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

Correlation

The correlation between LTC-USD and VOO is 0.14, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Litecoin (LTC-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LTC-USD:

0.17

VOO:

0.68

Sortino Ratio

LTC-USD:

1.68

VOO:

1.06

Omega Ratio

LTC-USD:

1.18

VOO:

1.15

Calmar Ratio

LTC-USD:

0.46

VOO:

0.70

Martin Ratio

LTC-USD:

3.57

VOO:

2.65

Ulcer Index

LTC-USD:

23.28%

VOO:

4.92%

Daily Std Dev

LTC-USD:

66.17%

VOO:

19.58%

Max Drawdown

LTC-USD:

-97.41%

VOO:

-33.99%

Current Drawdown

LTC-USD:

-75.41%

VOO:

-3.27%

Returns By Period

In the year-to-date period, LTC-USD achieves a -7.82% return, which is significantly lower than VOO's 1.19% return. Over the past 10 years, LTC-USD has outperformed VOO with an annualized return of 48.42%, while VOO has yielded a comparatively lower 12.85% annualized return.


LTC-USD

YTD

-7.82%

1M

11.08%

6M

2.11%

1Y

11.50%

3Y*

15.56%

5Y*

16.72%

10Y*

48.42%

VOO

YTD

1.19%

1M

7.36%

6M

-0.97%

1Y

13.13%

3Y*

14.21%

5Y*

16.06%

10Y*

12.85%

*Annualized

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Litecoin

Vanguard S&P 500 ETF

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

Risk-Adjusted Performance

LTC-USD vs. VOO — 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 7676
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8181
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Vanguard S&P 500 ETF (VOO). 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 0.17, which is lower than the VOO Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of LTC-USD and VOO, 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. VOO - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LTC-USD and VOO.


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

Volatility

LTC-USD vs. VOO - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 20.46% compared to Vanguard S&P 500 ETF (VOO) at 4.76%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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