LTC-USD vs. BTCI
LTC-USD (Litecoin) is a cryptocurrency, while BTCI (NEOS Bitcoin High Income ETF) is Cryptocurrency fund actively managed by Neos. Over the past year, LTC-USD returned -51.43% vs -34.15% for BTCI. At a 0.45 correlation, their price movements are largely independent.
Performance
LTC-USD vs. BTCI - Performance Comparison
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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*
- —
LTC-USD vs. BTCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
LTC-USD
BTCI
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-USD | BTCI | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LTC-USD | BTCI | Difference | |
|---|---|---|---|
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-USD | BTCI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -89.09% | -44.49% | -44.60% |
Average DrawdownAverage peak-to-trough decline | -75.64% | -15.40% | -60.24% |
Ulcer IndexDepth 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-USD | BTCI | Difference | |
|---|---|---|---|
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.
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