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LTC-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


LTC-USDBTC-USD
YTD Return8.15%45.63%
1Y Return-9.57%126.36%
3Y Return (Ann)-36.05%9.50%
5Y Return (Ann)-3.78%50.85%
10Y Return (Ann)22.50%63.57%
Sharpe Ratio0.584.96
Daily Std Dev58.15%39.19%
Max Drawdown-97.41%-93.07%
Current Drawdown-79.62%-15.78%

Correlation

-0.50.00.51.00.6

The correlation between LTC-USD and BTC-USD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LTC-USD vs. BTC-USD - Performance Comparison

In the year-to-date period, LTC-USD achieves a 8.15% return, which is significantly lower than BTC-USD's 45.63% return. Over the past 10 years, LTC-USD has underperformed BTC-USD with an annualized return of 22.50%, while BTC-USD has yielded a comparatively higher 63.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600,000.00%800,000.00%1,000,000.00%1,200,000.00%1,400,000.00%1,600,000.00%1,800,000.00%December2024FebruaryMarchAprilMay
787,212.49%
1,483,099.76%
LTC-USD
BTC-USD

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Litecoin

Bitcoin

Risk-Adjusted Performance

LTC-USD vs. BTC-USD - Risk-Adjusted Performance 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.


LTC-USD
Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.000.58
Sortino ratio
The chart of Sortino ratio for LTC-USD, currently valued at 1.22, compared to the broader market0.001.002.003.004.005.001.22
Omega ratio
The chart of Omega ratio for LTC-USD, currently valued at 1.14, compared to the broader market1.001.101.201.301.401.501.14
Calmar ratio
The chart of Calmar ratio for LTC-USD, currently valued at 0.16, compared to the broader market2.004.006.008.0010.0012.0014.000.16
Martin ratio
The chart of Martin ratio for LTC-USD, currently valued at 3.06, compared to the broader market0.0020.0040.0060.0080.003.06
BTC-USD
Sharpe ratio
The chart of Sharpe ratio for BTC-USD, currently valued at 4.96, compared to the broader market0.002.004.006.008.0010.0012.004.96
Sortino ratio
The chart of Sortino ratio for BTC-USD, currently valued at 4.47, compared to the broader market0.001.002.003.004.005.004.47
Omega ratio
The chart of Omega ratio for BTC-USD, currently valued at 1.51, compared to the broader market1.001.101.201.301.401.501.51
Calmar ratio
The chart of Calmar ratio for BTC-USD, currently valued at 2.56, compared to the broader market2.004.006.008.0010.0012.0014.002.56
Martin ratio
The chart of Martin ratio for BTC-USD, currently valued at 37.15, compared to the broader market0.0020.0040.0060.0080.0037.15

LTC-USD vs. BTC-USD - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is 0.58, which is lower than the BTC-USD Sharpe Ratio of 4.96. The chart below compares the 12-month rolling Sharpe Ratio of LTC-USD and BTC-USD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00December2024FebruaryMarchAprilMay
0.58
4.96
LTC-USD
BTC-USD

Drawdowns

LTC-USD vs. BTC-USD - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for LTC-USD and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-79.62%
-15.78%
LTC-USD
BTC-USD

Volatility

LTC-USD vs. BTC-USD - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 12.40%, while Bitcoin (BTC-USD) has a volatility of 14.14%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
12.40%
14.14%
LTC-USD
BTC-USD