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

Correlation

The correlation between LTC-USD and XLM-USD is 0.67, 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.


-0.50.00.51.00.7

Performance

LTC-USD vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Litecoin (LTC-USD) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
69.22%
364.33%
LTC-USD
XLM-USD

Key characteristics

Sharpe Ratio

LTC-USD:

1.06

XLM-USD:

6.45

Sortino Ratio

LTC-USD:

1.74

XLM-USD:

5.92

Omega Ratio

LTC-USD:

1.19

XLM-USD:

1.63

Calmar Ratio

LTC-USD:

0.42

XLM-USD:

6.93

Martin Ratio

LTC-USD:

3.86

XLM-USD:

46.90

Ulcer Index

LTC-USD:

20.52%

XLM-USD:

17.04%

Daily Std Dev

LTC-USD:

64.08%

XLM-USD:

90.79%

Max Drawdown

LTC-USD:

-97.41%

XLM-USD:

-96.27%

Current Drawdown

LTC-USD:

-67.82%

XLM-USD:

-45.40%

Returns By Period

In the year-to-date period, LTC-USD achieves a 20.60% return, which is significantly lower than XLM-USD's 47.54% return.


LTC-USD

YTD

20.60%

1M

-0.37%

6M

73.58%

1Y

79.14%

5Y*

15.86%

10Y*

57.28%

XLM-USD

YTD

47.54%

1M

16.72%

6M

345.07%

1Y

312.79%

5Y*

52.13%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

LTC-USD vs. XLM-USD — 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 7575
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 7373
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 7878
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9898
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9999
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9797
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. 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.


Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at 1.06, compared to the broader market0.002.004.006.008.001.066.35
The chart of Sortino ratio for LTC-USD, currently valued at 1.74, compared to the broader market0.002.004.006.001.745.89
The chart of Omega ratio for LTC-USD, currently valued at 1.19, compared to the broader market1.001.201.401.601.191.62
The chart of Calmar ratio for LTC-USD, currently valued at 0.42, compared to the broader market2.004.006.008.000.426.81
The chart of Martin ratio for LTC-USD, currently valued at 3.86, compared to the broader market0.0020.0040.0060.003.8646.11
LTC-USD
XLM-USD

The current LTC-USD Sharpe Ratio is 1.06, which is lower than the XLM-USD Sharpe Ratio of 6.45. The chart below compares the historical Sharpe Ratios of LTC-USD and XLM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00AugustSeptemberOctoberNovemberDecember2025
1.06
6.35
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%-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-67.82%
-45.40%
LTC-USD
XLM-USD

Volatility

LTC-USD vs. XLM-USD - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 29.26%, while Stellar (XLM-USD) has a volatility of 37.47%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
29.26%
37.47%
LTC-USD
XLM-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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