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

Performance

LTC-USD vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Litecoin (LTC-USD) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTC-USD achieves a -44.79% return, which is significantly lower than BND's -0.07% return. Over the past 10 years, LTC-USD has outperformed BND with an annualized return of 24.23%, while BND has yielded a comparatively lower 1.53% annualized return.


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%

BND

1D
-0.03%
1M
-0.67%
YTD
-0.07%
6M
0.23%
1Y
4.87%
3Y*
3.89%
5Y*
-0.05%
10Y*
1.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTC-USD vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTC-USD
Litecoin
-44.79%-25.56%41.56%3.88%-52.04%17.47%202.70%38.01%-86.89%5,110.32%
BND
Vanguard Total Bond Market ETF
-0.07%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between LTC-USD and BND is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.05

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

0.05

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2013

0.03

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Return for Risk

LTC-USD vs. BND — Risk / Return Rank

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

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

BND
BND Risk / Return Rank: 4040
Overall Rank
BND Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4343
Sortino Ratio Rank
BND Omega Ratio Rank: 3838
Omega Ratio Rank
BND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BND Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Vanguard Total Bond Market ETF (BND). 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.


LTC-USDBNDDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

0.88

1.23

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.75

1.83

-2.58

Martin ratioReturn relative to average drawdown

-1.27

5.43

-6.69

LTC-USD vs. BND - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is -0.80, which is lower than the BND Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of LTC-USD and BND, 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


LTC-USDBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

1.32

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.01

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.28

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.58

-0.40

Drawdowns

LTC-USD vs. BND - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.59%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for LTC-USD and BND.


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Drawdown Indicators


LTC-USDBNDDifference

Max Drawdown

Largest peak-to-trough decline

-97.59%

-18.58%

-79.01%

Max Drawdown (1Y)

Largest decline over 1 year

-68.39%

-2.68%

-65.71%

Max Drawdown (3Y)

Largest decline over 3 years

-69.81%

-5.92%

-63.89%

Max Drawdown (5Y)

Largest decline over 5 years

-85.18%

-17.91%

-67.27%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

-18.58%

-75.06%

Current Drawdown

Current decline from peak

-89.09%

-2.70%

-86.39%

Average Drawdown

Average peak-to-trough decline

-75.64%

-3.06%

-72.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.55%

0.90%

+45.65%

Volatility

LTC-USD vs. BND - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 13.54% compared to Vanguard Total Bond Market ETF (BND) at 1.20%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTC-USDBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

1.20%

+12.34%

Volatility (6M)

Calculated over the trailing 6-month period

36.34%

2.69%

+33.65%

Volatility (1Y)

Calculated over the trailing 1-year period

53.20%

3.72%

+49.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.62%

6.02%

+58.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.63%

5.53%

+80.10%

Frequently Asked Questions


LTC-USD and BND have a correlation of 0.05, 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 BND (1.20%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs BND's -18.58%.

BND currently has the higher Sharpe Ratio (1.32 vs -0.80), 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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