LTC-USD vs. XMR-USD
LTC-USD (Litecoin) and XMR-USD (Monero) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 28.08%/yr vs 72.38%/yr for XMR-USD. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
LTC-USD vs. XMR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LTC-USD achieves a -42.41% return, which is significantly lower than XMR-USD's -16.04% return. Over the past 10 years, LTC-USD has underperformed XMR-USD with an annualized return of 28.08%, while XMR-USD has yielded a comparatively higher 72.38% annualized return.
LTC-USD
- 1D
- -0.18%
- 1M
- 1.61%
- 6M
- -25.71%
- YTD
- -42.41%
- 1Y
- -58.53%
- 3Y*
- -20.37%
- 5Y*
- -20.75%
- 10Y*
- 28.08%
- ALL TIME*
- 23.51%
XMR-USD
- 1D
- 1.63%
- 1M
- 14.69%
- 6M
- -21.73%
- YTD
- -16.04%
- 1Y
- 22.59%
- 3Y*
- 31.50%
- 5Y*
- 9.34%
- 10Y*
- 72.38%
- ALL TIME*
- 50.55%
Liquidity Comparison
LTC-USD vs. XMR-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and XMR-USD is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 20, 2014 | 0.49 |
The correlation between LTC-USD and XMR-USD shifts across timeframes, from 0.35 (3 years) to 0.56 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LTC-USD vs. XMR-USD — Risk / Return Rank
LTC-USD
XMR-USD
LTC-USD vs. XMR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Monero (XMR-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 | XMR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.11 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 0.38 | -1.23 |
| Martin ratioReturn relative to average drawdown | -1.22 | 0.61 | -1.83 |
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Drawdowns
LTC-USD vs. XMR-USD - Drawdown Comparison
The maximum LTC-USD drawdown since its inception was -97.59%, roughly equal to the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for LTC-USD and XMR-USD.
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Drawdown Indicators
| LTC-USD | XMR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -95.68% | -1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -68.80% | -58.97% | -9.83% |
Max Drawdown (3Y)Largest decline over 3 years | -70.20% | -58.97% | -11.23% |
Max Drawdown (5Y)Largest decline over 5 years | -85.38% | -67.28% | -18.10% |
Max Drawdown (10Y)Largest decline over 10 years | -93.64% | -93.09% | -0.55% |
Current DrawdownCurrent decline from peak | -88.62% | -48.87% | -39.75% |
Average DrawdownAverage peak-to-trough decline | -75.78% | -62.43% | -13.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.68% | 44.11% | -8.43% |
Volatility
LTC-USD vs. XMR-USD - Volatility Comparison
The current volatility for Litecoin (LTC-USD) is 10.25%, while Monero (XMR-USD) has a volatility of 11.99%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than XMR-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 | XMR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 11.99% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 33.75% | 58.91% | -25.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.25% | 69.47% | -18.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.61% | 61.20% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.28% | 87.33% | -2.05% |
Frequently Asked Questions
LTC-USD and XMR-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (11.99%) compared to LTC-USD (10.25%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs XMR-USD's -95.68%.
XMR-USD currently has the higher Sharpe Ratio (0.27 vs -0.95), 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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