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

Correlation

The correlation between LTC-USD and SHIB-USD is 0.32, 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.


Performance

LTC-USD vs. SHIB-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LTC-USD:

0.02

SHIB-USD:

-0.55

Sortino Ratio

LTC-USD:

1.31

SHIB-USD:

0.48

Omega Ratio

LTC-USD:

1.14

SHIB-USD:

1.05

Calmar Ratio

LTC-USD:

0.22

SHIB-USD:

0.01

Martin Ratio

LTC-USD:

2.04

SHIB-USD:

-0.37

Ulcer Index

LTC-USD:

23.64%

SHIB-USD:

43.19%

Daily Std Dev

LTC-USD:

66.50%

SHIB-USD:

76.54%

Max Drawdown

LTC-USD:

-97.41%

SHIB-USD:

-91.81%

Current Drawdown

LTC-USD:

-77.83%

SHIB-USD:

-84.05%

Returns By Period

In the year-to-date period, LTC-USD achieves a -16.89% return, which is significantly higher than SHIB-USD's -39.66% return.


LTC-USD

YTD

-16.89%

1M

-3.67%

6M

-16.56%

1Y

2.91%

3Y*

7.78%

5Y*

13.44%

10Y*

48.25%

SHIB-USD

YTD

-39.66%

1M

-5.46%

6M

-52.31%

1Y

-49.85%

3Y*

2.85%

5Y*

N/A

10Y*

N/A

*Annualized

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Litecoin

Shiba Inu

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LTC-USD vs. SHIB-USD — 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 7373
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 7878
Martin Ratio Rank

SHIB-USD
The Risk-Adjusted Performance Rank of SHIB-USD is 3939
Overall Rank
The Sharpe Ratio Rank of SHIB-USD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SHIB-USD is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SHIB-USD is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SHIB-USD is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SHIB-USD is 3939
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. SHIB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Shiba Inu (SHIB-USD). 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.


The current LTC-USD Sharpe Ratio is 0.02, which is higher than the SHIB-USD Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of LTC-USD and SHIB-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

LTC-USD vs. SHIB-USD - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, which is greater than SHIB-USD's maximum drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for LTC-USD and SHIB-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LTC-USD vs. SHIB-USD - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 22.15%, while Shiba Inu (SHIB-USD) has a volatility of 26.24%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than SHIB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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