GREK vs. LTC-USD

In the year-to-date period, GREK achieves a 27.66% return, which is significantly higher than LTC-USD's -16.24% return. Over the past 10 years, GREK has underperformed LTC-USD with an annualized return of 6.26%, while LTC-USD has yielded a comparatively higher 51.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) 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 GREK Sharpe Ratio is 1.13, which is higher than the LTC-USD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of GREK 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.

The maximum GREK drawdown since its inception was -79.50%, smaller than the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for GREK and LTC-USD. For additional features, visit the drawdowns tool.

The current volatility for Global X MSCI Greece ETF (GREK) is 14.67%, while Litecoin (LTC-USD) has a volatility of 23.43%. This indicates that GREK 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.