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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:

-0.49

LTC-USD:

0.29

Sortino Ratio

FIL-USD:

0.50

LTC-USD:

1.76

Omega Ratio

FIL-USD:

1.05

LTC-USD:

1.19

Calmar Ratio

FIL-USD:

0.01

LTC-USD:

0.53

Martin Ratio

FIL-USD:

-0.22

LTC-USD:

4.17

Ulcer Index

FIL-USD:

43.50%

LTC-USD:

22.27%

Daily Std Dev

FIL-USD:

74.81%

LTC-USD:

66.04%

Max Drawdown

FIL-USD:

-98.82%

LTC-USD:

-97.41%

Current Drawdown

FIL-USD:

-98.36%

LTC-USD:

-74.13%

Returns By Period

In the year-to-date period, FIL-USD achieves a -36.50% return, which is significantly lower than LTC-USD's -3.00% return.


FIL-USD

YTD

-36.50%

1M

27.74%

6M

-26.44%

1Y

-43.99%

5Y*

-10.13%

10Y*

N/A

LTC-USD

YTD

-3.00%

1M

31.17%

6M

30.65%

1Y

22.90%

5Y*

18.88%

10Y*

52.73%

*Annualized

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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 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FIL-USD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FIL-USD is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FIL-USD is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FIL-USD is 2121
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 7474
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 7878
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 -0.49, which is lower than the LTC-USD Sharpe Ratio of 0.29. 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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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. For additional features, visit the drawdowns tool.


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Volatility

FIL-USD vs. LTC-USD - Volatility Comparison

FilecoinFutures (FIL-USD) has a higher volatility of 20.96% compared to Litecoin (LTC-USD) at 18.45%. 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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