LTC-USD vs. VOO
Compare and contrast key facts about Litecoin (LTC-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LTC-USD or VOO.
Performance
LTC-USD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, LTC-USD achieves a 19.26% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, LTC-USD has outperformed VOO with an annualized return of 37.77%, while VOO has yielded a comparatively lower 13.11% annualized return.
LTC-USD
19.26%
16.83%
-1.58%
24.89%
11.35%
37.77%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| LTC-USD | VOO | |
|---|---|---|
| Sharpe Ratio | -0.23 | 2.67 |
| Sortino Ratio | 0.12 | 3.56 |
| Omega Ratio | 1.01 | 1.50 |
| Calmar Ratio | 0.01 | 3.85 |
| Martin Ratio | -0.48 | 17.51 |
| Ulcer Index | 32.34% | 1.86% |
| Daily Std Dev | 55.32% | 12.23% |
| Max Drawdown | -97.41% | -33.99% |
| Current Drawdown | -77.52% | -1.76% |
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Correlation
The correlation between LTC-USD and VOO is 0.11, 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.
Risk-Adjusted Performance
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.
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. For additional features, visit the drawdowns tool.
Volatility
LTC-USD vs. VOO - Volatility Comparison
Litecoin (LTC-USD) has a higher volatility of 24.37% compared to Vanguard S&P 500 ETF (VOO) at 4.06%. 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.