FIL-USD vs. LTC-USD
FIL-USD (FilecoinFutures) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -57.92%/yr vs -20.25%/yr for LTC-USD. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
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 -44.67% return, which is significantly lower than LTC-USD's -41.80% return.
FIL-USD
- 1D
- 2.29%
- 1M
- -11.17%
- 6M
- -30.62%
- YTD
- -44.67%
- 1Y
- -68.50%
- 3Y*
- -44.13%
- 5Y*
- -57.92%
- 10Y*
- —
- ALL TIME*
- -27.47%
LTC-USD
- 1D
- 1.00%
- 1M
- -0.29%
- 6M
- -23.58%
- YTD
- -41.80%
- 1Y
- -57.90%
- 3Y*
- -18.50%
- 5Y*
- -20.25%
- 10Y*
- 28.12%
- ALL TIME*
- 23.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FIL-USD FilecoinFutures | $44.60M | $42.27M | $103.05M |
LTC-USD Litecoin | $9.64B | $10.08B | $12.33B |
FIL-USD vs. LTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -44.67% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 625.46% | 15.13% | -85.50% | 75.44% |
LTC-USD Litecoin | -41.80% | -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 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer 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 (0.72) 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 | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.85 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.84 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.21 | +0.07 |
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Drawdowns
FIL-USD vs. LTC-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.64%, 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 | -99.64% | -97.59% | -2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -79.77% | -68.80% | -10.97% |
Max Drawdown (3Y)Largest decline over 3 years | -94.08% | -70.20% | -23.88% |
Max Drawdown (5Y)Largest decline over 5 years | -99.40% | -85.38% | -14.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -99.62% | -88.50% | -11.12% |
Average DrawdownAverage peak-to-trough decline | -82.20% | -75.78% | -6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.62% | 35.81% | +5.81% |
Volatility
FIL-USD vs. LTC-USD - Volatility Comparison
FilecoinFutures (FIL-USD) has a higher volatility of 15.21% compared to Litecoin (LTC-USD) at 9.86%. 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 | 15.21% | 9.86% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 58.52% | 33.73% | +24.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 100.90% | 51.26% | +49.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.62% | 63.61% | +23.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 130.82% | 85.28% | +45.54% |
Frequently Asked Questions
FIL-USD and LTC-USD have a correlation of 0.72, 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 (15.21%) compared to LTC-USD (9.86%). In terms of maximum drawdown, FIL-USD dropped -99.64% vs LTC-USD's -97.59%.
FIL-USD currently has the higher Sharpe Ratio (-0.56 vs -0.94), 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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