LTC-USD vs. XMR-USD
LTC-USD (Litecoin) and XMR-USD (Monero) are both cryptocurrencies. Over the past 10 years, LTC-USD returned 26.69%/yr vs 66.25%/yr for XMR-USD. At a 0.49 correlation, their price movements are largely independent.
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 -42.42% return, which is significantly lower than XMR-USD's -24.82% return. Over the past 10 years, LTC-USD has underperformed XMR-USD with an annualized return of 26.69%, while XMR-USD has yielded a comparatively higher 66.25% annualized return.
LTC-USD
- 1D
- -0.96%
- 1M
- 2.60%
- 6M
- -43.85%
- YTD
- -42.42%
- 1Y
- -52.39%
- 3Y*
- -24.32%
- 5Y*
- -19.59%
- 10Y*
- 26.69%
XMR-USD
- 1D
- 1.03%
- 1M
- -7.94%
- 6M
- -41.77%
- YTD
- -24.82%
- 1Y
- -1.87%
- 3Y*
- 25.37%
- 5Y*
- 9.82%
- 10Y*
- 66.25%
LTC-USD vs. XMR-USD - Yearly Performance Comparison
Correlation
The correlation between LTC-USD and XMR-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.06 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.03 | -0.73 |
| Martin ratioReturn relative to average drawdown | -1.15 | -0.05 | -1.10 |
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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% | -54.22% | -34.40% |
Average DrawdownAverage peak-to-trough decline | -75.72% | -62.48% | -13.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.50% | 41.75% | +3.75% |
Volatility
LTC-USD vs. XMR-USD - Volatility Comparison
The current volatility for Litecoin (LTC-USD) is 10.87%, while Monero (XMR-USD) has a volatility of 13.74%. 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 | 10.87% | 13.74% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 36.15% | 66.68% | -30.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.55% | 69.48% | -16.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.80% | 61.29% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.28% | 87.50% | -2.22% |
Frequently Asked Questions
LTC-USD and XMR-USD have a correlation of 0.38, 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 (13.74%) compared to LTC-USD (10.87%). In terms of maximum drawdown, LTC-USD dropped -97.59% vs XMR-USD's -95.68%.
XMR-USD currently has the higher Sharpe Ratio (-0.02 vs -0.83), 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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