LTC-USD vs. GBTC
LTC-USD (Litecoin) is a cryptocurrency, while GBTC (Grayscale Bitcoin Trust ETF) is Cryptocurrency fund tracking the CoinDesk Bitcoin Benchmark Rate Index. Over the past 10 years, LTC-USD returned 24.23%/yr vs 49.25%/yr for GBTC. At a 0.42 correlation, their price movements are largely independent.
Performance
LTC-USD vs. GBTC - 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 GBTC's -28.07% return. Over the past 10 years, LTC-USD has underperformed GBTC with an annualized return of 24.23%, while GBTC has yielded a comparatively higher 49.25% annualized 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%
GBTC
- 1D
- 5.06%
- 1M
- -21.09%
- YTD
- -28.07%
- 6M
- -30.74%
- 1Y
- -40.20%
- 3Y*
- 53.71%
- 5Y*
- 10.31%
- 10Y*
- 49.25%
LTC-USD vs. GBTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTC-USD Litecoin | -44.79% | -25.56% | 41.56% | 3.88% | -52.04% | 17.47% | 202.70% | 38.01% | -86.89% | 5,110.32% |
GBTC Grayscale Bitcoin Trust ETF | -28.07% | -7.65% | 113.81% | 317.61% | -75.80% | 7.03% | 290.72% | 106.56% | -82.10% | 1,787.72% |
Correlation
The correlation between LTC-USD and GBTC 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 | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 4, 2015 | 0.42 |
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Return for Risk
LTC-USD vs. GBTC — Risk / Return Rank
LTC-USD
GBTC
LTC-USD vs. GBTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Grayscale Bitcoin Trust ETF (GBTC). 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 | GBTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.86 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.77 | +0.02 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.38 | +0.11 |
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 | GBTC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -0.91 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.17 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.60 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.65 | -0.47 |
Drawdowns
LTC-USD vs. GBTC - Drawdown Comparison
The maximum LTC-USD drawdown since its inception was -97.59%, which is greater than GBTC's maximum drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for LTC-USD and GBTC.
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Drawdown Indicators
| LTC-USD | GBTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -89.91% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -68.39% | -52.45% | -15.94% |
Max Drawdown (3Y)Largest decline over 3 years | -69.81% | -52.45% | -17.36% |
Max Drawdown (5Y)Largest decline over 5 years | -85.18% | -85.42% | +0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | -89.91% | -3.73% |
Current DrawdownCurrent decline from peak | -89.09% | -50.05% | -39.04% |
Average DrawdownAverage peak-to-trough decline | -75.64% | -43.44% | -32.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.55% | 29.16% | +17.39% |
Volatility
LTC-USD vs. GBTC - Volatility Comparison
Litecoin (LTC-USD) has a higher volatility of 13.54% compared to Grayscale Bitcoin Trust ETF (GBTC) at 11.75%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than GBTC 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 | GBTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.54% | 11.75% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 36.34% | 34.55% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.20% | 44.19% | +9.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.62% | 62.40% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.63% | 82.22% | +3.41% |
Frequently Asked Questions
LTC-USD and GBTC 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.
LTC-USD has higher volatility (13.54%) compared to GBTC (11.75%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs GBTC's -89.91%.
LTC-USD currently has the higher Sharpe Ratio (-0.80 vs -0.91), 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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