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SUI vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SUI and BTC-USD is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

SUI vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sun Communities, Inc. (SUI) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
7.49%
62.27%
SUI
BTC-USD

Key characteristics

Sharpe Ratio

SUI:

-0.13

BTC-USD:

1.74

Sortino Ratio

SUI:

-0.02

BTC-USD:

2.47

Omega Ratio

SUI:

1.00

BTC-USD:

1.24

Calmar Ratio

SUI:

-0.07

BTC-USD:

1.59

Martin Ratio

SUI:

-0.32

BTC-USD:

8.14

Ulcer Index

SUI:

9.55%

BTC-USD:

10.81%

Daily Std Dev

SUI:

23.82%

BTC-USD:

44.45%

Max Drawdown

SUI:

-74.04%

BTC-USD:

-93.07%

Current Drawdown

SUI:

-35.73%

BTC-USD:

-7.03%

Returns By Period

In the year-to-date period, SUI achieves a -4.11% return, which is significantly lower than BTC-USD's 133.47% return. Over the past 10 years, SUI has underperformed BTC-USD with an annualized return of 10.28%, while BTC-USD has yielded a comparatively higher 77.61% annualized return.


SUI

YTD

-4.11%

1M

-1.68%

6M

6.85%

1Y

-3.09%

5Y*

-1.02%

10Y*

10.28%

BTC-USD

YTD

133.47%

1M

0.68%

6M

59.66%

1Y

126.25%

5Y*

68.62%

10Y*

77.61%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SUI vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sun Communities, Inc. (SUI) and Bitcoin (BTC-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.


Sharpe ratio
The chart of Sharpe ratio for SUI, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.441.74
The chart of Sortino ratio for SUI, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.732.47
The chart of Omega ratio for SUI, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.24
The chart of Calmar ratio for SUI, currently valued at 0.05, compared to the broader market0.002.004.006.000.051.59
The chart of Martin ratio for SUI, currently valued at 1.36, compared to the broader market0.0010.0020.001.368.14
SUI
BTC-USD

The current SUI Sharpe Ratio is -0.13, which is lower than the BTC-USD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SUI and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.44
1.74
SUI
BTC-USD

Drawdowns

SUI vs. BTC-USD - Drawdown Comparison

The maximum SUI drawdown since its inception was -74.04%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SUI and BTC-USD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.73%
-7.03%
SUI
BTC-USD

Volatility

SUI vs. BTC-USD - Volatility Comparison

The current volatility for Sun Communities, Inc. (SUI) is 5.80%, while Bitcoin (BTC-USD) has a volatility of 14.16%. This indicates that SUI experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.80%
14.16%
SUI
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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