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

Correlation

The correlation between FIL-USD and LTC-USD is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FIL-USD vs. LTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FilecoinFutures (FIL-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%120.00%SeptemberOctoberNovemberDecember2025February
-15.01%
101.46%
FIL-USD
LTC-USD

Key characteristics

Sharpe Ratio

FIL-USD:

-0.57

LTC-USD:

1.36

Sortino Ratio

FIL-USD:

-0.46

LTC-USD:

2.00

Omega Ratio

FIL-USD:

0.96

LTC-USD:

1.21

Calmar Ratio

FIL-USD:

0.01

LTC-USD:

0.66

Martin Ratio

FIL-USD:

-1.57

LTC-USD:

7.08

Ulcer Index

FIL-USD:

33.49%

LTC-USD:

15.69%

Daily Std Dev

FIL-USD:

80.75%

LTC-USD:

68.30%

Max Drawdown

FIL-USD:

-98.52%

LTC-USD:

-97.41%

Current Drawdown

FIL-USD:

-98.30%

LTC-USD:

-66.47%

Returns By Period

In the year-to-date period, FIL-USD achieves a -34.78% return, which is significantly lower than LTC-USD's 25.63% return.


FIL-USD

YTD

-34.78%

1M

-35.14%

6M

-11.73%

1Y

-56.60%

5Y*

-10.44%

10Y*

N/A

LTC-USD

YTD

25.63%

1M

12.27%

6M

100.82%

1Y

81.58%

5Y*

13.34%

10Y*

52.94%

*Annualized

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

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

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

FIL-USD
The Risk-Adjusted Performance Rank of FIL-USD is 2323
Overall Rank
The Sharpe Ratio Rank of FIL-USD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FIL-USD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FIL-USD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FIL-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FIL-USD is 1818
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 8585
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 8383
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8787
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.

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

This table presents a comparison of risk-adjusted performance metrics for FilecoinFutures (FIL-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 FIL-USD, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.571.36
The chart of Sortino ratio for FIL-USD, currently valued at -0.46, compared to the broader market-1.000.001.002.003.004.005.00-0.462.00
The chart of Omega ratio for FIL-USD, currently valued at 0.96, compared to the broader market0.901.001.101.201.301.401.500.961.21
The chart of Calmar ratio for FIL-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.010.66
The chart of Martin ratio for FIL-USD, currently valued at -1.57, compared to the broader market0.0010.0020.0030.0040.0050.00-1.577.08
FIL-USD
LTC-USD

The current FIL-USD Sharpe Ratio is -0.57, which is lower than the LTC-USD Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FIL-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-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.57
1.36
FIL-USD
LTC-USD

Drawdowns

FIL-USD vs. LTC-USD - Drawdown Comparison

The maximum FIL-USD drawdown since its inception was -98.52%, roughly equal to the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for FIL-USD and LTC-USD. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%SeptemberOctoberNovemberDecember2025February
-98.30%
-66.47%
FIL-USD
LTC-USD

Volatility

FIL-USD vs. LTC-USD - Volatility Comparison

FilecoinFutures (FIL-USD) and Litecoin (LTC-USD) have volatilities of 27.62% and 26.68%, 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%SeptemberOctoberNovemberDecember2025February
27.62%
26.68%
FIL-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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