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GBTC vs. LTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GBTC vs. LTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and Litecoin (LTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBTC achieves a -28.07% return, which is significantly higher than LTC-USD's -44.79% return. Over the past 10 years, GBTC has outperformed LTC-USD with an annualized return of 49.25%, while LTC-USD has yielded a comparatively lower 24.23% annualized return.


GBTC

1D
5.06%
1M
-21.09%
YTD
-28.07%
6M
-30.74%
1Y
-40.20%
3Y*
53.71%
5Y*
10.31%
10Y*
49.25%

LTC-USD

1D
-1.07%
1M
-26.95%
YTD
-44.79%
6M
-49.51%
1Y
-51.43%
3Y*
-22.01%
5Y*
-24.49%
10Y*
24.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBTC vs. LTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
-28.07%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%
LTC-USD
Litecoin
-44.79%-25.56%41.56%3.88%-52.04%17.47%202.70%38.01%-86.89%5,110.32%

Correlation

The correlation between GBTC and LTC-USD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.42

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Return for Risk

GBTC vs. LTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 4444
Overall Rank
LTC-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 4242
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBTC vs. LTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) 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.


GBTCLTC-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.86

0.88

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.75

-0.02

Martin ratioReturn relative to average drawdown

-1.38

-1.27

-0.11

GBTC vs. LTC-USD - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -0.91, which is comparable to the LTC-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of GBTC and LTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GBTCLTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

-0.80

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.32

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.24

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.19

+0.47

Drawdowns

GBTC vs. LTC-USD - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, smaller than the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for GBTC and LTC-USD.


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Drawdown Indicators


GBTCLTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-97.59%

+7.68%

Max Drawdown (1Y)

Largest decline over 1 year

-52.45%

-68.39%

+15.94%

Max Drawdown (3Y)

Largest decline over 3 years

-52.45%

-69.81%

+17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

-85.18%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

-93.64%

+3.73%

Current Drawdown

Current decline from peak

-50.05%

-89.09%

+39.04%

Average Drawdown

Average peak-to-trough decline

-43.44%

-75.64%

+32.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.16%

46.55%

-17.39%

Volatility

GBTC vs. LTC-USD - Volatility Comparison

The current volatility for Grayscale Bitcoin Trust ETF (GBTC) is 11.75%, while Litecoin (LTC-USD) has a volatility of 13.54%. This indicates that GBTC experiences smaller price fluctuations and is considered to be less risky 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


GBTCLTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.75%

13.54%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

34.55%

36.34%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

44.19%

53.20%

-9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.40%

64.62%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.22%

85.63%

-3.41%

Frequently Asked Questions


GBTC and LTC-USD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTC-USD has higher volatility (13.54%) compared to GBTC (11.75%). In terms of maximum drawdown, GBTC dropped -89.91% vs LTC-USD's -97.59%.

LTC-USD currently has the higher Sharpe Ratio (-0.80 vs -0.91), 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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