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SUI-USD vs. TON-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SUI-USD vs. TON-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sui (SUI-USD) and Toncoin (TON-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUI-USD achieves a -41.61% return, which is significantly lower than TON-USD's 21.37% return.


SUI-USD

1D
-6.76%
1M
-10.96%
YTD
-41.61%
6M
-49.70%
1Y
-75.42%
3Y*
-4.17%
5Y*
10Y*

TON-USD

1D
-3.83%
1M
48.71%
YTD
21.37%
6M
27.34%
1Y
-37.47%
3Y*
4.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUI-USD vs. TON-USD - Yearly Performance Comparison


2026 (YTD)202520242023
SUI-USD
Sui
-41.61%-65.91%430.93%-44.76%
TON-USD
Toncoin
21.37%-69.91%138.49%12.79%

Correlation

The correlation between SUI-USD and TON-USD is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 4, 2023

0.44

Over the past year, SUI-USD and TON-USD have become more correlated (0.68) than their long-term average of 0.44, meaning their price movements have been converging.

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Return for Risk

SUI-USD vs. TON-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUI-USD
SUI-USD Risk / Return Rank: 3131
Overall Rank
SUI-USD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SUI-USD Sortino Ratio Rank: 1818
Sortino Ratio Rank
SUI-USD Omega Ratio Rank: 2222
Omega Ratio Rank
SUI-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
SUI-USD Martin Ratio Rank: 5050
Martin Ratio Rank

TON-USD
TON-USD Risk / Return Rank: 6767
Overall Rank
TON-USD Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TON-USD Sortino Ratio Rank: 6363
Sortino Ratio Rank
TON-USD Omega Ratio Rank: 6262
Omega Ratio Rank
TON-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
TON-USD Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUI-USD vs. TON-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Toncoin (TON-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.


SUI-USDTON-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.82

-0.49

-0.33

Sortino ratio

Return per unit of downside risk

-1.55

-0.33

-1.22

Omega ratio

Gain probability vs. loss probability

0.86

0.96

-0.11

Calmar ratio

Return relative to maximum drawdown

-1.12

-0.66

-0.46

Martin ratio

Return relative to average drawdown

-1.41

-0.89

-0.52

SUI-USD vs. TON-USD - Sharpe Ratio Comparison

The current SUI-USD Sharpe Ratio is -0.82, which is lower than the TON-USD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of SUI-USD and TON-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SUI-USDTON-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

-0.49

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.23

-0.39

Drawdowns

SUI-USD vs. TON-USD - Drawdown Comparison

The maximum SUI-USD drawdown since its inception was -84.52%, roughly equal to the maximum TON-USD drawdown of -85.31%. Use the drawdown chart below to compare losses from any high point for SUI-USD and TON-USD.


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Drawdown Indicators


SUI-USDTON-USDDifference

Max Drawdown

Largest peak-to-trough decline

-84.52%

-85.31%

+0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-81.07%

-66.28%

-14.79%

Max Drawdown (3Y)

Largest decline over 3 years

-84.52%

-85.31%

+0.79%

Current Drawdown

Current decline from peak

-84.52%

-75.39%

-9.13%

Average Drawdown

Average peak-to-trough decline

-46.16%

-52.01%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.62%

42.94%

+18.68%

Volatility

SUI-USD vs. TON-USD - Volatility Comparison

The current volatility for Sui (SUI-USD) is 30.00%, while Toncoin (TON-USD) has a volatility of 45.30%. This indicates that SUI-USD experiences smaller price fluctuations and is considered to be less risky than TON-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-USDTON-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.00%

45.30%

-15.30%

Volatility (6M)

Calculated over the trailing 6-month period

59.68%

58.36%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

76.55%

64.02%

+12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.34%

90.04%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.34%

90.04%

-2.70%

Frequently Asked Questions


SUI-USD and TON-USD have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TON-USD has higher volatility (45.30%) compared to SUI-USD (30.00%). In terms of maximum drawdown, SUI-USD dropped -84.52% vs TON-USD's -85.31%.

TON-USD currently has the higher Sharpe Ratio (-0.49 vs -0.82), 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.

Portfolio Optimizer

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