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LTC-USD vs. GREK
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LTC-USD and GREK is 0.07, 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.


-0.50.00.51.00.1

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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
93.43%
4.91%
LTC-USD
GREK

Key characteristics

Sharpe Ratio

LTC-USD:

1.30

GREK:

0.61

Sortino Ratio

LTC-USD:

1.96

GREK:

0.92

Omega Ratio

LTC-USD:

1.21

GREK:

1.12

Calmar Ratio

LTC-USD:

0.63

GREK:

0.29

Martin Ratio

LTC-USD:

6.80

GREK:

2.07

Ulcer Index

LTC-USD:

15.70%

GREK:

5.48%

Daily Std Dev

LTC-USD:

68.44%

GREK:

18.51%

Max Drawdown

LTC-USD:

-97.41%

GREK:

-79.50%

Current Drawdown

LTC-USD:

-66.85%

GREK:

-27.47%

Returns By Period

In the year-to-date period, LTC-USD achieves a 24.24% return, which is significantly higher than GREK's 11.11% return. Over the past 10 years, LTC-USD has outperformed GREK with an annualized return of 52.94%, while GREK has yielded a comparatively lower 2.82% annualized return.


LTC-USD

YTD

24.24%

1M

11.11%

6M

93.43%

1Y

86.22%

5Y*

10.10%

10Y*

52.94%

GREK

YTD

11.11%

1M

5.07%

6M

4.91%

1Y

11.45%

5Y*

13.07%

10Y*

2.82%

*Annualized

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Risk-Adjusted Performance

LTC-USD vs. GREK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 8383
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8686
Martin Ratio Rank

GREK
The Risk-Adjusted Performance Rank of GREK is 2121
Overall Rank
The Sharpe Ratio Rank of GREK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of GREK is 2222
Sortino Ratio Rank
The Omega Ratio Rank of GREK is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GREK is 1616
Calmar Ratio Rank
The Martin Ratio Rank of GREK is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LTC-USD vs. GREK - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at 1.30, compared to the broader market0.002.004.006.001.301.17
The chart of Sortino ratio for LTC-USD, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.005.001.961.62
The chart of Omega ratio for LTC-USD, currently valued at 1.21, compared to the broader market0.901.001.101.201.301.401.501.211.22
The chart of Calmar ratio for LTC-USD, currently valued at 0.63, compared to the broader market1.002.003.004.005.006.000.630.15
The chart of Martin ratio for LTC-USD, currently valued at 6.80, compared to the broader market0.0010.0020.0030.0040.0050.006.803.56
LTC-USD
GREK

The current LTC-USD Sharpe Ratio is 1.30, which is higher than the GREK Sharpe Ratio of 0.61. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.30
1.17
LTC-USD
GREK

Drawdowns

LTC-USD vs. GREK - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, 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. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-66.85%
-27.47%
LTC-USD
GREK

Volatility

LTC-USD vs. GREK - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 27.03% compared to Global X MSCI Greece ETF (GREK) at 5.49%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
27.03%
5.49%
LTC-USD
GREK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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