LTC vs. RUBUSD=X
LTC (LTC Properties, Inc.) is a stock, while RUBUSD=X (RUB/USD) is a currency. Over the past 10 years, LTC returned 3.19%/yr vs -1.85%/yr for RUBUSD=X. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
LTC vs. RUBUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, LTC achieves a 21.18% return, which is significantly higher than RUBUSD=X's -0.33% return. Over the past 10 years, LTC has outperformed RUBUSD=X with an annualized return of 3.19%, while RUBUSD=X has yielded a comparatively lower -1.85% annualized return.
LTC
- 1D
- -0.15%
- 1M
- 2.91%
- 6M
- 13.66%
- YTD
- 21.18%
- 1Y
- 24.80%
- 3Y*
- 13.29%
- 5Y*
- 7.96%
- 10Y*
- 3.19%
- ALL TIME*
- 11.48%
RUBUSD=X
- 1D
- -0.01%
- 1M
- -3.00%
- 6M
- -4.24%
- YTD
- -0.33%
- 1Y
- 0.94%
- 3Y*
- 6.06%
- 5Y*
- -1.64%
- 10Y*
- -1.85%
- ALL TIME*
- -5.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.74M | $23.59M | $20.82M | |
RUBUSD=X RUB/USD | $0.00 | $0.05 | $4.39 |
LTC vs. RUBUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTC LTC Properties, Inc. | 21.18% | 6.17% | 14.94% | -3.25% | 10.52% | -6.77% | -7.56% | 12.79% | 1.12% | -2.74% |
RUBUSD=X RUB/USD | -0.33% | 39.10% | -18.63% | -17.52% | 1.88% | -1.48% | -16.36% | 11.83% | -16.60% | 6.18% |
Correlation
The correlation between LTC and RUBUSD=X is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2007 | 0.13 |
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Return for Risk
LTC vs. RUBUSD=X — Risk / Return Rank
LTC
RUBUSD=X
LTC vs. RUBUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LTC Properties, Inc. (LTC) and RUB/USD (RUBUSD=X). 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 | RUBUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.02 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 0.06 | +2.04 |
| Martin ratioReturn relative to average drawdown | 6.21 | 0.16 | +6.05 |
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Drawdowns
LTC vs. RUBUSD=X - Drawdown Comparison
The maximum LTC drawdown since its inception was -80.13%, roughly equal to the maximum RUBUSD=X drawdown of -83.48%. Use the drawdown chart below to compare losses from any high point for LTC and RUBUSD=X.
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Drawdown Indicators
| LTC | RUBUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.13% | -83.48% | +3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -13.07% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -26.61% | +12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -53.91% | +26.11% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -60.21% | +8.80% |
Current DrawdownCurrent decline from peak | -5.58% | -70.89% | +65.31% |
Average DrawdownAverage peak-to-trough decline | -15.91% | -50.44% | +34.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 5.16% | -1.01% |
Volatility
LTC vs. RUBUSD=X - Volatility Comparison
LTC Properties, Inc. (LTC) has a higher volatility of 6.85% compared to RUB/USD (RUBUSD=X) at 2.90%. This indicates that LTC's price experiences larger fluctuations and is considered to be riskier than RUBUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTC | RUBUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 2.90% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 11.98% | +3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 14.77% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 39.73% | -18.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.18% | 29.92% | -2.74% |
Frequently Asked Questions
LTC and RUBUSD=X have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTC has higher volatility (6.85%) compared to RUBUSD=X (2.90%). In terms of maximum drawdown, LTC dropped -80.13% vs RUBUSD=X's -83.48%.
LTC currently has the higher Sharpe Ratio (1.36 vs 0.05), 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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