SUI-USD vs. TON-USD
SUI-USD (Sui) and TON-USD (Toncoin) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 5.01%/yr vs 6.12%/yr for TON-USD. Their 0.44 correlation means their historical movements had little consistent relationship.
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 -51.07% return, which is significantly lower than TON-USD's -14.63% 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%
TON-USD
- 1D
- 1.72%
- 1M
- -16.15%
- 6M
- 6.01%
- YTD
- -14.63%
- 1Y
- -60.01%
- 3Y*
- 6.12%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.52%
Liquidity Comparison
SUI-USD vs. TON-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and TON-USD is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.44 |
Over the past year, SUI-USD and TON-USD have become more correlated (0.66) 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.
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 | TON-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.89 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.91 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.20 | -0.05 |
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Drawdowns
SUI-USD vs. TON-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, which is greater than TON-USD's maximum 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 | -91.79% | -85.31% | -6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -83.14% | -66.23% | -16.91% |
Max Drawdown (3Y)Largest decline over 3 years | -87.23% | -85.31% | -1.92% |
Current DrawdownCurrent decline from peak | -87.03% | -82.69% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -64.85% | -52.95% | -11.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.43% | 29.38% | +17.05% |
Volatility
SUI-USD vs. TON-USD - Volatility Comparison
The current volatility for Sui (SUI-USD) is 12.43%, while Toncoin (TON-USD) has a volatility of 16.48%. 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 | 12.43% | 16.48% | -4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 55.20% | 61.81% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.56% | 66.60% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.39% | 90.00% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.39% | 90.00% | +1.39% |
Frequently Asked Questions
SUI-USD and TON-USD have a correlation of 0.66, 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 (16.48%) compared to SUI-USD (12.43%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs TON-USD's -85.31%.
TON-USD currently has the higher Sharpe Ratio (-0.75 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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