ETH-USD vs. LTC-USD
ETH-USD (Ethereum) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 10 years, ETH-USD returned 61.34%/yr vs 24.23%/yr for LTC-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
ETH-USD vs. LTC-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ETH-USD having a -43.98% return and LTC-USD slightly lower at -44.79%. Over the past 10 years, ETH-USD has outperformed LTC-USD with an annualized return of 61.34%, while LTC-USD has yielded a comparatively lower 24.23% annualized return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
LTC-USD
- 1D
- -1.07%
- 1M
- -26.95%
- YTD
- -44.79%
- 6M
- -49.51%
- 1Y
- -51.43%
- 3Y*
- -22.01%
- 5Y*
- -24.49%
- 10Y*
- 24.23%
ETH-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between ETH-USD and LTC-USD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.64 |
The correlation between ETH-USD and LTC-USD shifts across timeframes, from 0.64 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. LTC-USD — Risk / Return Rank
ETH-USD
LTC-USD
ETH-USD vs. LTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.88 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.75 | +0.25 |
| Martin ratioReturn relative to average drawdown | -0.88 | -1.27 | +0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | LTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -0.80 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.32 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.24 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.19 | +0.56 |
Drawdowns
ETH-USD vs. LTC-USD - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for ETH-USD and LTC-USD.
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Drawdown Indicators
| ETH-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -97.59% | +3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -68.39% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -69.81% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -85.18% | +5.83% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -93.64% | -0.37% |
Current DrawdownCurrent decline from peak | -65.60% | -89.09% | +23.49% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -75.64% | +24.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 46.55% | -1.97% |
Volatility
ETH-USD vs. LTC-USD - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Litecoin (LTC-USD) at 13.54%. This indicates that ETH-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.
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Volatility by Period
| ETH-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 13.54% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 36.34% | +10.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 53.20% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 64.62% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 85.63% | -7.59% |
Frequently Asked Questions
ETH-USD and LTC-USD have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to LTC-USD (13.54%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs LTC-USD's -97.59%.
ETH-USD currently has the higher Sharpe Ratio (-0.50 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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