LTC-USD vs. XLM-USD
LTC-USD (Litecoin) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 25.51%/yr vs 63.68%/yr for XLM-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
LTC-USD vs. XLM-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 lower than XLM-USD's 3.24% return. Over the past 10 years, LTC-USD has underperformed XLM-USD with an annualized return of 25.51%, while XLM-USD has yielded a comparatively higher 63.68% annualized 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%
XLM-USD
- 1D
- -6.81%
- 1M
- 31.58%
- YTD
- 3.24%
- 6M
- -19.68%
- 1Y
- -24.06%
- 3Y*
- 31.33%
- 5Y*
- -11.64%
- 10Y*
- 63.68%
LTC-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and XLM-USD is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2014 | 0.57 |
The correlation between LTC-USD and XLM-USD shifts across timeframes, from 0.57 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LTC-USD vs. XLM-USD — Risk / Return Rank
LTC-USD
XLM-USD
LTC-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Stellar (XLM-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 | XLM-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.75 | -0.28 | -0.47 |
Sortino ratioReturn per unit of downside risk | -0.95 | 0.14 | -1.09 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.01 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.34 | -0.41 |
Martin ratioReturn relative to average drawdown | -1.20 | -0.49 | -0.71 |
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 | XLM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | -0.28 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.13 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.47 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.34 | -0.14 |
Drawdowns
LTC-USD vs. XLM-USD - Drawdown Comparison
The maximum LTC-USD drawdown since its inception was -97.59%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for LTC-USD and XLM-USD.
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Drawdown Indicators
| LTC-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -96.21% | -1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -64.33% | -71.19% | +6.86% |
Max Drawdown (3Y)Largest decline over 3 years | -65.94% | -74.37% | +8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -84.45% | -83.25% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | -96.21% | +2.57% |
Current DrawdownCurrent decline from peak | -87.97% | -76.50% | -11.47% |
Average DrawdownAverage peak-to-trough decline | -75.63% | -72.13% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.62% | 49.44% | -3.82% |
Volatility
LTC-USD vs. XLM-USD - Volatility Comparison
The current volatility for Litecoin (LTC-USD) is 12.34%, while Stellar (XLM-USD) has a volatility of 43.26%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than XLM-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 | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 43.26% | -30.92% |
Volatility (6M)Calculated over the trailing 6-month period | 35.87% | 59.38% | -23.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.08% | 70.60% | -17.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.70% | 74.98% | -10.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.62% | 112.83% | -27.21% |
Frequently Asked Questions
LTC-USD and XLM-USD have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (43.26%) compared to LTC-USD (12.34%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.28 vs -0.75), 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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