87%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.77 vs -0.92), 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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