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

Performance

LTC-USD vs. ETC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Litecoin (LTC-USD) and Ethereum Classic (ETC-USD). 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 -39.14% return, which is significantly lower than ETC-USD's -33.28% return.


LTC-USD

1D
-0.44%
1M
-15.03%
YTD
-39.14%
6M
-45.59%
1Y
-47.85%
3Y*
-20.86%
5Y*
-23.53%
10Y*
25.51%

ETC-USD

1D
0.53%
1M
-12.08%
YTD
-33.28%
6M
-46.12%
1Y
-56.54%
3Y*
-25.11%
5Y*
-34.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTC-USD vs. ETC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTC-USD
Litecoin
-39.14%-25.56%41.56%3.88%-52.04%17.47%202.70%38.01%-86.89%5,110.32%
ETC-USD
Ethereum Classic
-33.28%-54.13%13.87%39.62%-53.90%499.54%27.01%-10.00%-82.30%1,879.01%

Correlation

The correlation between LTC-USD and ETC-USD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2016

0.67

The correlation between LTC-USD and ETC-USD shifts across timeframes, from 0.67 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LTC-USD vs. ETC-USD — 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: 5353
Overall Rank
LTC-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4747
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 4444
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 6969
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 6262
Martin Ratio Rank

ETC-USD
ETC-USD Risk / Return Rank: 4444
Overall Rank
ETC-USD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 3838
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 5353
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. ETC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Ethereum Classic (ETC-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.


LTC-USDETC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.75

-0.78

+0.03

Sortino ratio

Return per unit of downside risk

-0.95

-1.12

+0.18

Omega ratio

Gain probability vs. loss probability

0.90

0.89

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.74

-0.82

+0.07

Martin ratio

Return relative to average drawdown

-1.20

-1.22

+0.02

LTC-USD vs. ETC-USD - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is -0.75, which is comparable to the ETC-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of LTC-USD and ETC-USD, 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-USDETC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-0.78

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.39

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.15

+0.04

Drawdowns

LTC-USD vs. ETC-USD - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.59%, roughly equal to the maximum ETC-USD drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for LTC-USD and ETC-USD.


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Drawdown Indicators


LTC-USDETC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.59%

-94.61%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-64.33%

-69.22%

+4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-65.94%

-80.18%

+14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-84.45%

-89.88%

+5.43%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-87.97%

-94.58%

+6.61%

Average Drawdown

Average peak-to-trough decline

-75.63%

-73.65%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.62%

45.64%

-0.02%

Volatility

LTC-USD vs. ETC-USD - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 12.34%, while Ethereum Classic (ETC-USD) has a volatility of 14.25%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than ETC-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-USDETC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.34%

14.25%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

35.87%

43.31%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

53.08%

60.59%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.70%

73.49%

-8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.62%

129.95%

-44.33%

Frequently Asked Questions


LTC-USD and ETC-USD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETC-USD has higher volatility (14.25%) compared to LTC-USD (12.34%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs ETC-USD's -94.61%.

LTC-USD currently has the higher Sharpe Ratio (-0.75 vs -0.78), 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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