LTC-USD vs. XLM-USD
LTC-USD (Litecoin) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 26.81%/yr vs 58.14%/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 -41.29% return, which is significantly lower than XLM-USD's -6.21% return. Over the past 10 years, LTC-USD has underperformed XLM-USD with an annualized return of 26.81%, while XLM-USD has yielded a comparatively higher 58.14% annualized return.
LTC-USD
- 1D
- -0.73%
- 1M
- -1.49%
- 6M
- -41.23%
- YTD
- -41.29%
- 1Y
- -53.26%
- 3Y*
- -21.46%
- 5Y*
- -17.89%
- 10Y*
- 26.81%
XLM-USD
- 1D
- 2.12%
- 1M
- -11.83%
- 6M
- -20.30%
- YTD
- -6.21%
- 1Y
- -58.32%
- 3Y*
- 12.71%
- 5Y*
- -4.35%
- 10Y*
- 58.14%
LTC-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and XLM-USD is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.57 |
The correlation between LTC-USD and XLM-USD has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LTC-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.90 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.82 | +0.05 |
| Martin ratioReturn relative to average drawdown | -1.16 | -1.10 | -0.06 |
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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 | -68.80% | -71.19% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -70.20% | -74.37% | +4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -85.38% | -83.25% | -2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | -96.21% | +2.57% |
Current DrawdownCurrent decline from peak | -88.40% | -78.65% | -9.75% |
Average DrawdownAverage peak-to-trough decline | -75.73% | -72.18% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.96% | 37.41% | +8.55% |
Volatility
LTC-USD vs. XLM-USD - Volatility Comparison
The current volatility for Litecoin (LTC-USD) is 11.16%, while Stellar (XLM-USD) has a volatility of 18.71%. 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 | 11.16% | 18.71% | -7.55% |
Volatility (6M)Calculated over the trailing 6-month period | 36.16% | 60.02% | -23.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.64% | 66.84% | -14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.81% | 74.29% | -10.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.29% | 112.20% | -26.91% |
Frequently Asked Questions
LTC-USD and XLM-USD have a correlation of 0.66, 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 (18.71%) compared to LTC-USD (11.16%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.73 vs -0.84), 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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