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

Correlation

The correlation between SUI and BTC-USD is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

SUI:

0.38

BTC-USD:

1.40

Sortino Ratio

SUI:

0.77

BTC-USD:

3.20

Omega Ratio

SUI:

1.09

BTC-USD:

1.33

Calmar Ratio

SUI:

0.26

BTC-USD:

2.65

Martin Ratio

SUI:

1.05

BTC-USD:

12.24

Ulcer Index

SUI:

10.38%

BTC-USD:

11.22%

Daily Std Dev

SUI:

25.89%

BTC-USD:

42.23%

Max Drawdown

SUI:

-74.04%

BTC-USD:

-93.18%

Current Drawdown

SUI:

-34.69%

BTC-USD:

-1.92%

Returns By Period

In the year-to-date period, SUI achieves a 2.77% return, which is significantly lower than BTC-USD's 11.43% return. Over the past 10 years, SUI has underperformed BTC-USD with an annualized return of 10.08%, while BTC-USD has yielded a comparatively higher 83.77% annualized return.


SUI

YTD

2.77%

1M

4.01%

6M

1.62%

1Y

10.00%

5Y*

1.87%

10Y*

10.08%

BTC-USD

YTD

11.43%

1M

24.82%

6M

29.37%

1Y

71.25%

5Y*

63.89%

10Y*

83.77%

*Annualized

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Risk-Adjusted Performance

SUI vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUI
The Risk-Adjusted Performance Rank of SUI is 6262
Overall Rank
The Sharpe Ratio Rank of SUI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SUI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SUI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SUI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SUI is 6464
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9292
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SUI Sharpe Ratio is 0.38, which is lower than the BTC-USD Sharpe Ratio of 1.40. 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.


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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 -93.18%. Use the drawdown chart below to compare losses from any high point for SUI and BTC-USD. For additional features, visit the drawdowns tool.


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Volatility

SUI vs. BTC-USD - Volatility Comparison

The current volatility for Sun Communities, Inc. (SUI) is 8.39%, while Bitcoin (BTC-USD) has a volatility of 10.51%. 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.


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