LTC-USD vs. ETH-USD
LTC-USD (Litecoin) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 25.51%/yr vs 62.38%/yr for ETH-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
LTC-USD vs. ETH-USD - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with LTC-USD having a -39.14% return and ETH-USD slightly lower at -39.68%. Over the past 10 years, LTC-USD has underperformed ETH-USD with an annualized return of 25.51%, while ETH-USD has yielded a comparatively higher 62.38% annualized 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%
ETH-USD
- 1D
- -3.66%
- 1M
- -23.74%
- YTD
- -39.68%
- 6M
- -43.89%
- 1Y
- -31.03%
- 3Y*
- -1.81%
- 5Y*
- -7.83%
- 10Y*
- 62.38%
LTC-USD vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and ETH-USD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.64 |
The correlation between LTC-USD and ETH-USD shifts across timeframes, from 0.64 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LTC-USD vs. ETH-USD — Risk / Return Rank
LTC-USD
ETH-USD
LTC-USD vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Ethereum (ETH-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-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.75 | -0.46 | -0.29 |
Sortino ratioReturn per unit of downside risk | -0.95 | -0.31 | -0.64 |
Omega ratioGain probability vs. loss probability | 0.90 | 0.97 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.49 | -0.25 |
Martin ratioReturn relative to average drawdown | -1.20 | -0.82 | -0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LTC-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | -0.46 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.11 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.66 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.76 | -0.57 |
Drawdowns
LTC-USD vs. ETH-USD - Drawdown Comparison
The maximum LTC-USD drawdown since its inception was -97.59%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for LTC-USD and ETH-USD.
Loading charts...
Drawdown Indicators
| LTC-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -94.01% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -64.33% | -62.96% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -65.94% | -63.80% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -84.45% | -79.35% | -5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | -94.01% | +0.37% |
Current DrawdownCurrent decline from peak | -87.97% | -62.96% | -25.01% |
Average DrawdownAverage peak-to-trough decline | -75.63% | -50.87% | -24.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.62% | 43.64% | +1.98% |
Volatility
LTC-USD vs. ETH-USD - Volatility Comparison
Litecoin (LTC-USD) has a higher volatility of 12.34% compared to Ethereum (ETH-USD) at 10.96%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LTC-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 10.96% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 35.87% | 45.10% | -9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.08% | 55.90% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.70% | 59.54% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.62% | 77.96% | +7.66% |
Frequently Asked Questions
LTC-USD and ETH-USD have a correlation of 0.76, 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 (12.34%) compared to ETH-USD (10.96%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.46 vs -0.75), 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.
Find the right allocation for LTC-USD and ETH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer