FIL-USD vs. LTC-USD
FIL-USD (FilecoinFutures) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -57.56%/yr vs -20.68%/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 -39.17% return, which is significantly higher than LTC-USD's -44.94% return.
FIL-USD
- 1D
- -0.12%
- 1M
- -17.67%
- YTD
- -39.17%
- 6M
- -40.05%
- 1Y
- -65.13%
- 3Y*
- -41.48%
- 5Y*
- -57.56%
- 10Y*
- —
LTC-USD
- 1D
- -5.10%
- 1M
- -19.78%
- YTD
- -44.94%
- 6M
- -45.09%
- 1Y
- -50.27%
- 3Y*
- -22.22%
- 5Y*
- -20.68%
- 10Y*
- 25.87%
FIL-USD vs. LTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -39.17% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 625.46% | 15.13% | -85.50% | 75.44% |
LTC-USD Litecoin | -44.94% | -25.56% | 41.56% | 3.88% | -52.04% | 17.47% | 202.70% | 38.01% | -86.89% | 3.92% |
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 | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIL-USD | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.89 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.74 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.19 | -1.18 | -0.01 |
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Drawdowns
FIL-USD vs. LTC-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.62%, 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 | -99.62% | -97.59% | -2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -78.23% | -68.39% | -9.84% |
Max Drawdown (3Y)Largest decline over 3 years | -93.63% | -69.81% | -23.82% |
Max Drawdown (5Y)Largest decline over 5 years | -99.36% | -85.18% | -14.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -99.59% | -89.12% | -10.47% |
Average DrawdownAverage peak-to-trough decline | -81.97% | -75.67% | -6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.40% | 42.39% | +21.01% |
Volatility
FIL-USD vs. LTC-USD - Volatility Comparison
FilecoinFutures (FIL-USD) has a higher volatility of 25.41% compared to Litecoin (LTC-USD) at 14.16%. 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 | 25.41% | 14.16% | +11.25% |
Volatility (6M)Calculated over the trailing 6-month period | 61.97% | 36.35% | +25.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.71% | 53.02% | +48.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.04% | 63.97% | +23.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.56% | 85.37% | +46.19% |
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 (25.41%) compared to LTC-USD (14.16%). In terms of maximum drawdown, FIL-USD dropped -99.62% vs LTC-USD's -97.59%.
FIL-USD currently has the higher Sharpe Ratio (-0.53 vs -0.79), 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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