FIL-USD vs. LTC-USD
FIL-USD (FilecoinFutures) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -59.95%/yr vs -23.53%/yr for LTC-USD. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
FIL-USD vs. LTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FIL-USD achieves a -29.98% return, which is significantly higher than LTC-USD's -39.14% return.
FIL-USD
- 1D
- 5.15%
- 1M
- -3.10%
- YTD
- -29.98%
- 6M
- -43.30%
- 1Y
- -65.53%
- 3Y*
- -42.06%
- 5Y*
- -59.95%
- 10Y*
- —
LTC-USD
- 1D
- -0.44%
- 1M
- -15.03%
- YTD
- -39.14%
- 6M
- -45.59%
- 1Y
- -47.85%
- 3Y*
- -20.86%
- 5Y*
- -23.53%
- 10Y*
- 25.51%
FIL-USD vs. LTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -29.98% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 625.46% | 15.13% | -85.50% | 74.98% |
LTC-USD Litecoin | -39.14% | -25.56% | 41.56% | 3.88% | -52.04% | 17.47% | 202.70% | 38.01% | -86.89% | -35.48% |
Correlation
The correlation between FIL-USD and LTC-USD is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.51 |
Over the past year, FIL-USD and LTC-USD have become more correlated (0.74) than their long-term average of 0.51, meaning their price movements have been converging.
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Return for Risk
FIL-USD vs. LTC-USD — Risk / Return Rank
FIL-USD
LTC-USD
FIL-USD vs. LTC-USD - Risk-Adjusted Trends 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.
| FIL-USD | LTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.54 | -0.75 | +0.21 |
Sortino ratioReturn per unit of downside risk | -0.66 | -0.95 | +0.29 |
Omega ratioGain probability vs. loss probability | 0.94 | 0.90 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.74 | -0.12 |
Martin ratioReturn relative to average drawdown | -1.26 | -1.20 | -0.06 |
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
| FIL-USD | LTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | -0.75 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.57 | -0.30 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.19 | -0.36 |
Drawdowns
FIL-USD vs. LTC-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.58%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for FIL-USD and LTC-USD.
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Drawdown Indicators
| FIL-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.58% | -97.59% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -76.17% | -64.33% | -11.84% |
Max Drawdown (3Y)Largest decline over 3 years | -93.03% | -65.94% | -27.09% |
Max Drawdown (5Y)Largest decline over 5 years | -99.30% | -84.45% | -14.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -99.53% | -87.97% | -11.56% |
Average DrawdownAverage peak-to-trough decline | -81.88% | -75.63% | -6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.67% | 45.62% | +15.05% |
Volatility
FIL-USD vs. LTC-USD - Volatility Comparison
FilecoinFutures (FIL-USD) has a higher volatility of 30.36% compared to Litecoin (LTC-USD) at 12.34%. 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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Volatility by Period
| FIL-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.36% | 12.34% | +18.02% |
Volatility (6M)Calculated over the trailing 6-month period | 61.50% | 35.87% | +25.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.27% | 53.08% | +48.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.81% | 64.70% | +23.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.88% | 85.62% | +46.26% |
Frequently Asked Questions
FIL-USD and LTC-USD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIL-USD has higher volatility (30.36%) compared to LTC-USD (12.34%). In terms of maximum drawdown, FIL-USD dropped -99.58% vs LTC-USD's -97.59%.
FIL-USD currently has the higher Sharpe Ratio (-0.54 vs -0.75), 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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