LTC-USD vs. GREK

Last updated Apr 2, 2026

Compare and contrast key facts about Litecoin (LTC-USD) and Global X MSCI Greece ETF (GREK).

GREK is a passively managed fund by Global X that tracks the performance of the MSCI All Greece Select 25-50. It was launched on Dec 7, 2011.

Performance

LTC-USD vs. GREK - Performance Comparison

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

LTC-USD vs. GREK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LTC-USD Litecoin	-29.55%	-25.56%	41.56%	3.88%	-52.04%	17.47%	202.70%	38.01%	-86.89%	5,110.32%
GREK Global X MSCI Greece ETF	0.14%	76.11%	9.53%	42.72%	3.64%	6.14%	-13.89%	50.20%	-31.25%	34.80%

Returns By Period

In the year-to-date period, LTC-USD achieves a -29.55% return, which is significantly lower than GREK's 0.14% return. Over the past 10 years, LTC-USD has outperformed GREK with an annualized return of 32.41%, while GREK has yielded a comparatively lower 14.28% annualized return.

LTC-USD

• 1D: 0.30%
• 1M: -0.99%
• YTD: -29.55%
• 6M: -53.06%
• 1Y: -36.02%
• 3Y*: -16.49%
• 5Y*: -23.88%
• 10Y*: 32.41%

GREK

• 1D: 3.33%
• 1M: -2.47%
• YTD: 0.14%
• 6M: 2.79%
• 1Y: 43.62%
• 3Y*: 34.24%
• 5Y*: 23.44%
• 10Y*: 14.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LTC-USD vs. GREK — 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: 49
LTC-USD Sharpe Ratio Rank: 54
LTC-USD Sortino Ratio Rank: 55
LTC-USD Omega Ratio Rank: 49
LTC-USD Calmar Ratio Rank: 59
LTC-USD Martin Ratio Rank: 28

GREK

GREK Risk / Return Rank: 79
GREK Sharpe Ratio Rank: 85
GREK Sortino Ratio Rank: 84
GREK Omega Ratio Rank: 80
GREK Calmar Ratio Rank: 77
GREK Martin Ratio Rank: 69

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. GREK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Global X MSCI Greece ETF (GREK). 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	GREK	Difference
Sharpe ratio Return per unit of total volatility	-0.52	1.74	-2.26
Sortino ratio Return per unit of downside risk	-0.41	2.32	-2.73
Omega ratio Gain probability vs. loss probability	0.96	1.32	-0.36
Calmar ratio Return relative to maximum drawdown	-1.06	2.14	-3.21
Martin ratio Return relative to average drawdown	-1.72	7.50	-9.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LTC-USD vs. GREK - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is -0.52, which is lower than the GREK Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of LTC-USD and GREK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LTC-USD	GREK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.52	1.74	-2.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.98	-1.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	0.48	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.14	+0.07

Correlation

The correlation between LTC-USD and GREK is 0.09, 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.

Drawdowns

LTC-USD vs. GREK - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.59%, which is greater than GREK's maximum drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for LTC-USD and GREK.

Drawdown Indicators

	LTC-USD	GREK	Difference
Max Drawdown Largest peak-to-trough decline	-97.59%	-79.50%	-18.09%
Max Drawdown (1Y) Largest decline over 1 year	-61.27%	-21.32%	-39.95%
Max Drawdown (5Y) Largest decline over 5 years	-88.81%	-30.46%	-58.35%
Max Drawdown (10Y) Largest decline over 10 years	-93.64%	-57.04%	-36.60%
Current Drawdown Current decline from peak	-86.08%	-14.51%	-71.57%
Average Drawdown Average peak-to-trough decline	-75.48%	-45.78%	-29.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.98%	6.08%	+31.90%

Volatility

LTC-USD vs. GREK - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 11.58% compared to Global X MSCI Greece ETF (GREK) at 10.17%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than GREK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LTC-USD	GREK	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.58%	10.17%	+1.41%
Volatility (6M) Calculated over the trailing 6-month period	52.28%	17.79%	+34.49%
Volatility (1Y) Calculated over the trailing 1-year period	57.54%	25.29%	+32.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.00%	24.08%	+45.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	85.70%	29.93%	+55.77%