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

Performance

LTC-USD vs. ETHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Litecoin (LTC-USD) and Grayscale Ethereum Trust ETF (ETHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LTC-USD having a -44.79% return and ETHE slightly higher at -43.52%.


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%

ETHE

1D
6.90%
1M
-27.33%
YTD
-43.52%
6M
-46.57%
1Y
-33.22%
3Y*
20.84%
5Y*
-11.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTC-USD vs. ETHE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LTC-USD
Litecoin
-44.79%-25.56%41.56%3.88%-52.04%17.47%202.70%-68.60%
ETHE
Grayscale Ethereum Trust ETF
-43.52%-13.03%44.14%308.40%-85.29%108.77%441.75%-57.08%

Correlation

The correlation between LTC-USD and ETHE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.44

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.46

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Return for Risk

LTC-USD vs. ETHE — 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

ETHE
ETHE Risk / Return Rank: 66
Overall Rank
ETHE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHE Sortino Ratio Rank: 66
Sortino Ratio Rank
ETHE Omega Ratio Rank: 66
Omega Ratio Rank
ETHE Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHE Martin Ratio Rank: 55
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. ETHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Grayscale Ethereum Trust ETF (ETHE). 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-USDETHEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

0.88

0.96

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.49

-0.26

Martin ratioReturn relative to average drawdown

-1.27

-0.86

-0.41

LTC-USD vs. ETHE - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is -0.80, which is lower than the ETHE Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of LTC-USD and ETHE, 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-USDETHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

-0.48

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.14

-0.18

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

0.06

+0.13

Drawdowns

LTC-USD vs. ETHE - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.59%, roughly equal to the maximum ETHE drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for LTC-USD and ETHE.


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Drawdown Indicators


LTC-USDETHEDifference

Max Drawdown

Largest peak-to-trough decline

-97.59%

-96.26%

-1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-68.39%

-67.77%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-69.81%

-67.77%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-85.18%

-89.85%

+4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-89.09%

-78.64%

-10.45%

Average Drawdown

Average peak-to-trough decline

-75.64%

-72.24%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.55%

38.65%

+7.90%

Volatility

LTC-USD vs. ETHE - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 13.54%, while Grayscale Ethereum Trust ETF (ETHE) has a volatility of 16.62%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than ETHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTC-USDETHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

16.62%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

36.34%

46.92%

-10.58%

Volatility (1Y)

Calculated over the trailing 1-year period

53.20%

69.50%

-16.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.62%

82.39%

-17.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.63%

191.74%

-106.11%

Frequently Asked Questions


LTC-USD and ETHE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHE has higher volatility (16.62%) compared to LTC-USD (13.54%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs ETHE's -96.26%.

ETHE currently has the higher Sharpe Ratio (-0.48 vs -0.80), 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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