LTC-USD vs. BTC-USD
LTC-USD (Litecoin) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 26.74%/yr vs 57.99%/yr for BTC-USD. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
LTC-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LTC-USD achieves a -43.06% return, which is significantly lower than BTC-USD's -27.93% return. Over the past 10 years, LTC-USD has underperformed BTC-USD with an annualized return of 26.74%, while BTC-USD has yielded a comparatively higher 57.99% annualized return.
LTC-USD
- 1D
- 0.11%
- 1M
- 1.58%
- 6M
- -46.23%
- YTD
- -43.06%
- 1Y
- -51.80%
- 3Y*
- -23.28%
- 5Y*
- -20.08%
- 10Y*
- 26.74%
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
LTC-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and BTC-USD is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2013 | 0.68 |
The correlation between LTC-USD and BTC-USD has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
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Return for Risk
LTC-USD vs. BTC-USD — Risk / Return Rank
LTC-USD
BTC-USD
LTC-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Bitcoin (BTC-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.
| LTC-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.85 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.82 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.15 | -1.34 | +0.19 |
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Drawdowns
LTC-USD vs. BTC-USD - Drawdown Comparison
The maximum LTC-USD drawdown since its inception was -97.59%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LTC-USD and BTC-USD.
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Drawdown Indicators
| LTC-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -85.30% | -12.29% |
Max Drawdown (1Y)Largest decline over 1 year | -68.80% | -53.08% | -15.72% |
Max Drawdown (3Y)Largest decline over 3 years | -70.20% | -53.08% | -17.12% |
Max Drawdown (5Y)Largest decline over 5 years | -85.38% | -76.67% | -8.71% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | -83.80% | -9.84% |
Current DrawdownCurrent decline from peak | -88.75% | -49.44% | -39.31% |
Average DrawdownAverage peak-to-trough decline | -75.71% | -42.53% | -33.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.07% | 31.20% | +13.87% |
Volatility
LTC-USD vs. BTC-USD - Volatility Comparison
Litecoin (LTC-USD) has a higher volatility of 11.28% compared to Bitcoin (BTC-USD) at 9.25%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTC-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.28% | 9.25% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 36.16% | 34.87% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.73% | 35.75% | +16.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.80% | 43.96% | +19.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.28% | 56.32% | +28.96% |
Frequently Asked Questions
LTC-USD and BTC-USD have a correlation of 0.74, 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 (11.28%) compared to BTC-USD (9.25%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs BTC-USD's -85.30%.
LTC-USD currently has the higher Sharpe Ratio (-0.82 vs -1.01), 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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