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BTCTW vs. LTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTCTW and LTC-USD is 0.03, 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.


-0.50.00.51.00.0

Performance

BTCTW vs. LTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTC Digital Ltd. (BTCTW) and Litecoin (LTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
88.75%
89.76%
BTCTW
LTC-USD

Key characteristics

Sharpe Ratio

BTCTW:

0.08

LTC-USD:

0.98

Sortino Ratio

BTCTW:

3.19

LTC-USD:

1.70

Omega Ratio

BTCTW:

1.39

LTC-USD:

1.18

Calmar Ratio

BTCTW:

0.28

LTC-USD:

0.43

Martin Ratio

BTCTW:

0.48

LTC-USD:

4.87

Ulcer Index

BTCTW:

58.29%

LTC-USD:

16.42%

Daily Std Dev

BTCTW:

364.79%

LTC-USD:

67.67%

Max Drawdown

BTCTW:

-98.78%

LTC-USD:

-97.41%

Current Drawdown

BTCTW:

-95.77%

LTC-USD:

-67.30%

Returns By Period

In the year-to-date period, BTCTW achieves a -16.16% return, which is significantly lower than LTC-USD's 22.56% return.


BTCTW

YTD

-16.16%

1M

5.06%

6M

88.64%

1Y

37.42%

5Y*

N/A

10Y*

N/A

LTC-USD

YTD

22.56%

1M

23.34%

6M

93.51%

1Y

80.72%

5Y*

10.59%

10Y*

53.01%

*Annualized

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Risk-Adjusted Performance

BTCTW vs. LTC-USD — Risk-Adjusted Performance Rank

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

BTCTW
The Risk-Adjusted Performance Rank of BTCTW is 6969
Overall Rank
The Sharpe Ratio Rank of BTCTW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCTW is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BTCTW is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTCTW is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BTCTW is 5353
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 8282
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTCTW vs. LTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BTC Digital Ltd. (BTCTW) 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.


Sharpe ratio
The chart of Sharpe ratio for BTCTW, currently valued at 0.02, compared to the broader market-2.000.002.004.000.020.98
The chart of Sortino ratio for BTCTW, currently valued at 3.09, compared to the broader market-6.00-4.00-2.000.002.004.006.003.091.70
The chart of Omega ratio for BTCTW, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.18
The chart of Calmar ratio for BTCTW, currently valued at 0.01, compared to the broader market0.002.004.006.000.010.43
The chart of Martin ratio for BTCTW, currently valued at 0.14, compared to the broader market0.0010.0020.0030.000.144.87
BTCTW
LTC-USD

The current BTCTW Sharpe Ratio is 0.08, which is lower than the LTC-USD Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BTCTW 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.02
0.98
BTCTW
LTC-USD

Drawdowns

BTCTW vs. LTC-USD - Drawdown Comparison

The maximum BTCTW drawdown since its inception was -98.78%, roughly equal to the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for BTCTW and LTC-USD. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%SeptemberOctoberNovemberDecember2025February
-95.77%
-67.30%
BTCTW
LTC-USD

Volatility

BTCTW vs. LTC-USD - Volatility Comparison

BTC Digital Ltd. (BTCTW) has a higher volatility of 66.07% compared to Litecoin (LTC-USD) at 32.33%. This indicates that BTCTW'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.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
66.07%
32.33%
BTCTW
LTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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