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

Correlation

The correlation between LTC-USD and COIN is 0.34, 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. COIN - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-67.92%
-37.10%
LTC-USD
COIN

Key characteristics

Sharpe Ratio

LTC-USD:

0.14

COIN:

-0.03

Sortino Ratio

LTC-USD:

1.55

COIN:

0.45

Omega Ratio

LTC-USD:

1.17

COIN:

1.05

Calmar Ratio

LTC-USD:

0.37

COIN:

-0.15

Martin Ratio

LTC-USD:

3.22

COIN:

-0.32

Ulcer Index

LTC-USD:

22.01%

COIN:

27.75%

Daily Std Dev

LTC-USD:

65.51%

COIN:

82.94%

Max Drawdown

LTC-USD:

-97.41%

COIN:

-90.90%

Current Drawdown

LTC-USD:

-76.84%

COIN:

-42.22%

Returns By Period

In the year-to-date period, LTC-USD achieves a -13.21% return, which is significantly higher than COIN's -16.83% return.


LTC-USD

YTD

-13.21%

1M

29.46%

6M

25.11%

1Y

9.57%

5Y*

13.65%

10Y*

51.16%

COIN

YTD

-16.83%

1M

36.33%

6M

-19.20%

1Y

-2.23%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

LTC-USD vs. COIN — 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

COIN
The Risk-Adjusted Performance Rank of COIN is 4747
Overall Rank
The Sharpe Ratio Rank of COIN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of COIN is 5050
Sortino Ratio Rank
The Omega Ratio Rank of COIN is 4848
Omega Ratio Rank
The Calmar Ratio Rank of COIN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of COIN is 4646
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. COIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Coinbase Global, Inc. (COIN). 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 higher than the COIN Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of LTC-USD and COIN, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.12
-0.03
LTC-USD
COIN

Drawdowns

LTC-USD vs. COIN - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, which is greater than COIN's maximum drawdown of -90.90%. Use the drawdown chart below to compare losses from any high point for LTC-USD and COIN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-76.84%
-42.22%
LTC-USD
COIN

Volatility

LTC-USD vs. COIN - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 18.41%, while Coinbase Global, Inc. (COIN) has a volatility of 20.25%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than COIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
18.41%
20.25%
LTC-USD
COIN