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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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Returns By Period

In the year-to-date period, ARSUSD=X achieves a -2.40% return, which is significantly higher than LTC-USD's -42.42% return. Over the past 10 years, ARSUSD=X has underperformed LTC-USD with an annualized return of -36.99%, while LTC-USD has yielded a comparatively higher 26.69% annualized return.


ARSUSD=X

1D
-0.00%
1M
-3.93%
6M
-1.60%
YTD
-2.40%
1Y
-15.20%
3Y*
-41.62%
5Y*
-41.72%
10Y*
-36.99%

LTC-USD

1D
-0.96%
1M
2.60%
6M
-43.85%
YTD
-42.42%
1Y
-52.39%
3Y*
-24.32%
5Y*
-19.59%
10Y*
26.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ARSUSD=X
Argentine Peso/US Dollar
-2.40%-28.97%-21.58%-76.48%-43.68%-18.71%-29.51%-37.69%-50.90%-14.85%
LTC-USD
Litecoin
-42.42%-25.56%41.56%3.88%-52.04%17.47%202.70%38.01%-86.89%5,110.32%

Correlation

The correlation between ARSUSD=X and LTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2013

0.01

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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: 77
Overall Rank
ARSUSD=X Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ARSUSD=X Sortino Ratio Rank: 1111
Sortino Ratio Rank
ARSUSD=X Omega Ratio Rank: 1212
Omega Ratio Rank
ARSUSD=X Calmar Ratio Rank: 00
Calmar Ratio Rank
ARSUSD=X Martin Ratio Rank: 44
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 4848
Overall Rank
LTC-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 4444
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 5959
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 5353
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.

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.


ARSUSD=XLTC-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

0.85

0.88

-0.02

Calmar ratioReturn relative to maximum drawdown

-1.09

-0.76

-0.33

Martin ratioReturn relative to average drawdown

-1.56

-1.15

-0.40

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

The current ARSUSD=X Sharpe Ratio is -0.93, which is comparable to the LTC-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of ARSUSD=X and LTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-16.00%

-68.80%

+52.80%

Max Drawdown (3Y)

Largest decline over 3 years

-80.16%

-70.20%

-9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-93.31%

-85.38%

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-99.01%

-93.64%

-5.37%

Current Drawdown

Current decline from peak

-99.80%

-88.62%

-11.18%

Average Drawdown

Average peak-to-trough decline

-67.63%

-75.72%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

45.50%

-38.57%

Volatility

ARSUSD=X vs. LTC-USD - Volatility Comparison

The current volatility for Argentine Peso/US Dollar (ARSUSD=X) is 2.34%, while Litecoin (LTC-USD) has a volatility of 10.87%. 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

2.34%

10.87%

-8.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

36.15%

-28.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

52.55%

-36.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.22%

63.80%

-23.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.04%

85.28%

-54.24%

Frequently Asked Questions


ARSUSD=X and LTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTC-USD has higher volatility (10.87%) compared to ARSUSD=X (2.34%). In terms of maximum drawdown, ARSUSD=X dropped -99.80% vs LTC-USD's -97.59%.

LTC-USD currently has the higher Sharpe Ratio (-0.83 vs -0.93), 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.

Portfolio Optimizer

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