SUI-USD vs. TON-USD
SUI-USD (Sui) and TON-USD (Toncoin) are both cryptocurrencies. Over the past 3 years, SUI-USD returned -4.17%/yr vs 4.89%/yr for TON-USD. At a 0.44 correlation, their price movements are largely independent.
Performance
SUI-USD vs. TON-USD - Performance Comparison
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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*
- —
SUI-USD vs. TON-USD - Yearly Performance Comparison
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
SUI-USD
TON-USD
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-USD | TON-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.82 | -0.49 | -0.33 |
Sortino ratioReturn per unit of downside risk | -1.55 | -0.33 | -1.22 |
Omega ratioGain probability vs. loss probability | 0.86 | 0.96 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | -0.66 | -0.46 |
Martin ratioReturn relative to average drawdown | -1.41 | -0.89 | -0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUI-USD | TON-USD | Difference | |
|---|---|---|---|
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-USD | TON-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -84.52% | -75.39% | -9.13% |
Average DrawdownAverage peak-to-trough decline | -46.16% | -52.01% | +5.85% |
Ulcer IndexDepth 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-USD | TON-USD | Difference | |
|---|---|---|---|
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.
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