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

Performance

LTC-USD vs. LTCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Litecoin (LTC-USD) and Grayscale Litecoin Trust (LTCN). 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 LTCN slightly higher at -43.96%.


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%

LTCN

1D
4.81%
1M
-24.48%
YTD
-43.96%
6M
-51.98%
1Y
-52.19%
3Y*
-6.26%
5Y*
-56.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTC-USD vs. LTCN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTC-USD
Litecoin
-44.79%-25.56%41.56%3.88%-52.04%17.47%84.86%
LTCN
Grayscale Litecoin Trust
-43.96%-54.37%-18.79%650.00%-77.17%-96.84%731.43%

Correlation

The correlation between LTC-USD and LTCN is 0.58, 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

0.58

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

0.46

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

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2020

0.42

The correlation between LTC-USD and LTCN shifts across timeframes, from 0.42 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LTC-USD vs. LTCN — 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

LTCN
LTCN Risk / Return Rank: 33
Overall Rank
LTCN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LTCN Sortino Ratio Rank: 33
Sortino Ratio Rank
LTCN Omega Ratio Rank: 33
Omega Ratio Rank
LTCN Calmar Ratio Rank: 33
Calmar Ratio Rank
LTCN Martin Ratio Rank: 44
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. LTCN - Risk-Adjusted Trends Comparison

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

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

0.88

0.89

0.00

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.73

-0.02

Martin ratioReturn relative to average drawdown

-1.27

-1.20

-0.07

LTC-USD vs. LTCN - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is -0.80, which is comparable to the LTCN Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of LTC-USD and LTCN, 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-USDLTCNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

-0.75

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.54

+0.22

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

-0.20

+0.39

Drawdowns

LTC-USD vs. LTCN - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.59%, roughly equal to the maximum LTCN drawdown of -99.58%. Use the drawdown chart below to compare losses from any high point for LTC-USD and LTCN.


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Drawdown Indicators


LTC-USDLTCNDifference

Max Drawdown

Largest peak-to-trough decline

-97.59%

-99.58%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-68.39%

-71.62%

+3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-69.81%

-93.36%

+23.55%

Max Drawdown (5Y)

Largest decline over 5 years

-85.18%

-98.89%

+13.71%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-89.09%

-99.35%

+10.26%

Average Drawdown

Average peak-to-trough decline

-75.64%

-89.63%

+13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.55%

43.63%

+2.92%

Volatility

LTC-USD vs. LTCN - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 13.54%, while Grayscale Litecoin Trust (LTCN) has a volatility of 14.56%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than LTCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTC-USDLTCNDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

14.56%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

36.34%

41.57%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

53.20%

70.10%

-16.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.62%

106.33%

-41.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.63%

141.32%

-55.69%

Frequently Asked Questions


LTC-USD and LTCN have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTCN has higher volatility (14.56%) compared to LTC-USD (13.54%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs LTCN's -99.58%.

LTCN currently has the higher Sharpe Ratio (-0.75 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.

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