TRX-USD vs. SUI-USD
TRX-USD (Tronix) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, TRX-USD returned 65.33%/yr vs 3.96%/yr for SUI-USD. At a 0.34 correlation, their price movements are largely independent.
Performance
TRX-USD vs. SUI-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TRX-USD achieves a 12.08% return, which is significantly higher than SUI-USD's -43.50% return.
TRX-USD
- 1D
- -0.99%
- 1M
- -10.31%
- YTD
- 12.08%
- 6M
- 14.44%
- 1Y
- 16.17%
- 3Y*
- 65.33%
- 5Y*
- 35.86%
- 10Y*
- —
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
TRX-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and SUI-USD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.34 |
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Return for Risk
TRX-USD vs. SUI-USD — Risk / Return Rank
TRX-USD
SUI-USD
TRX-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-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.
| TRX-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.87 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.88 | +1.49 |
| Martin ratioReturn relative to average drawdown | 1.07 | -1.26 | +2.33 |
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Drawdowns
TRX-USD vs. SUI-USD - Drawdown Comparison
The maximum TRX-USD drawdown since its inception was -95.89%, roughly equal to the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for TRX-USD and SUI-USD.
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Drawdown Indicators
| TRX-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -91.79% | -4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -26.58% | -83.75% | +57.17% |
Max Drawdown (3Y)Largest decline over 3 years | -50.98% | -86.71% | +35.73% |
Max Drawdown (5Y)Largest decline over 5 years | -59.60% | — | — |
Current DrawdownCurrent decline from peak | -26.45% | -85.02% | +58.57% |
Average DrawdownAverage peak-to-trough decline | -62.44% | -63.95% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.07% | 63.36% | -50.29% |
Volatility
TRX-USD vs. SUI-USD - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 8.72%, while Sui (SUI-USD) has a volatility of 20.64%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky 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
| TRX-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 20.64% | -11.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.86% | 60.52% | -42.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 76.33% | -52.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.43% | 92.95% | -34.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.17% | 92.95% | +17.22% |
Frequently Asked Questions
TRX-USD and SUI-USD have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUI-USD has higher volatility (20.64%) compared to TRX-USD (8.72%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs SUI-USD's -91.79%.
TRX-USD currently has the higher Sharpe Ratio (0.56 vs -0.80), 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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