LTC-USD vs. SOL-USD
LTC-USD (Litecoin) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, LTC-USD returned -23.53%/yr vs 13.56%/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 -39.14% return, which is significantly higher than SOL-USD's -43.22% return.
LTC-USD
- 1D
- -0.44%
- 1M
- -15.03%
- YTD
- -39.14%
- 6M
- -45.59%
- 1Y
- -47.85%
- 3Y*
- -20.86%
- 5Y*
- -23.53%
- 10Y*
- 25.51%
SOL-USD
- 1D
- -4.70%
- 1M
- -15.97%
- YTD
- -43.22%
- 6M
- -51.16%
- 1Y
- -54.50%
- 3Y*
- 47.95%
- 5Y*
- 13.56%
- 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 | -0.75 | -0.76 | +0.01 |
Sortino ratioReturn per unit of downside risk | -0.95 | -1.02 | +0.07 |
Omega ratioGain probability vs. loss probability | 0.90 | 0.90 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.76 | +0.02 |
Martin ratioReturn relative to average drawdown | -1.20 | -1.21 | +0.01 |
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 | -0.75 | -0.76 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.14 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.84 | -0.65 |
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 | -64.33% | -71.46% | +7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -65.94% | -73.03% | +7.09% |
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 | -87.97% | -73.03% | -14.94% |
Average DrawdownAverage peak-to-trough decline | -75.63% | -51.34% | -24.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.62% | 51.54% | -5.92% |
Volatility
LTC-USD vs. SOL-USD - Volatility Comparison
The current volatility for Litecoin (LTC-USD) is 12.34%, while Solana (SOL-USD) has a volatility of 15.03%. 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 | 12.34% | 15.03% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 35.87% | 45.60% | -9.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.08% | 59.79% | -6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.70% | 82.60% | -17.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.62% | 99.86% | -14.24% |
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 (15.03%) compared to LTC-USD (12.34%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs SOL-USD's -96.27%.
LTC-USD currently has the higher Sharpe Ratio (-0.75 vs -0.76), 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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