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

Correlation

The correlation between LTC-USD and BTC-USD is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LTC-USD vs. BTC-USD - Performance Comparison

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

1,000,000.00%1,500,000.00%2,000,000.00%2,500,000.00%December2025FebruaryMarchAprilMay
894,387.63%
2,338,028.17%
LTC-USD
BTC-USD

Key characteristics

Sharpe Ratio

LTC-USD:

0.14

BTC-USD:

1.10

Sortino Ratio

LTC-USD:

1.55

BTC-USD:

2.71

Omega Ratio

LTC-USD:

1.17

BTC-USD:

1.28

Calmar Ratio

LTC-USD:

0.37

BTC-USD:

1.88

Martin Ratio

LTC-USD:

3.22

BTC-USD:

9.39

Ulcer Index

LTC-USD:

22.01%

BTC-USD:

11.23%

Daily Std Dev

LTC-USD:

65.51%

BTC-USD:

42.12%

Max Drawdown

LTC-USD:

-97.41%

BTC-USD:

-93.07%

Current Drawdown

LTC-USD:

-76.84%

BTC-USD:

-8.59%

Returns By Period

In the year-to-date period, LTC-USD achieves a -13.21% return, which is significantly lower than BTC-USD's 3.86% return. Over the past 10 years, LTC-USD has underperformed BTC-USD with an annualized return of 51.16%, while BTC-USD has yielded a comparatively higher 82.12% annualized return.


LTC-USD

YTD

-13.21%

1M

29.46%

6M

25.11%

1Y

9.57%

5Y*

13.65%

10Y*

51.16%

BTC-USD

YTD

3.86%

1M

27.22%

6M

27.83%

1Y

58.58%

5Y*

58.89%

10Y*

82.12%

*Annualized

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Risk-Adjusted Performance

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

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

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 7676
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8686
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current LTC-USD Sharpe Ratio is 0.14, which is lower than the BTC-USD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of LTC-USD and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.14
1.10
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%December2025FebruaryMarchAprilMay
-76.84%
-8.59%
LTC-USD
BTC-USD

Volatility

LTC-USD vs. BTC-USD - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 18.73% compared to Bitcoin (BTC-USD) at 13.65%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
18.73%
13.65%
LTC-USD
BTC-USD