LTC-USD vs. BTC-USD
LTC-USD (Litecoin) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 28.01%/yr vs 59.55%/yr for BTC-USD. Their 0.68 correlation means they have sometimes moved together and sometimes differently.
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 -40.52% return, which is significantly lower than BTC-USD's -26.06% return. Over the past 10 years, LTC-USD has underperformed BTC-USD with an annualized return of 28.01%, while BTC-USD has yielded a comparatively higher 59.55% annualized return.
LTC-USD
- 1D
- 0.53%
- 1M
- 8.98%
- 6M
- -31.01%
- YTD
- -40.52%
- 1Y
- -58.70%
- 3Y*
- -20.92%
- 5Y*
- -20.58%
- 10Y*
- 28.01%
- ALL TIME*
- 23.83%
BTC-USD
- 1D
- 1.25%
- 1M
- 10.55%
- 6M
- -23.45%
- YTD
- -26.06%
- 1Y
- -45.09%
- 3Y*
- 30.32%
- 5Y*
- 9.29%
- 10Y*
- 59.55%
- ALL TIME*
- 88.38%
Liquidity Comparison
LTC-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and BTC-USD is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 shifts across timeframes, from 0.65 (3 years) to 0.75 (1 year), reflecting how their relationship changes across market environments.
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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 | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.84 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.85 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.23 | -1.32 | +0.08 |
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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 | -88.25% | -48.13% | -40.12% |
Average DrawdownAverage peak-to-trough decline | -75.77% | -42.70% | -33.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 24.64% | +10.77% |
Volatility
LTC-USD vs. BTC-USD - Volatility Comparison
Litecoin (LTC-USD) has a higher volatility of 10.09% compared to Bitcoin (BTC-USD) at 8.58%. 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 | 10.09% | 8.58% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 34.92% | 34.30% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.33% | 35.84% | +15.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.61% | 43.67% | +19.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.30% | 56.33% | +28.97% |
Frequently Asked Questions
LTC-USD and BTC-USD have a correlation of 0.75, 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 (10.09%) compared to BTC-USD (8.58%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs BTC-USD's -85.30%.
LTC-USD currently has the higher Sharpe Ratio (-0.95 vs -1.05), 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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