BSV-USD vs. LTC-USD
BSV-USD (BitcoinSV) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, BSV-USD returned -35.95%/yr vs -17.66%/yr for LTC-USD. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
BSV-USD vs. LTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BSV-USD achieves a -23.10% return, which is significantly higher than LTC-USD's -41.24% return.
BSV-USD
- 1D
- -0.41%
- 1M
- 8.61%
- 6M
- -32.15%
- YTD
- -23.10%
- 1Y
- -54.24%
- 3Y*
- -28.22%
- 5Y*
- -35.95%
- 10Y*
- —
LTC-USD
- 1D
- 0.40%
- 1M
- 0.42%
- 6M
- -40.02%
- YTD
- -41.24%
- 1Y
- -55.65%
- 3Y*
- -21.04%
- 5Y*
- -17.66%
- 10Y*
- 26.94%
BSV-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between BSV-USD and LTC-USD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.65 |
The correlation between BSV-USD and LTC-USD has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
BSV-USD vs. LTC-USD — Risk / Return Rank
BSV-USD
LTC-USD
BSV-USD vs. LTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BitcoinSV (BSV-USD) 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.
| BSV-USD | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.86 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.81 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.29 | -1.21 | -0.08 |
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Drawdowns
BSV-USD vs. LTC-USD - Drawdown Comparison
The maximum BSV-USD drawdown since its inception was -97.53%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for BSV-USD and LTC-USD.
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Drawdown Indicators
| BSV-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -97.59% | +0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -65.37% | -68.80% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -90.64% | -70.20% | -20.44% |
Max Drawdown (5Y)Largest decline over 5 years | -94.42% | -85.38% | -9.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -96.97% | -88.39% | -8.58% |
Average DrawdownAverage peak-to-trough decline | -75.32% | -75.74% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.76% | 46.27% | -9.51% |
Volatility
BSV-USD vs. LTC-USD - Volatility Comparison
BitcoinSV (BSV-USD) has a higher volatility of 20.89% compared to Litecoin (LTC-USD) at 11.03%. This indicates that BSV-USD's price experiences larger fluctuations and is considered to be riskier 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
| BSV-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.89% | 11.03% | +9.86% |
Volatility (6M)Calculated over the trailing 6-month period | 49.02% | 35.45% | +13.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.22% | 52.62% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.14% | 63.79% | +10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.39% | 85.29% | +23.10% |
Frequently Asked Questions
BSV-USD and LTC-USD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSV-USD has higher volatility (20.89%) compared to LTC-USD (11.03%). In terms of maximum drawdown, BSV-USD dropped -97.53% vs LTC-USD's -97.59%.
BSV-USD currently has the higher Sharpe Ratio (-0.79 vs -0.88), 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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