TON-USD vs. SUI-USD
TON-USD (Toncoin) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, TON-USD returned -0.02%/yr vs -2.39%/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 0.14% return, which is significantly higher than SUI-USD's -45.74% return.
TON-USD
- 1D
- -12.80%
- 1M
- -14.96%
- YTD
- 0.14%
- 6M
- 4.28%
- 1Y
- -47.64%
- 3Y*
- -0.02%
- 5Y*
- —
- 10Y*
- —
SUI-USD
- 1D
- -7.60%
- 1M
- -21.23%
- YTD
- -45.74%
- 6M
- -54.12%
- 1Y
- -75.95%
- 3Y*
- -2.39%
- 5Y*
- —
- 10Y*
- —
TON-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between TON-USD and SUI-USD is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 4, 2023 | 0.44 |
Over the past year, TON-USD and SUI-USD have become more correlated (0.68) 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.
| TON-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.86 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.92 | +0.20 |
| Martin ratioReturn relative to average drawdown | -1.06 | -1.34 | +0.27 |
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 | SUI-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | -0.82 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | -0.17 | +0.36 |
Drawdowns
TON-USD vs. SUI-USD - Drawdown Comparison
The maximum TON-USD drawdown since its inception was -85.31%, roughly equal to the maximum SUI-USD drawdown of -85.61%. 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% | -85.61% | +0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -66.28% | -82.41% | +16.13% |
Max Drawdown (3Y)Largest decline over 3 years | -85.31% | -85.61% | +0.30% |
Current DrawdownCurrent decline from peak | -79.70% | -85.61% | +5.91% |
Average DrawdownAverage peak-to-trough decline | -52.04% | -46.23% | -5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.07% | 62.01% | -18.94% |
Volatility
TON-USD vs. SUI-USD - Volatility Comparison
Toncoin (TON-USD) has a higher volatility of 40.29% compared to Sui (SUI-USD) at 30.96%. 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 | 40.29% | 30.96% | +9.33% |
Volatility (6M)Calculated over the trailing 6-month period | 60.00% | 60.20% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.04% | 76.88% | -11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.15% | 87.37% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.15% | 87.37% | +2.78% |
Frequently Asked Questions
TON-USD and SUI-USD have a correlation of 0.68, 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 (40.29%) compared to SUI-USD (30.96%). In terms of maximum drawdown, TON-USD dropped -85.31% vs SUI-USD's -85.61%.
TON-USD currently has the higher Sharpe Ratio (-0.61 vs -0.82), 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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