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

Key characteristics


LTC-USDXRP-USD
YTD Return8.15%-18.71%
1Y Return-9.57%16.92%
3Y Return (Ann)-36.05%-30.45%
5Y Return (Ann)-3.78%3.56%
Sharpe Ratio0.58-0.03
Daily Std Dev58.15%77.26%
Max Drawdown-97.41%-95.87%
Current Drawdown-79.62%-85.20%

Correlation

-0.50.00.51.00.7

The correlation between LTC-USD and XRP-USD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

LTC-USD vs. XRP-USD - Performance Comparison

In the year-to-date period, LTC-USD achieves a 8.15% return, which is significantly higher than XRP-USD's -18.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
22.50%
129.85%
LTC-USD
XRP-USD

Compare stocks, funds, or ETFs

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


Litecoin

Ripple

Risk-Adjusted Performance

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.


LTC-USD
Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.000.58
Sortino ratio
The chart of Sortino ratio for LTC-USD, currently valued at 1.22, compared to the broader market0.001.002.003.004.005.001.22
Omega ratio
The chart of Omega ratio for LTC-USD, currently valued at 1.14, compared to the broader market1.001.101.201.301.401.501.14
Calmar ratio
The chart of Calmar ratio for LTC-USD, currently valued at 0.17, compared to the broader market2.004.006.008.0010.0012.0014.000.17
Martin ratio
The chart of Martin ratio for LTC-USD, currently valued at 3.06, compared to the broader market0.0020.0040.0060.0080.003.06
XRP-USD
Sharpe ratio
The chart of Sharpe ratio for XRP-USD, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.03
Sortino ratio
The chart of Sortino ratio for XRP-USD, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.000.38
Omega ratio
The chart of Omega ratio for XRP-USD, currently valued at 1.04, compared to the broader market1.001.101.201.301.401.501.04
Calmar ratio
The chart of Calmar ratio for XRP-USD, currently valued at 0.00, compared to the broader market2.004.006.008.0010.0012.0014.000.00
Martin ratio
The chart of Martin ratio for XRP-USD, currently valued at -0.09, compared to the broader market0.0020.0040.0060.0080.00-0.09

LTC-USD vs. XRP-USD - Sharpe Ratio Comparison

The current LTC-USD Sharpe Ratio is 0.58, which is higher than the XRP-USD Sharpe Ratio of -0.03. The chart below compares the 12-month rolling Sharpe Ratio of LTC-USD and XRP-USD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.58
-0.03
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.


-85.00%-80.00%-75.00%-70.00%December2024FebruaryMarchAprilMay
-79.62%
-85.20%
LTC-USD
XRP-USD

Volatility

LTC-USD vs. XRP-USD - Volatility Comparison

Litecoin (LTC-USD) and Ripple (XRP-USD) have volatilities of 12.40% and 12.31%, 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%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
12.40%
12.31%
LTC-USD
XRP-USD