SUI-USD vs. TON-USD
SUI-USD (Sui) and TON-USD (Toncoin) are both cryptocurrencies. Over the past 3 years, SUI-USD returned -2.17%/yr vs 3.30%/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 -49.70% return, which is significantly lower than TON-USD's -6.42% return.
SUI-USD
- 1D
- -1.85%
- 1M
- -31.60%
- YTD
- -49.70%
- 6M
- -50.84%
- 1Y
- -75.08%
- 3Y*
- -2.17%
- 5Y*
- —
- 10Y*
- —
TON-USD
- 1D
- -8.17%
- 1M
- -11.99%
- YTD
- -6.42%
- 6M
- 4.58%
- 1Y
- -46.67%
- 3Y*
- 3.30%
- 5Y*
- —
- 10Y*
- —
SUI-USD vs. TON-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and TON-USD is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 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 | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.94 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.70 | -0.19 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.01 | -0.25 |
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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 | -83.99% | -66.28% | -17.71% |
Max Drawdown (3Y)Largest decline over 3 years | -86.91% | -85.31% | -1.60% |
Current DrawdownCurrent decline from peak | -86.66% | -81.03% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -64.10% | -52.31% | -11.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.82% | 34.13% | +20.69% |
Volatility
SUI-USD vs. TON-USD - Volatility Comparison
The current volatility for Sui (SUI-USD) is 19.44%, while Toncoin (TON-USD) has a volatility of 29.97%. 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 | 19.44% | 29.97% | -10.53% |
Volatility (6M)Calculated over the trailing 6-month period | 59.57% | 62.13% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.17% | 66.30% | +9.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.70% | 90.74% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.70% | 90.74% | +1.96% |
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 (29.97%) compared to SUI-USD (19.44%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs TON-USD's -85.31%.
TON-USD currently has the higher Sharpe Ratio (-0.59 vs -0.83), 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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