Camelot vs SushiSwap
Neutral on-chain benchmarking of slippage, revert rates, and overall execution quality.
Protocol Scorecard
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 91.4/100 versus 75.5/100 for SushiSwap — a clear edge of 15.9 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 49,263 trades and SushiSwap over 30,423.
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.
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, 91.4/100 versus 75.5/100 (a 15.9-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 (~8.6 bps vs ~24.5 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.