On-Chain Execution Data

Camelot vs SushiSwap

Neutral on-chain benchmarking of slippage, revert rates, and overall execution quality.

Bottom line

Camelot shows tighter execution than SushiSwap on ClearTrace's on-chain slippage benchmark, 94.4 vs 81.1 out of 100 (a 13.3-point edge), measured across 15,363 and 11,307 benchmarked trades. Slippage, revert rate, and MEV exposure are scored separately. (data as of August 17, 2026)

Protocol Scorecard

ClearTrace on-chain execution benchmark: Camelot vs SushiSwap (data as of August 17, 2026). A higher slippage score means lower realized slippage; a lower revert rate is better.
Camelot SushiSwap
Slippage Score (0-100) 94.4 81.1
Trades Analyzed 15,363 11,307

Camelot and SushiSwap are both decentralized exchanges (AMMs), where trades execute directly against on-chain liquidity pools. The comparison comes down to pool depth, fee tiers, and how exposed each venue's order flow is to MEV such as sandwich attacks.

Across the trades ClearTrace benchmarked, Camelot posted a slippage score of 94.4/100 versus 81.1/100 for SushiSwap — a clear edge of 13.3 points. The score reflects realized slippage only — derived from median slippage versus a 1-minute VWAP, where a higher number means lower slippage. MEV exposure and revert rates are tracked as separate metrics. Camelot was measured over 15,363 trades and SushiSwap over 11,307.

On this data, Camelot holds the stronger slippage score, but the gap reflects routing and slippage differences rather than one venue being universally better — results shift with trade size, token pair, and market conditions, and MEV exposure and revert rates are separate considerations. Scores update on each data refresh; see our methodology for the full approach.

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Frequently Asked Questions

Which has better execution quality, Camelot or SushiSwap?

Based on ClearTrace's slippage score (median slippage vs a VWAP baseline), Camelot edges out SushiSwap, 94.4/100 versus 81.1/100 (a 13.3-point gap).

Does Camelot or SushiSwap offer better MEV protection?

ClearTrace publishes a slippage-based score and per-aggregator revert rates — not a per-aggregator MEV-protection score. On slippage, Camelot was tighter (~5.6 bps vs ~18.9 bps). For MEV specifically, the dashboard surfaces detected sandwich activity as a separate metric.

Is Camelot or SushiSwap better for large trades?

For large orders, the venue with deeper liquidity for your pair usually wins on price impact. Both Camelot and SushiSwap are AMMs, so compare pool depth for your token pair; the live dashboard tracks current execution quality.