LTC-USD vs. SOL-USD
LTC-USD (Litecoin) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, LTC-USD returned -24.30%/yr vs 8.85%/yr for SOL-USD. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
LTC-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LTC-USD achieves a -42.85% return, which is significantly higher than SOL-USD's -48.05% return.
LTC-USD
- 1D
- -3.84%
- 1M
- -22.72%
- YTD
- -42.85%
- 6M
- -45.47%
- 1Y
- -47.57%
- 3Y*
- -21.58%
- 5Y*
- -24.30%
- 10Y*
- 24.84%
SOL-USD
- 1D
- -6.02%
- 1M
- -27.48%
- YTD
- -48.05%
- 6M
- -51.51%
- 1Y
- -55.22%
- 3Y*
- 46.91%
- 5Y*
- 8.85%
- 10Y*
- —
LTC-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and SOL-USD is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.55 |
Over the past year, LTC-USD and SOL-USD have become more correlated (0.77) than their long-term average of 0.55, meaning their price movements have been converging.
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Return for Risk
LTC-USD vs. SOL-USD — Risk / Return Rank
LTC-USD
SOL-USD
LTC-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Solana (SOL-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.
| LTC-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.90 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.75 | +0.03 |
| Martin ratioReturn relative to average drawdown | -1.18 | -1.22 | +0.03 |
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 | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | -0.77 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.09 | -0.40 |
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 | 0.82 | -0.63 |
Drawdowns
LTC-USD vs. SOL-USD - Drawdown Comparison
The maximum LTC-USD drawdown since its inception was -97.59%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for LTC-USD and SOL-USD.
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Drawdown Indicators
| LTC-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -96.27% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -66.51% | -73.89% | +7.38% |
Max Drawdown (3Y)Largest decline over 3 years | -68.02% | -75.32% | +7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -84.45% | -96.27% | +11.82% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | — | — |
Current DrawdownCurrent decline from peak | -88.71% | -75.32% | -13.39% |
Average DrawdownAverage peak-to-trough decline | -75.63% | -51.36% | -24.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.97% | 51.93% | -5.96% |
Volatility
LTC-USD vs. SOL-USD - Volatility Comparison
The current volatility for Litecoin (LTC-USD) is 12.66%, while Solana (SOL-USD) has a volatility of 15.17%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than SOL-USD 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 | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.66% | 15.17% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 35.95% | 45.73% | -9.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.23% | 60.01% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.65% | 82.59% | -17.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.62% | 99.84% | -14.22% |
Frequently Asked Questions
LTC-USD and SOL-USD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (15.17%) compared to LTC-USD (12.66%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs SOL-USD's -96.27%.
LTC-USD currently has the higher Sharpe Ratio (-0.74 vs -0.77), 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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