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

Correlation

The correlation between DASH-USD and LTC-USD is 0.18, 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.


Performance

DASH-USD vs. LTC-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DASH-USD:

-0.13

LTC-USD:

0.29

Sortino Ratio

DASH-USD:

0.76

LTC-USD:

1.76

Omega Ratio

DASH-USD:

1.08

LTC-USD:

1.19

Calmar Ratio

DASH-USD:

0.01

LTC-USD:

0.53

Martin Ratio

DASH-USD:

0.13

LTC-USD:

4.17

Ulcer Index

DASH-USD:

45.24%

LTC-USD:

22.27%

Daily Std Dev

DASH-USD:

68.94%

LTC-USD:

66.04%

Max Drawdown

DASH-USD:

-98.78%

LTC-USD:

-97.41%

Current Drawdown

DASH-USD:

-98.40%

LTC-USD:

-74.13%

Returns By Period

In the year-to-date period, DASH-USD achieves a -34.37% return, which is significantly lower than LTC-USD's -3.00% return. Over the past 10 years, DASH-USD has underperformed LTC-USD with an annualized return of 24.08%, while LTC-USD has yielded a comparatively higher 52.68% annualized return.


DASH-USD

YTD

-34.37%

1M

16.57%

6M

-7.16%

1Y

-10.63%

5Y*

-19.56%

10Y*

24.08%

LTC-USD

YTD

-3.00%

1M

27.20%

6M

24.78%

1Y

22.84%

5Y*

18.32%

10Y*

52.68%

*Annualized

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Risk-Adjusted Performance

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

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

DASH-USD
The Risk-Adjusted Performance Rank of DASH-USD is 3434
Overall Rank
The Sharpe Ratio Rank of DASH-USD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DASH-USD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DASH-USD is 3131
Omega Ratio Rank
The Calmar Ratio Rank of DASH-USD is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DASH-USD is 3030
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 7575
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 7878
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.

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

This table presents a comparison of risk-adjusted performance metrics for DigitalCash (DASH-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.


The current DASH-USD Sharpe Ratio is -0.13, which is lower than the LTC-USD Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of DASH-USD 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.


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Drawdowns

DASH-USD vs. LTC-USD - Drawdown Comparison

The maximum DASH-USD 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 DASH-USD and LTC-USD. For additional features, visit the drawdowns tool.


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Volatility

DASH-USD vs. LTC-USD - Volatility Comparison

DigitalCash (DASH-USD) and Litecoin (LTC-USD) have volatilities of 18.78% and 18.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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