LTC-USD vs. BTC-USD
LTC-USD (Litecoin) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 23.84%/yr vs 57.23%/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 -42.08% return, which is significantly lower than BTC-USD's -26.27% return. Over the past 10 years, LTC-USD has underperformed BTC-USD with an annualized return of 23.84%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
LTC-USD
- 1D
- 3.57%
- 1M
- -23.67%
- YTD
- -42.08%
- 6M
- -45.46%
- 1Y
- -48.68%
- 3Y*
- -15.31%
- 5Y*
- -24.41%
- 10Y*
- 23.84%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
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 | 0.64 |
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 0.64 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 | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.87 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.77 | +0.05 |
| Martin ratioReturn relative to average drawdown | -1.18 | -1.33 | +0.16 |
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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 | -68.39% | -51.21% | -17.18% |
Max Drawdown (3Y)Largest decline over 3 years | -69.81% | -51.21% | -18.60% |
Max Drawdown (5Y)Largest decline over 5 years | -85.18% | -76.67% | -8.51% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | -83.80% | -9.84% |
Current DrawdownCurrent decline from peak | -88.56% | -48.27% | -40.29% |
Average DrawdownAverage peak-to-trough decline | -75.64% | -42.36% | -33.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.46% | 35.16% | +12.30% |
Volatility
LTC-USD vs. BTC-USD - Volatility Comparison
Litecoin (LTC-USD) has a higher volatility of 13.44% compared to Bitcoin (BTC-USD) at 11.97%. 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 | 13.44% | 11.97% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 36.58% | 34.64% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.96% | 35.59% | +17.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.54% | 44.57% | +19.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.62% | 56.61% | +29.01% |
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 (13.44%) compared to BTC-USD (11.97%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs BTC-USD's -85.30%.
LTC-USD currently has the higher Sharpe Ratio (-0.76 vs -0.92), 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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