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BND vs. LTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BND vs. LTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) 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, BND achieves a -0.07% return, which is significantly higher than LTC-USD's -44.79% return. Over the past 10 years, BND has underperformed LTC-USD with an annualized return of 1.53%, while LTC-USD has yielded a comparatively higher 24.23% annualized return.


BND

1D
-0.03%
1M
-0.67%
YTD
-0.07%
6M
0.23%
1Y
4.87%
3Y*
3.89%
5Y*
-0.05%
10Y*
1.53%

LTC-USD

1D
-1.07%
1M
-26.95%
YTD
-44.79%
6M
-49.51%
1Y
-51.43%
3Y*
-22.01%
5Y*
-24.49%
10Y*
24.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. LTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
-0.07%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%
LTC-USD
Litecoin
-44.79%-25.56%41.56%3.88%-52.04%17.47%202.70%38.01%-86.89%5,110.32%

Correlation

The correlation between BND and LTC-USD is 0.05, 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

0.05

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

0.05

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

0.05

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

0.03

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

0.03

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Return for Risk

BND vs. LTC-USD — Risk / Return Rank

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

BND
BND Risk / Return Rank: 4040
Overall Rank
BND Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4343
Sortino Ratio Rank
BND Omega Ratio Rank: 3838
Omega Ratio Rank
BND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BND Martin Ratio Rank: 3838
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 4444
Overall Rank
LTC-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 4242
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 4242
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.

BND vs. LTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) 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.


BNDLTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.23

0.88

+0.35

Calmar ratioReturn relative to maximum drawdown

1.83

-0.75

+2.58

Martin ratioReturn relative to average drawdown

5.43

-1.27

+6.69

BND vs. LTC-USD - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.32, which is higher than the LTC-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of BND 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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Sharpe Ratios by Period


BNDLTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

-0.80

+2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.32

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.24

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.19

+0.40

Drawdowns

BND vs. LTC-USD - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for BND and LTC-USD.


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Drawdown Indicators


BNDLTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-97.59%

+79.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-68.39%

+65.71%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-69.81%

+63.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-85.18%

+67.27%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-93.64%

+75.06%

Current Drawdown

Current decline from peak

-2.70%

-89.09%

+86.39%

Average Drawdown

Average peak-to-trough decline

-3.06%

-75.64%

+72.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

46.55%

-45.65%

Volatility

BND vs. LTC-USD - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.20%, while Litecoin (LTC-USD) has a volatility of 13.54%. This indicates that BND 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


BNDLTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

13.54%

-12.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

36.34%

-33.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

53.20%

-49.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

64.62%

-58.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

85.63%

-80.10%

Frequently Asked Questions


BND and LTC-USD have a correlation of 0.05, 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 (13.54%) compared to BND (1.20%). In terms of maximum drawdown, BND dropped -18.58% vs LTC-USD's -97.59%.

BND currently has the higher Sharpe Ratio (1.32 vs -0.80), 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.

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