PortfoliosLab logo
LTC-USD vs. XRP-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LTC-USD and XRP-USD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LTC-USD vs. XRP-USD - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
39.18%
877.60%
LTC-USD
XRP-USD

Key characteristics

Sharpe Ratio

LTC-USD:

0.14

XRP-USD:

3.14

Sortino Ratio

LTC-USD:

1.55

XRP-USD:

4.30

Omega Ratio

LTC-USD:

1.17

XRP-USD:

1.48

Calmar Ratio

LTC-USD:

0.37

XRP-USD:

5.03

Martin Ratio

LTC-USD:

3.22

XRP-USD:

27.00

Ulcer Index

LTC-USD:

22.01%

XRP-USD:

21.24%

Daily Std Dev

LTC-USD:

65.51%

XRP-USD:

80.76%

Max Drawdown

LTC-USD:

-97.41%

XRP-USD:

-95.87%

Current Drawdown

LTC-USD:

-76.84%

XRP-USD:

-37.05%

Returns By Period

In the year-to-date period, LTC-USD achieves a -13.21% return, which is significantly lower than XRP-USD's 2.21% return.


LTC-USD

YTD

-13.21%

1M

29.46%

6M

25.11%

1Y

9.57%

5Y*

13.65%

10Y*

51.16%

XRP-USD

YTD

2.21%

1M

18.48%

6M

283.28%

1Y

311.07%

5Y*

57.90%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LTC-USD vs. XRP-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 7676
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8686
Martin Ratio Rank

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

This table presents a comparison of risk-adjusted performance metrics for Litecoin (LTC-USD) and Ripple (XRP-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.


The current LTC-USD Sharpe Ratio is 0.14, which is lower than the XRP-USD Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of LTC-USD and XRP-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 Ratio0.001.002.003.004.005.006.00December2025FebruaryMarchAprilMay
0.14
3.14
LTC-USD
XRP-USD

Drawdowns

LTC-USD vs. XRP-USD - Drawdown Comparison

The maximum LTC-USD drawdown since its inception was -97.41%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for LTC-USD and XRP-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-76.84%
-37.05%
LTC-USD
XRP-USD

Volatility

LTC-USD vs. XRP-USD - Volatility Comparison

Litecoin (LTC-USD) and Ripple (XRP-USD) have volatilities of 18.73% and 19.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
18.73%
19.05%
LTC-USD
XRP-USD