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

Correlation

The correlation between LTC-USD and SOL-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. SOL-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LTC-USD:

0.14

SOL-USD:

-0.01

Sortino Ratio

LTC-USD:

1.51

SOL-USD:

1.07

Omega Ratio

LTC-USD:

1.16

SOL-USD:

1.11

Calmar Ratio

LTC-USD:

0.34

SOL-USD:

0.12

Martin Ratio

LTC-USD:

2.83

SOL-USD:

0.81

Ulcer Index

LTC-USD:

23.52%

SOL-USD:

30.84%

Daily Std Dev

LTC-USD:

66.16%

SOL-USD:

72.32%

Max Drawdown

LTC-USD:

-97.41%

SOL-USD:

-96.27%

Current Drawdown

LTC-USD:

-75.91%

SOL-USD:

-36.39%

Returns By Period

In the year-to-date period, LTC-USD achieves a -9.68% return, which is significantly higher than SOL-USD's -11.98% return.


LTC-USD

YTD

-9.68%

1M

11.47%

6M

-10.52%

1Y

10.27%

3Y*

10.43%

5Y*

14.39%

10Y*

49.98%

SOL-USD

YTD

-11.98%

1M

12.83%

6M

-31.60%

1Y

-0.23%

3Y*

52.28%

5Y*

209.36%

10Y*

N/A

*Annualized

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Litecoin

Solana

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

Risk-Adjusted Performance

LTC-USD vs. SOL-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 7474
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 7979
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6464
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6666
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. SOL-USD - Risk-Adjusted Performance 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.


The current LTC-USD Sharpe Ratio is 0.14, which is higher than the SOL-USD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of LTC-USD and SOL-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. SOL-USD - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LTC-USD vs. SOL-USD - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 20.56% compared to Solana (SOL-USD) at 18.49%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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