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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 -2.32% return, which is significantly higher than LTC-USD's -42.41% return. Over the past 10 years, ARSUSD=X has underperformed LTC-USD with an annualized return of -36.83%, while LTC-USD has yielded a comparatively higher 28.08% annualized return.


ARSUSD=X

1D
0.30%
1M
0.30%
6M
-2.60%
YTD
-2.32%
1Y
-8.19%
3Y*
-40.65%
5Y*
-41.64%
10Y*
-36.83%
ALL TIME*
-27.79%

LTC-USD

1D
-0.18%
1M
1.61%
6M
-25.71%
YTD
-42.41%
1Y
-58.53%
3Y*
-20.37%
5Y*
-20.75%
10Y*
28.08%
ALL TIME*
23.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.28$0.34$0.30

LTC-USD

Litecoin
$9.95B$10.21B$12.46B

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


2026 (YTD)202520242023202220212020201920182017
ARSUSD=X
Argentine Peso/US Dollar
-2.32%-28.97%-21.58%-76.48%-43.68%-18.71%-29.51%-37.69%-50.90%-14.85%
LTC-USD
Litecoin
-42.41%-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 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.05

Correlation (10Y)
Provides a long-term view across more market conditions.

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 historical risk-adjusted metric ranks over the past 12 months.

ARSUSD=X
ARSUSD=X Risk / Return Rank: 2424
Overall Rank
ARSUSD=X Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ARSUSD=X Sortino Ratio Rank: 2525
Sortino Ratio Rank
ARSUSD=X Omega Ratio Rank: 2525
Omega Ratio Rank
ARSUSD=X Calmar Ratio Rank: 2323
Calmar Ratio Rank
ARSUSD=X Martin Ratio Rank: 2424
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 4040
Overall Rank
LTC-USD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4444
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 5050
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+0.54

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

0.93

0.84

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.85

+0.43

Martin ratioReturn relative to average drawdown

-0.67

-1.22

+0.56

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

The current ARSUSD=X Sharpe Ratio is -0.41, which is higher than the LTC-USD Sharpe Ratio of -0.95. 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

-14.96%

-68.80%

+53.84%

Max Drawdown (3Y)

Largest decline over 3 years

-79.43%

-70.20%

-9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-93.37%

-85.38%

-7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-99.03%

-93.64%

-5.39%

Current Drawdown

Current decline from peak

-99.80%

-88.62%

-11.18%

Average Drawdown

Average peak-to-trough decline

-67.95%

-75.78%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

35.68%

-29.64%

Volatility

ARSUSD=X vs. LTC-USD - Volatility Comparison

The current volatility for Argentine Peso/US Dollar (ARSUSD=X) is 4.09%, while Litecoin (LTC-USD) has a volatility of 10.25%. 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

4.09%

10.25%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

33.75%

-26.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

51.25%

-35.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.23%

63.61%

-23.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.03%

85.28%

-54.25%

Frequently Asked Questions


ARSUSD=X and LTC-USD have a correlation of 0.06, 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 (10.25%) compared to ARSUSD=X (4.09%). In terms of maximum drawdown, ARSUSD=X dropped -99.80% vs LTC-USD's -97.59%.

ARSUSD=X currently has the higher Sharpe Ratio (-0.41 vs -0.95), 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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