SUI-USD vs. TRX-USD
SUI-USD (Sui) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 3.96%/yr vs 65.33%/yr for TRX-USD. At a 0.34 correlation, their price movements are largely independent.
Performance
SUI-USD vs. TRX-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SUI-USD achieves a -43.50% return, which is significantly lower than TRX-USD's 12.08% return.
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
TRX-USD
- 1D
- -0.99%
- 1M
- -10.31%
- YTD
- 12.08%
- 6M
- 14.44%
- 1Y
- 16.17%
- 3Y*
- 65.33%
- 5Y*
- 35.86%
- 10Y*
- —
SUI-USD vs. TRX-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and TRX-USD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.34 |
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Return for Risk
SUI-USD vs. TRX-USD — Risk / Return Rank
SUI-USD
TRX-USD
SUI-USD vs. TRX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Tronix (TRX-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 | TRX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.10 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 0.61 | -1.49 |
| Martin ratioReturn relative to average drawdown | -1.26 | 1.07 | -2.33 |
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Drawdowns
SUI-USD vs. TRX-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for SUI-USD and TRX-USD.
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Drawdown Indicators
| SUI-USD | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -95.89% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -83.75% | -26.58% | -57.17% |
Max Drawdown (3Y)Largest decline over 3 years | -86.71% | -50.98% | -35.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.60% | — |
Current DrawdownCurrent decline from peak | -85.02% | -26.45% | -58.57% |
Average DrawdownAverage peak-to-trough decline | -63.95% | -62.44% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.36% | 13.07% | +50.29% |
Volatility
SUI-USD vs. TRX-USD - Volatility Comparison
Sui (SUI-USD) has a higher volatility of 20.64% compared to Tronix (TRX-USD) at 8.72%. This indicates that SUI-USD's price experiences larger fluctuations and is considered to be riskier than TRX-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 | TRX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 8.72% | +11.92% |
Volatility (6M)Calculated over the trailing 6-month period | 60.52% | 17.86% | +42.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.33% | 23.85% | +52.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.95% | 58.43% | +34.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.95% | 110.17% | -17.22% |
Frequently Asked Questions
SUI-USD and TRX-USD have a correlation of 0.41, 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 (20.64%) compared to TRX-USD (8.72%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.56 vs -0.80), 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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