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

Correlation

The correlation between LTC-USD and XRP-USD is 0.69, 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. 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%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
93.44%
320.49%
LTC-USD
XRP-USD

Key characteristics

Sharpe Ratio

LTC-USD:

1.30

XRP-USD:

10.90

Sortino Ratio

LTC-USD:

1.96

XRP-USD:

5.86

Omega Ratio

LTC-USD:

1.21

XRP-USD:

1.64

Calmar Ratio

LTC-USD:

0.63

XRP-USD:

9.83

Martin Ratio

LTC-USD:

6.80

XRP-USD:

83.39

Ulcer Index

LTC-USD:

15.70%

XRP-USD:

12.67%

Daily Std Dev

LTC-USD:

68.44%

XRP-USD:

74.18%

Max Drawdown

LTC-USD:

-97.41%

XRP-USD:

-95.87%

Current Drawdown

LTC-USD:

-66.85%

XRP-USD:

-23.91%

Returns By Period

The year-to-date returns for both stocks are quite close, with LTC-USD having a 24.24% return and XRP-USD slightly lower at 23.56%.


LTC-USD

YTD

24.24%

1M

11.11%

6M

93.43%

1Y

86.22%

5Y*

10.10%

10Y*

52.94%

XRP-USD

YTD

23.56%

1M

-18.95%

6M

320.48%

1Y

375.15%

5Y*

55.50%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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 8383
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 8181
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 9999
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.


Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at 1.30, compared to the broader market0.002.004.006.001.3010.90
The chart of Sortino ratio for LTC-USD, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.005.001.965.86
The chart of Omega ratio for LTC-USD, currently valued at 1.21, compared to the broader market0.901.001.101.201.301.401.501.211.64
The chart of Calmar ratio for LTC-USD, currently valued at 0.63, compared to the broader market1.002.003.004.005.006.000.639.83
The chart of Martin ratio for LTC-USD, currently valued at 6.80, compared to the broader market0.0010.0020.0030.0040.0050.006.8083.39
LTC-USD
XRP-USD

The current LTC-USD Sharpe Ratio is 1.30, which is lower than the XRP-USD Sharpe Ratio of 10.90. 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 Ratio0.005.0010.0015.00SeptemberOctoberNovemberDecember2025February
1.30
10.90
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%SeptemberOctoberNovemberDecember2025February
-66.85%
-23.91%
LTC-USD
XRP-USD

Volatility

LTC-USD vs. XRP-USD - Volatility Comparison

Litecoin (LTC-USD) has a higher volatility of 27.03% compared to Ripple (XRP-USD) at 21.26%. This indicates that LTC-USD's price experiences larger fluctuations and is considered to be riskier than XRP-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%SeptemberOctoberNovemberDecember2025February
27.03%
21.26%
LTC-USD
XRP-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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