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0.0106183 SUI

G = 0.00838 USDT
SUI = 0.7892 USDT

export 1d data

Derived series only: the ratio of the two legs and the spread z-score. Exchange candles are not included.

G / SUI ratio and spread

1 G = 0.0106183 SUI. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.609 and the correlation between the legs is 0.49.

Set an alert on this pair The spread z-score is 2.94 right now. Get a message when it reaches your level — instead of watching the chart.
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Hedge ratio β 0.609
Spread z-score 2.94
Correlation 0.49
Half-life 8.9 1d
The spread is beyond +2σ: historically such a divergence closed in about 9 days.

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Key numbers

Current ratio0.0106183
Change 1d75.93%
Change 7d117.48%
Change 30d85.48%
Period high0.0106183
Period low0.00241059
Hedge ratio β0.609
Spread z-score2.94
Correlation0.49
Half-life9 d

over 355 daily candles

What the numbers say

The legs move together only moderately — correlation of daily log returns is 0.49, with a hedge ratio of 0.61. Signals from this pair carry more noise than on a tightly linked one.

The spread currently sits at 2.94 standard deviations above its rolling mean — G is expensive relative to SUI by the standards of this window.

Historically the spread covers half the way back to its mean in about 9 days, so a divergence here tends to resolve within weeks rather than months.

The current ratio sits in the upper part of its range — 100% of the way from the low to the high of the last 355 daily candles.

Frequently asked

How many SUI is 1 G?

1 G is worth 0.0106183 SUI at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.

What is the G/SUI range?

Over the last 355 daily candles the ratio traded between 0.00241059 (06.01.2026) and 0.0106183 (18.09.2026).

Are G and SUI correlated?

The correlation of daily log returns between G and SUI is 0.49, which counts as a moderate link. Log returns are used rather than prices: two rising assets correlate almost by default, joint day-to-day movement is what matters.

What is the G/SUI spread z-score now?

The z-score is 2.94 — the spread is stretched beyond two standard deviations. It measures how far the regression residual log(A) − β·log(B) sits from its rolling mean, in standard deviations.

Is G/SUI suitable for a pair trade?

The mechanics hold up: correlation is 0.49 and the spread historically covers half the way back to its mean in about 9 days. That is a description of past behaviour, not a forecast or a recommendation.

Related pairs

Other pairs sharing a leg with this one.

All figures are computed from exchange data and describe past behaviour. Nothing here is investment advice.

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