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

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%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
8.34%
174.19%
LTC-USD
XRP-USD

Returns By Period

In the year-to-date period, LTC-USD achieves a 26.47% return, which is significantly lower than XRP-USD's 138.89% return.


LTC-USD

YTD

26.47%

1M

31.24%

6M

8.34%

1Y

32.45%

5Y (annualized)

15.68%

10Y (annualized)

38.41%

XRP-USD

YTD

138.89%

1M

179.70%

6M

174.20%

1Y

136.85%

5Y (annualized)

45.77%

10Y (annualized)

N/A

Key characteristics


LTC-USDXRP-USD
Sharpe Ratio0.062.99
Sortino Ratio0.573.52
Omega Ratio1.061.38
Calmar Ratio0.011.70
Martin Ratio0.1213.91
Ulcer Index32.32%17.11%
Daily Std Dev55.58%61.36%
Max Drawdown-97.41%-95.87%
Current Drawdown-76.16%-56.51%

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Correlation

-0.50.00.51.00.7

The correlation between LTC-USD and XRP-USD is 0.70, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at 0.06, compared to the broader market0.001.002.000.062.99
The chart of Sortino ratio for LTC-USD, currently valued at 0.57, compared to the broader market-1.000.001.002.003.000.573.52
The chart of Omega ratio for LTC-USD, currently valued at 1.06, compared to the broader market0.901.001.101.201.301.401.061.38
The chart of Calmar ratio for LTC-USD, currently valued at 0.01, compared to the broader market0.501.001.502.000.011.70
The chart of Martin ratio for LTC-USD, currently valued at 0.12, compared to the broader market0.005.0010.000.1213.91
LTC-USD
XRP-USD

The current LTC-USD Sharpe Ratio is 0.06, which is lower than the XRP-USD Sharpe Ratio of 2.99. 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.06
2.99
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.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JuneJulyAugustSeptemberOctoberNovember
-76.16%
-56.51%
LTC-USD
XRP-USD

Volatility

LTC-USD vs. XRP-USD - Volatility Comparison

The current volatility for Litecoin (LTC-USD) is 25.05%, while Ripple (XRP-USD) has a volatility of 36.83%. This indicates that LTC-USD experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
25.05%
36.83%
LTC-USD
XRP-USD