XMR-USD vs. SUI-USD
XMR-USD (Monero) and SUI-USD (Sui) are both cryptocurrencies. Over the past 3 years, XMR-USD returned 37.50%/yr vs 3.96%/yr for SUI-USD. At a 0.33 correlation, their price movements are largely independent.
Performance
XMR-USD vs. SUI-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XMR-USD achieves a -19.20% return, which is significantly higher than SUI-USD's -43.50% return.
XMR-USD
- 1D
- 2.72%
- 1M
- -9.86%
- YTD
- -19.20%
- 6M
- -14.39%
- 1Y
- 11.30%
- 3Y*
- 37.50%
- 5Y*
- 5.92%
- 10Y*
- 69.46%
SUI-USD
- 1D
- -1.28%
- 1M
- -25.28%
- YTD
- -43.50%
- 6M
- -46.05%
- 1Y
- -73.79%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
XMR-USD vs. SUI-USD - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and SUI-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 3, 2023 | 0.33 |
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Return for Risk
XMR-USD vs. SUI-USD — Risk / Return Rank
XMR-USD
SUI-USD
XMR-USD vs. SUI-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-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.
| XMR-USD | SUI-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.87 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.88 | +1.07 |
| Martin ratioReturn relative to average drawdown | 0.35 | -1.26 | +1.61 |
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Drawdowns
XMR-USD vs. SUI-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, roughly equal to the maximum SUI-USD drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for XMR-USD and SUI-USD.
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Drawdown Indicators
| XMR-USD | SUI-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -91.79% | -3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -83.75% | +24.78% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -86.71% | +27.74% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | — | — |
Current DrawdownCurrent decline from peak | -50.80% | -85.02% | +34.22% |
Average DrawdownAverage peak-to-trough decline | -62.52% | -63.95% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.75% | 63.36% | -25.61% |
Volatility
XMR-USD vs. SUI-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 36.71% compared to Sui (SUI-USD) at 20.64%. This indicates that XMR-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
| XMR-USD | SUI-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.71% | 20.64% | +16.07% |
Volatility (6M)Calculated over the trailing 6-month period | 69.75% | 60.52% | +9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.27% | 76.33% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.31% | 92.95% | -30.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.78% | 92.95% | -5.17% |
Frequently Asked Questions
XMR-USD and SUI-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (36.71%) compared to SUI-USD (20.64%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs SUI-USD's -91.79%.
XMR-USD currently has the higher Sharpe Ratio (0.14 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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