PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LTC-USD vs. XLM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
0.65%
107.22%
LTC-USD
XLM-USD

Returns By Period

In the year-to-date period, LTC-USD achieves a 22.50% return, which is significantly lower than XLM-USD's 80.41% return.


LTC-USD

YTD

22.50%

1M

19.10%

6M

0.65%

1Y

26.24%

5Y (annualized)

10.05%

10Y (annualized)

38.25%

XLM-USD

YTD

80.41%

1M

139.67%

6M

107.22%

1Y

92.02%

5Y (annualized)

28.85%

10Y (annualized)

N/A

Key characteristics


LTC-USDXLM-USD
Sharpe Ratio-0.290.87
Sortino Ratio0.012.19
Omega Ratio1.001.23
Calmar Ratio0.010.38
Martin Ratio-0.612.39
Ulcer Index32.32%32.17%
Daily Std Dev55.27%66.10%
Max Drawdown-97.41%-96.27%
Current Drawdown-76.91%-74.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.

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.


Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at -0.29, compared to the broader market-0.500.000.501.001.50-0.290.87
The chart of Sortino ratio for LTC-USD, currently valued at 0.01, compared to the broader market-1.000.001.002.000.012.19
The chart of Omega ratio for LTC-USD, currently valued at 1.00, compared to the broader market0.901.001.101.201.001.23
The chart of Calmar ratio for LTC-USD, currently valued at 0.01, compared to the broader market0.200.400.600.801.000.010.38
The chart of Martin ratio for LTC-USD, currently valued at -0.61, compared to the broader market0.002.004.006.008.00-0.612.39
LTC-USD
XLM-USD

The current LTC-USD Sharpe Ratio is -0.29, which is lower than the XLM-USD Sharpe Ratio of 0.87. 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 Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.29
0.87
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%JuneJulyAugustSeptemberOctoberNovember
-76.91%
-74.04%
LTC-USD
XLM-USD

Volatility

LTC-USD vs. XLM-USD - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 24.18%, while Stellar (XLM-USD) has a volatility of 49.91%. 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%JuneJulyAugustSeptemberOctoberNovember
24.18%
49.91%
LTC-USD
XLM-USD