SUI-USD vs. XMR-USD
SUI-USD (Sui) and XMR-USD (Monero) are both cryptocurrencies. Over the past 3 years, SUI-USD returned 3.96%/yr vs 37.50%/yr for XMR-USD. At a 0.33 correlation, their price movements are largely independent.
Performance
SUI-USD vs. XMR-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 XMR-USD's -19.20% return.
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
XMR-USD
- 1D
- 2.72%
- 1M
- -9.86%
- YTD
- -19.20%
- 6M
- -14.39%
- 1Y
- 11.30%
- 3Y*
- 37.50%
- 5Y*
- 5.92%
- 10Y*
- 69.46%
SUI-USD vs. XMR-USD - Yearly Performance Comparison
Correlation
The correlation between SUI-USD and XMR-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.33 |
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Return for Risk
SUI-USD vs. XMR-USD — Risk / Return Rank
SUI-USD
XMR-USD
SUI-USD vs. XMR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-USD) and Monero (XMR-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 | XMR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.09 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 0.19 | -1.07 |
| Martin ratioReturn relative to average drawdown | -1.26 | 0.35 | -1.61 |
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Drawdowns
SUI-USD vs. XMR-USD - Drawdown Comparison
The maximum SUI-USD drawdown since its inception was -91.79%, roughly equal to the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for SUI-USD and XMR-USD.
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Drawdown Indicators
| SUI-USD | XMR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.79% | -95.68% | +3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -83.75% | -58.97% | -24.78% |
Max Drawdown (3Y)Largest decline over 3 years | -86.71% | -58.97% | -27.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -67.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.09% | — |
Current DrawdownCurrent decline from peak | -85.02% | -50.80% | -34.22% |
Average DrawdownAverage peak-to-trough decline | -63.95% | -62.52% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.36% | 37.75% | +25.61% |
Volatility
SUI-USD vs. XMR-USD - Volatility Comparison
The current volatility for Sui (SUI-USD) is 20.64%, while Monero (XMR-USD) has a volatility of 36.71%. This indicates that SUI-USD experiences smaller price fluctuations and is considered to be less risky than XMR-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 | XMR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 36.71% | -16.07% |
Volatility (6M)Calculated over the trailing 6-month period | 60.52% | 69.75% | -9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.33% | 69.27% | +7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.95% | 62.31% | +30.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.95% | 87.78% | +5.17% |
Frequently Asked Questions
SUI-USD and XMR-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (36.71%) compared to SUI-USD (20.64%). In terms of maximum drawdown, SUI-USD dropped -91.79% vs XMR-USD's -95.68%.
XMR-USD currently has the higher Sharpe Ratio (0.14 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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