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

Key characteristics


LTC-USDXLM-USD
YTD Return8.15%-21.02%
1Y Return-9.57%15.63%
3Y Return (Ann)-36.05%-46.79%
5Y Return (Ann)-3.78%-5.80%
Sharpe Ratio0.58-0.43
Daily Std Dev58.15%71.05%
Max Drawdown-97.41%-96.27%
Current Drawdown-79.62%-88.64%

Correlation

-0.50.00.51.00.7

The correlation between LTC-USD and XLM-USD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LTC-USD vs. XLM-USD - Performance Comparison

In the year-to-date period, LTC-USD achieves a 8.15% return, which is significantly higher than XLM-USD's -21.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
22.50%
154.97%
LTC-USD
XLM-USD

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Litecoin

Stellar

Risk-Adjusted Performance

LTC-USD vs. XLM-USD - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.000.58
Sortino ratio
The chart of Sortino ratio for LTC-USD, currently valued at 1.22, compared to the broader market0.001.002.003.004.005.001.22
Omega ratio
The chart of Omega ratio for LTC-USD, currently valued at 1.14, compared to the broader market1.001.101.201.301.401.501.14
Calmar ratio
The chart of Calmar ratio for LTC-USD, currently valued at 0.19, compared to the broader market2.004.006.008.0010.0012.0014.000.19
Martin ratio
The chart of Martin ratio for LTC-USD, currently valued at 3.06, compared to the broader market0.0020.0040.0060.0080.003.06
XLM-USD
Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at -0.43, compared to the broader market0.002.004.006.008.0010.0012.00-0.43
Sortino ratio
The chart of Sortino ratio for XLM-USD, currently valued at -0.29, compared to the broader market0.001.002.003.004.005.00-0.29
Omega ratio
The chart of Omega ratio for XLM-USD, currently valued at 0.97, compared to the broader market1.001.101.201.301.401.500.97
Calmar ratio
The chart of Calmar ratio for XLM-USD, currently valued at 0.00, compared to the broader market2.004.006.008.0010.0012.0014.000.00
Martin ratio
The chart of Martin ratio for XLM-USD, currently valued at -1.45, compared to the broader market0.0020.0040.0060.0080.00-1.45

LTC-USD vs. XLM-USD - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is 0.58, which is higher than the XLM-USD Sharpe Ratio of -0.43. The chart below compares the 12-month rolling Sharpe Ratio of LTC-USD and XLM-USD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.58
-0.43
LTC-USD
XLM-USD

Drawdowns

LTC-USD vs. XLM-USD - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, roughly equal to the maximum XLM-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for LTC-USD and XLM-USD. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%December2024FebruaryMarchAprilMay
-79.62%
-88.64%
LTC-USD
XLM-USD

Volatility

LTC-USD vs. XLM-USD - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 12.40% compared to Stellar (XLM-USD) at 10.43%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
12.40%
10.43%
LTC-USD
XLM-USD