TON-USD vs. FIL-USD
TON-USD (Toncoin) and FIL-USD (FilecoinFutures) are both cryptocurrencies. Over the past 3 years, TON-USD returned 2.00%/yr vs -42.06%/yr for FIL-USD. At a 0.45 correlation, their price movements are largely independent.
Performance
TON-USD vs. FIL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TON-USD achieves a 12.06% return, which is significantly higher than FIL-USD's -29.98% return.
TON-USD
- 1D
- -5.73%
- 1M
- 12.37%
- YTD
- 12.06%
- 6M
- 12.63%
- 1Y
- -41.64%
- 3Y*
- 2.00%
- 5Y*
- —
- 10Y*
- —
FIL-USD
- 1D
- 5.15%
- 1M
- -3.10%
- YTD
- -29.98%
- 6M
- -43.30%
- 1Y
- -65.53%
- 3Y*
- -42.06%
- 5Y*
- -59.95%
- 10Y*
- —
TON-USD vs. FIL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TON-USD Toncoin | 12.06% | -69.91% | 138.49% | 6.02% | -40.95% | 437.29% |
FIL-USD FilecoinFutures | -29.98% | -73.81% | -28.62% | 130.09% | -91.21% | -54.51% |
Correlation
The correlation between TON-USD and FIL-USD is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2021 | 0.45 |
The correlation between TON-USD and FIL-USD shifts across timeframes, from 0.45 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TON-USD vs. FIL-USD — Risk / Return Rank
TON-USD
FIL-USD
TON-USD vs. FIL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toncoin (TON-USD) and FilecoinFutures (FIL-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.
| TON-USD | FIL-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.54 | -0.54 | 0.00 |
Sortino ratioReturn per unit of downside risk | -0.45 | -0.66 | +0.21 |
Omega ratioGain probability vs. loss probability | 0.95 | 0.94 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.86 | +0.23 |
Martin ratioReturn relative to average drawdown | -0.93 | -1.26 | +0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TON-USD | FIL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | -0.54 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | -0.16 | +0.38 |
Drawdowns
TON-USD vs. FIL-USD - Drawdown Comparison
The maximum TON-USD drawdown since its inception was -85.31%, smaller than the maximum FIL-USD drawdown of -99.58%. Use the drawdown chart below to compare losses from any high point for TON-USD and FIL-USD.
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Drawdown Indicators
| TON-USD | FIL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.31% | -99.58% | +14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -66.28% | -76.17% | +9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -85.31% | -93.03% | +7.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.30% | — |
Current DrawdownCurrent decline from peak | -77.28% | -99.53% | +22.25% |
Average DrawdownAverage peak-to-trough decline | -52.02% | -81.88% | +29.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.00% | 60.67% | -17.67% |
Volatility
TON-USD vs. FIL-USD - Volatility Comparison
Toncoin (TON-USD) has a higher volatility of 41.81% compared to FilecoinFutures (FIL-USD) at 30.36%. This indicates that TON-USD's price experiences larger fluctuations and is considered to be riskier than FIL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TON-USD | FIL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.81% | 30.36% | +11.45% |
Volatility (6M)Calculated over the trailing 6-month period | 58.74% | 61.50% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.32% | 101.27% | -36.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.06% | 87.81% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.06% | 131.88% | -41.82% |
Frequently Asked Questions
TON-USD and FIL-USD have a correlation of 0.62, 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 (41.81%) compared to FIL-USD (30.36%). In terms of maximum drawdown, TON-USD dropped -85.31% vs FIL-USD's -99.58%.
FIL-USD currently has the higher Sharpe Ratio (-0.54 vs -0.54), 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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