ETC-USD vs. LTC-USD
Compare and contrast key facts about Ethereum Classic (ETC-USD) and Litecoin (LTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETC-USD or LTC-USD.
Key characteristics
| ETC-USD | LTC-USD | |
|---|---|---|
| YTD Return | 0.81% | 3.64% |
| 1Y Return | 15.76% | 6.81% |
| 3Y Return (Ann) | -26.73% | -35.25% |
| 5Y Return (Ann) | 37.06% | 5.51% |
| Sharpe Ratio | -0.75 | -0.25 |
| Sortino Ratio | -0.99 | 0.09 |
| Omega Ratio | 0.90 | 1.01 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | -1.34 | -0.53 |
| Ulcer Index | 39.58% | 32.32% |
| Daily Std Dev | 62.18% | 53.31% |
| Max Drawdown | -92.12% | -97.41% |
| Current Drawdown | -83.53% | -80.47% |
Correlation
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 0.81% return, which is significantly lower than LTC-USD's 3.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
Volatility
ETC-USD vs. LTC-USD - Volatility Comparison
Ethereum Classic (ETC-USD) has a higher volatility of 18.47% compared to Litecoin (LTC-USD) at 17.47%. 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.