TON-USD vs. SUI-USD
TON-USD (Toncoin) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, TON-USD returned 2.79%/yr vs -2.22%/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 -6.12% return, which is significantly higher than SUI-USD's -51.65% return.
TON-USD
- 1D
- -1.64%
- 1M
- -19.78%
- YTD
- -6.12%
- 6M
- 3.83%
- 1Y
- -45.11%
- 3Y*
- 2.79%
- 5Y*
- —
- 10Y*
- —
SUI-USD
- 1D
- -0.92%
- 1M
- -32.15%
- YTD
- -51.65%
- 6M
- -50.22%
- 1Y
- -75.19%
- 3Y*
- -2.22%
- 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 | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.85 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.89 | +0.21 |
| Martin ratioReturn relative to average drawdown | -0.97 | -1.25 | +0.28 |
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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% | -84.33% | +18.05% |
Max Drawdown (3Y)Largest decline over 3 years | -85.31% | -87.18% | +1.87% |
Current DrawdownCurrent decline from peak | -80.97% | -87.18% | +6.21% |
Average DrawdownAverage peak-to-trough decline | -52.34% | -64.14% | +11.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.33% | 55.15% | -20.82% |
Volatility
TON-USD vs. SUI-USD - Volatility Comparison
Toncoin (TON-USD) has a higher volatility of 27.86% compared to Sui (SUI-USD) at 19.17%. 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 | 27.86% | 19.17% | +8.69% |
Volatility (6M)Calculated over the trailing 6-month period | 61.97% | 59.53% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.00% | 75.07% | -9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.67% | 92.63% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.67% | 92.63% | -1.96% |
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 (27.86%) compared to SUI-USD (19.17%). In terms of maximum drawdown, TON-USD dropped -85.31% vs SUI-USD's -91.79%.
TON-USD currently has the higher Sharpe Ratio (-0.57 vs -0.83), 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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