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ARSUSD=X vs. LTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ARSUSD=X vs. LTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argentine Peso/US Dollar (ARSUSD=X) and Litecoin (LTC-USD). The values are adjusted to include any dividend payments, if applicable.

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ARSUSD=X vs. LTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARSUSD=X
Argentine Peso/US Dollar
5.02%-28.97%-21.58%-76.48%-43.68%-18.71%-29.51%-37.69%-50.90%-14.85%
LTC-USD
Litecoin
-29.52%-25.56%41.56%3.88%-52.04%17.47%202.70%38.01%-86.89%5,110.32%

Returns By Period

In the year-to-date period, ARSUSD=X achieves a 5.02% return, which is significantly higher than LTC-USD's -29.52% return. Over the past 10 years, ARSUSD=X has underperformed LTC-USD with an annualized return of -36.47%, while LTC-USD has yielded a comparatively higher 32.42% annualized return.


ARSUSD=X

1D
1.20%
1M
0.48%
YTD
5.02%
6M
-0.06%
1Y
-22.36%
3Y*
-45.17%
5Y*
-41.44%
10Y*
-36.47%

LTC-USD

1D
1.44%
1M
1.56%
YTD
-29.52%
6M
-49.41%
1Y
-34.80%
3Y*
-16.41%
5Y*
-23.22%
10Y*
32.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ARSUSD=X vs. LTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARSUSD=X
ARSUSD=X Risk / Return Rank: 1515
Overall Rank
ARSUSD=X Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ARSUSD=X Sortino Ratio Rank: 1313
Sortino Ratio Rank
ARSUSD=X Omega Ratio Rank: 1111
Omega Ratio Rank
ARSUSD=X Calmar Ratio Rank: 1515
Calmar Ratio Rank
ARSUSD=X Martin Ratio Rank: 2626
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 4343
Overall Rank
LTC-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 5656
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARSUSD=X vs. LTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argentine Peso/US Dollar (ARSUSD=X) and Litecoin (LTC-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.


ARSUSD=XLTC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.90

-0.50

-0.40

Sortino ratio

Return per unit of downside risk

-1.16

-0.37

-0.79

Omega ratio

Gain probability vs. loss probability

0.82

0.96

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.62

-1.12

+0.50

Martin ratio

Return relative to average drawdown

-0.81

-1.81

+1.00

ARSUSD=X vs. LTC-USD - Sharpe Ratio Comparison

The current ARSUSD=X Sharpe Ratio is -0.90, which is lower than the LTC-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of ARSUSD=X and LTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARSUSD=XLTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.50

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.97

-0.28

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-1.12

0.31

-1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.08

0.21

-1.28

Correlation

The correlation between ARSUSD=X and LTC-USD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

ARSUSD=X vs. LTC-USD - Drawdown Comparison

The maximum ARSUSD=X drawdown since its inception was -99.80%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for ARSUSD=X and LTC-USD.


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Drawdown Indicators


ARSUSD=XLTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-97.59%

-2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-28.11%

-61.27%

+33.16%

Max Drawdown (5Y)

Largest decline over 5 years

-93.64%

-88.81%

-4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

-93.64%

-5.43%

Current Drawdown

Current decline from peak

-99.78%

-86.07%

-13.71%

Average Drawdown

Average peak-to-trough decline

-65.99%

-75.48%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.81%

37.80%

-19.99%

Volatility

ARSUSD=X vs. LTC-USD - Volatility Comparison

The current volatility for Argentine Peso/US Dollar (ARSUSD=X) is 3.30%, while Litecoin (LTC-USD) has a volatility of 11.89%. This indicates that ARSUSD=X experiences smaller price fluctuations and is considered to be less risky than LTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARSUSD=XLTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

11.89%

-8.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

52.88%

-45.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

57.62%

-37.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.33%

70.01%

-29.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

85.70%

-54.56%