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LTC-USD vs. BTCI
Performance
Return for Risk
Drawdowns
Volatility

Performance

LTC-USD vs. BTCI - Performance Comparison

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

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Returns By Period

In the year-to-date period, LTC-USD achieves a -44.79% return, which is significantly lower than BTCI's -24.93% return.


LTC-USD

1D
-1.07%
1M
-26.95%
YTD
-44.79%
6M
-49.51%
1Y
-51.43%
3Y*
-22.01%
5Y*
-24.49%
10Y*
24.23%

BTCI

1D
5.05%
1M
-19.01%
YTD
-24.93%
6M
-26.93%
1Y
-34.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTC-USD vs. BTCI - Yearly Performance Comparison


2026 (YTD)20252024
LTC-USD
Litecoin
-44.79%-25.56%47.07%
BTCI
NEOS Bitcoin High Income ETF
-24.93%-1.09%26.12%

Correlation

The correlation between LTC-USD and BTCI is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2024

0.45

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Return for Risk

LTC-USD vs. BTCI — Risk / Return Rank

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

LTC-USD
LTC-USD Risk / Return Rank: 4444
Overall Rank
LTC-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 4242
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 4242
Martin Ratio Rank

BTCI
BTCI Risk / Return Rank: 33
Overall Rank
BTCI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCI Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCI Omega Ratio Rank: 33
Omega Ratio Rank
BTCI Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCI Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LTC-USD vs. BTCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and NEOS Bitcoin High Income ETF (BTCI). 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-USDBTCIDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

0.88

0.86

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.73

-0.03

Martin ratioReturn relative to average drawdown

-1.27

-1.34

+0.07

LTC-USD vs. BTCI - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is -0.80, which is comparable to the BTCI Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of LTC-USD and BTCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LTC-USDBTCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

-0.87

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.07

+0.26

Drawdowns

LTC-USD vs. BTCI - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.59%, which is greater than BTCI's maximum drawdown of -47.16%. Use the drawdown chart below to compare losses from any high point for LTC-USD and BTCI.


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Drawdown Indicators


LTC-USDBTCIDifference

Max Drawdown

Largest peak-to-trough decline

-97.59%

-47.16%

-50.43%

Max Drawdown (1Y)

Largest decline over 1 year

-68.39%

-47.16%

-21.23%

Max Drawdown (3Y)

Largest decline over 3 years

-69.81%

Max Drawdown (5Y)

Largest decline over 5 years

-85.18%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-89.09%

-44.49%

-44.60%

Average Drawdown

Average peak-to-trough decline

-75.64%

-15.40%

-60.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.55%

25.53%

+21.02%

Volatility

LTC-USD vs. BTCI - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 13.54% compared to NEOS Bitcoin High Income ETF (BTCI) at 10.95%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than BTCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTC-USDBTCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

10.95%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

36.34%

31.23%

+5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

53.20%

39.57%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.62%

40.40%

+24.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.63%

40.40%

+45.23%

Frequently Asked Questions


LTC-USD and BTCI have a correlation of 0.50, 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 (13.54%) compared to BTCI (10.95%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs BTCI's -47.16%.

LTC-USD currently has the higher Sharpe Ratio (-0.80 vs -0.87), 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.

Portfolio Optimizer

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