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

Key characteristics


ETC-USDLTC-USD
YTD Return-18.68%-14.03%
1Y Return15.66%-1.56%
3Y Return (Ann)-32.02%-29.63%
5Y Return (Ann)22.76%-4.34%
Sharpe Ratio-0.13-0.16
Daily Std Dev61.32%52.00%
Max Drawdown-92.12%-97.41%
Current Drawdown-86.71%-83.80%

Correlation

-0.50.00.51.00.7

The correlation between ETC-USD and LTC-USD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ETC-USD vs. LTC-USD - Performance Comparison

In the year-to-date period, ETC-USD achieves a -18.68% return, which is significantly lower than LTC-USD's -14.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%AprilMayJuneJulyAugustSeptember
-43.24%
-28.15%
ETC-USD
LTC-USD

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-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.


ETC-USD
Sharpe ratio
The chart of Sharpe ratio for ETC-USD, currently valued at -0.22, compared to the broader market-1.00-0.500.000.501.001.502.00-0.22
Sortino ratio
The chart of Sortino ratio for ETC-USD, currently valued at 0.23, compared to the broader market-1.000.001.002.000.23
Omega ratio
The chart of Omega ratio for ETC-USD, currently valued at 1.02, compared to the broader market0.901.001.101.201.301.02
Calmar ratio
The chart of Calmar ratio for ETC-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.000.00
Martin ratio
The chart of Martin ratio for ETC-USD, currently valued at -0.54, compared to the broader market0.002.004.006.008.0010.00-0.54
LTC-USD
Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at -0.16, compared to the broader market-1.00-0.500.000.501.001.502.00-0.16
Sortino ratio
The chart of Sortino ratio for LTC-USD, currently valued at 0.25, compared to the broader market-1.000.001.002.000.25
Omega ratio
The chart of Omega ratio for LTC-USD, currently valued at 1.03, compared to the broader market0.901.001.101.201.301.03
Calmar ratio
The chart of Calmar ratio for LTC-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.000.00
Martin ratio
The chart of Martin ratio for LTC-USD, currently valued at -0.40, compared to the broader market0.002.004.006.008.0010.00-0.40

ETC-USD vs. LTC-USD - Sharpe Ratio Comparison

The current ETC-USD Sharpe Ratio is -0.13, which roughly equals the LTC-USD Sharpe Ratio of -0.16. The chart below compares the 12-month rolling Sharpe Ratio of ETC-USD and LTC-USD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.22
-0.16
ETC-USD
LTC-USD

Drawdowns

ETC-USD vs. LTC-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -92.12%, smaller than the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for ETC-USD and LTC-USD. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%AprilMayJuneJulyAugustSeptember
-86.71%
-83.80%
ETC-USD
LTC-USD

Volatility

ETC-USD vs. LTC-USD - Volatility Comparison

Ethereum Classic (ETC-USD) has a higher volatility of 14.33% compared to Litecoin (LTC-USD) at 12.86%. This indicates that ETC-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.


10.00%15.00%20.00%25.00%30.00%35.00%AprilMayJuneJulyAugustSeptember
14.33%
12.86%
ETC-USD
LTC-USD