FIL-USD vs. LTC-USD
FIL-USD (FilecoinFutures) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -56.74%/yr vs -19.69%/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
The year-to-date returns for both stocks are quite close, with FIL-USD having a -41.89% return and LTC-USD slightly lower at -42.97%.
FIL-USD
- 1D
- -2.60%
- 1M
- -4.09%
- 6M
- -48.46%
- YTD
- -41.89%
- 1Y
- -70.65%
- 3Y*
- -44.66%
- 5Y*
- -56.74%
- 10Y*
- —
LTC-USD
- 1D
- -0.50%
- 1M
- -1.26%
- 6M
- -42.45%
- YTD
- -42.97%
- 1Y
- -53.78%
- 3Y*
- -22.82%
- 5Y*
- -19.69%
- 10Y*
- 26.53%
FIL-USD vs. LTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -41.89% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 625.46% | 15.13% | -85.50% | 75.44% |
LTC-USD Litecoin | -42.97% | -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 0.73, 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 | 0.73 |
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 12, 2017 | 0.51 |
Over the past year, FIL-USD and LTC-USD have become more correlated (0.73) 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 | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.87 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.78 | -0.12 |
| Martin ratioReturn relative to average drawdown | -1.22 | -1.18 | -0.04 |
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Drawdowns
FIL-USD vs. LTC-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.63%, 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 | -99.63% | -97.59% | -2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -78.76% | -68.80% | -9.96% |
Max Drawdown (3Y)Largest decline over 3 years | -93.78% | -70.20% | -23.58% |
Max Drawdown (5Y)Largest decline over 5 years | -99.37% | -85.38% | -13.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -99.61% | -88.73% | -10.88% |
Average DrawdownAverage peak-to-trough decline | -82.08% | -75.73% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.00% | 45.66% | +21.34% |
Volatility
FIL-USD vs. LTC-USD - Volatility Comparison
FilecoinFutures (FIL-USD) has a higher volatility of 11.59% compared to Litecoin (LTC-USD) at 10.54%. 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 | 11.59% | 10.54% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 60.16% | 36.03% | +24.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 100.99% | 52.54% | +48.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.73% | 63.80% | +22.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.17% | 85.28% | +45.89% |
Frequently Asked Questions
FIL-USD and LTC-USD have a correlation of 0.73, 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 (11.59%) compared to LTC-USD (10.54%). In terms of maximum drawdown, FIL-USD dropped -99.63% vs LTC-USD's -97.59%.
FIL-USD currently has the higher Sharpe Ratio (-0.58 vs -0.85), 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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