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

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.


-0.50.00.51.00.7

Performance

ETC-USD vs. LTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
19.56%
52.88%
ETC-USD
LTC-USD

Key characteristics

Sharpe Ratio

ETC-USD:

0.08

LTC-USD:

0.80

Sortino Ratio

ETC-USD:

0.68

LTC-USD:

1.47

Omega Ratio

ETC-USD:

1.07

LTC-USD:

1.16

Calmar Ratio

ETC-USD:

0.01

LTC-USD:

0.27

Martin Ratio

ETC-USD:

0.19

LTC-USD:

2.93

Ulcer Index

ETC-USD:

30.66%

LTC-USD:

19.42%

Daily Std Dev

ETC-USD:

68.31%

LTC-USD:

62.60%

Max Drawdown

ETC-USD:

-92.12%

LTC-USD:

-97.41%

Current Drawdown

ETC-USD:

-79.50%

LTC-USD:

-72.42%

Returns By Period

In the year-to-date period, ETC-USD achieves a 25.46% return, which is significantly lower than LTC-USD's 46.35% return.


ETC-USD

YTD

25.46%

1M

-7.21%

6M

19.57%

1Y

31.66%

5Y*

46.45%

10Y*

N/A

LTC-USD

YTD

46.35%

1M

7.19%

6M

52.87%

1Y

49.68%

5Y*

21.44%

10Y*

43.99%

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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.


Sharpe ratio
The chart of Sharpe ratio for ETC-USD, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.80
The chart of Sortino ratio for ETC-USD, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.005.000.681.47
The chart of Omega ratio for ETC-USD, currently valued at 1.07, compared to the broader market1.001.201.401.071.16
The chart of Calmar ratio for ETC-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.010.27
The chart of Martin ratio for ETC-USD, currently valued at 0.19, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.192.93
ETC-USD
LTC-USD

The current ETC-USD Sharpe Ratio is 0.08, which is lower than the LTC-USD Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ETC-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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.08
0.80
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%-65.00%JulyAugustSeptemberOctoberNovemberDecember
-79.50%
-72.42%
ETC-USD
LTC-USD

Volatility

ETC-USD vs. LTC-USD - Volatility Comparison

The current volatility for Ethereum Classic (ETC-USD) is 34.22%, while Litecoin (LTC-USD) has a volatility of 37.08%. This indicates that ETC-USD experiences smaller price fluctuations and is considered to be less risky 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%40.00%JulyAugustSeptemberOctoberNovemberDecember
34.22%
37.08%
ETC-USD
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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