TON-USD vs. SUI-USD
TON-USD (Toncoin) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, TON-USD returned 2.23%/yr vs 0.12%/yr for SUI-USD. At a 0.44 correlation, their price movements are largely independent.
Performance
TON-USD vs. SUI-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TON-USD achieves a -10.30% return, which is significantly higher than SUI-USD's -47.32% return.
TON-USD
- 1D
- -1.99%
- 1M
- -10.60%
- 6M
- -13.55%
- YTD
- -10.30%
- 1Y
- -53.49%
- 3Y*
- 2.23%
- 5Y*
- —
- 10Y*
- —
SUI-USD
- 1D
- 0.07%
- 1M
- -3.60%
- 6M
- -58.67%
- YTD
- -47.32%
- 1Y
- -81.57%
- 3Y*
- 0.12%
- 5Y*
- —
- 10Y*
- —
TON-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between TON-USD and SUI-USD is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.44 |
Over the past year, TON-USD and SUI-USD have become more correlated (0.66) than their long-term average of 0.44, meaning their price movements have been converging.
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Return for Risk
TON-USD vs. SUI-USD — Risk / Return Rank
TON-USD
SUI-USD
TON-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toncoin (TON-USD) and Sui (SUI-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.
| TON-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.80 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.97 | +0.16 |
| Martin ratioReturn relative to average drawdown | -1.10 | -1.29 | +0.18 |
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Drawdowns
TON-USD vs. SUI-USD - Drawdown Comparison
The maximum TON-USD drawdown since its inception was -85.31%, smaller than the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for TON-USD and SUI-USD.
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Drawdown Indicators
| TON-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.31% | -91.79% | +6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -66.28% | -84.29% | +18.01% |
Max Drawdown (3Y)Largest decline over 3 years | -85.31% | -87.15% | +1.84% |
Current DrawdownCurrent decline from peak | -81.82% | -86.03% | +4.21% |
Average DrawdownAverage peak-to-trough decline | -52.68% | -64.56% | +11.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.97% | 50.25% | -17.28% |
Volatility
TON-USD vs. SUI-USD - Volatility Comparison
Toncoin (TON-USD) has a higher volatility of 18.01% compared to Sui (SUI-USD) at 14.17%. This indicates that TON-USD's price experiences larger fluctuations and is considered to be riskier than SUI-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 | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.01% | 14.17% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 62.18% | 57.39% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.62% | 72.65% | -6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.30% | 91.92% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.30% | 91.92% | -1.62% |
Frequently Asked Questions
TON-USD and SUI-USD have a correlation of 0.66, 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 (18.01%) compared to SUI-USD (14.17%). In terms of maximum drawdown, TON-USD dropped -85.31% vs SUI-USD's -91.79%.
TON-USD currently has the higher Sharpe Ratio (-0.67 vs -0.93), 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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