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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 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

FIL-USD:

-0.61

LTC-USD:

0.10

Sortino Ratio

FIL-USD:

-0.10

LTC-USD:

1.36

Omega Ratio

FIL-USD:

0.99

LTC-USD:

1.14

Calmar Ratio

FIL-USD:

0.01

LTC-USD:

0.25

Martin Ratio

FIL-USD:

-0.84

LTC-USD:

2.19

Ulcer Index

FIL-USD:

47.51%

LTC-USD:

23.95%

Daily Std Dev

FIL-USD:

74.70%

LTC-USD:

66.52%

Max Drawdown

FIL-USD:

-98.82%

LTC-USD:

-97.41%

Current Drawdown

FIL-USD:

-98.62%

LTC-USD:

-76.80%

Returns By Period

In the year-to-date period, FIL-USD achieves a -46.51% return, which is significantly lower than LTC-USD's -13.03% return.


FIL-USD

YTD

-46.51%

1M

-0.23%

6M

-63.61%

1Y

-54.48%

3Y*

-29.04%

5Y*

-24.53%

10Y*

N/A

LTC-USD

YTD

-13.03%

1M

3.42%

6M

-32.74%

1Y

7.93%

3Y*

12.68%

5Y*

13.70%

10Y*

48.14%

*Annualized

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FilecoinFutures

Litecoin

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 2828
Overall Rank
The Sharpe Ratio Rank of FIL-USD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FIL-USD is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FIL-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FIL-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FIL-USD is 2626
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 7777
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8181
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.


The current FIL-USD Sharpe Ratio is -0.61, which is lower than the LTC-USD Sharpe Ratio of 0.10. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

FIL-USD vs. LTC-USD - Drawdown Comparison

The maximum FIL-USD drawdown since its inception was -98.82%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIL-USD vs. LTC-USD - Volatility Comparison

FilecoinFutures (FIL-USD) has a higher volatility of 23.85% compared to Litecoin (LTC-USD) at 21.29%. This indicates that FIL-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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