PortfoliosLab logoPortfoliosLab logo
LTCN vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTCN vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Litecoin Trust (LTCN) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LTCN achieves a -45.85% return, which is significantly lower than DBE's 71.26% return.


LTCN

1D
-1.86%
1M
-0.94%
6M
-34.71%
YTD
-45.85%
1Y
-62.06%
3Y*
-12.64%
5Y*
-29.58%
10Y*
ALL TIME*
-33.21%

DBE

1D
-4.26%
1M
15.98%
6M
57.84%
YTD
71.26%
1Y
61.44%
3Y*
15.22%
5Y*
17.82%
10Y*
12.24%
ALL TIME*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.27M$1.08M$1.67M
$209.06K$258.75K$357.89K

LTCN vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTCN
Grayscale Litecoin Trust
-45.85%-54.37%-18.79%650.00%-77.17%-96.84%731.43%
DBE
Invesco DB Energy Fund
71.26%-2.17%2.96%-12.14%33.77%57.56%6.43%

Correlation

The correlation between LTCN and DBE is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2020

0.04

The correlation between LTCN and DBE shifts across timeframes, from -0.12 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

LTCN vs. DBE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LTCN
LTCN Risk / Return Rank: 22
Overall Rank
LTCN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
LTCN Sortino Ratio Rank: 22
Sortino Ratio Rank
LTCN Omega Ratio Rank: 22
Omega Ratio Rank
LTCN Calmar Ratio Rank: 22
Calmar Ratio Rank
LTCN Martin Ratio Rank: 33
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 6666
Overall Rank
DBE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBE Omega Ratio Rank: 6464
Omega Ratio Rank
DBE Calmar Ratio Rank: 6969
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LTCN vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Litecoin Trust (LTCN) and Invesco DB Energy Fund (DBE). 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.


LTCNDBEDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.81

Omega ratioGain probability vs. loss probability

0.82

1.28

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.86

2.50

-3.35

Martin ratioReturn relative to average drawdown

-1.22

7.82

-9.03

LTCN vs. DBE - Sharpe Ratio Comparison

The current LTCN Sharpe Ratio is -0.96, which is lower than the DBE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of LTCN and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LTCN vs. DBE - Drawdown Comparison

The maximum LTCN drawdown since its inception was -99.58%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for LTCN and DBE.


Loading charts...

Drawdown Indicators


LTCNDBEDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-86.69%

-12.89%

Max Drawdown (1Y)

Largest decline over 1 year

-72.73%

-24.72%

-48.01%

Max Drawdown (3Y)

Largest decline over 3 years

-93.68%

-24.72%

-68.96%

Max Drawdown (5Y)

Largest decline over 5 years

-93.68%

-38.74%

-54.94%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-99.37%

-34.98%

-64.39%

Average Drawdown

Average peak-to-trough decline

-89.84%

-57.13%

-32.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.94%

7.90%

+43.04%

Volatility

LTCN vs. DBE - Volatility Comparison

The current volatility for Grayscale Litecoin Trust (LTCN) is 10.41%, while Invesco DB Energy Fund (DBE) has a volatility of 15.07%. This indicates that LTCN experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LTCNDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

15.07%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

39.88%

34.26%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

64.82%

37.66%

+27.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

99.11%

30.15%

+68.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

140.36%

28.60%

+111.76%

LTCN vs. DBE - Expense Ratio Comparison

LTCN has a 2.50% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

LTCN vs. DBE - Dividend Comparison

LTCN has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.26%.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.26%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
LTCN
Grayscale Litecoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LTCN and DBE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (15.07%) compared to LTCN (10.41%). In terms of maximum drawdown, LTCN dropped -99.58% vs DBE's -86.69%.

On 5-year performance, DBE leads with 17.82% vs -29.58% for LTCN. On fees, DBE is cheaper at 0.78% per year. On volatility, LTCN has been the lower-risk option at 10.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 17.82% return vs -29.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 2.50% for LTCN.

DBE has the higher dividend yield at 2.26%, compared with 0.00% for LTCN.

LTCN is categorized as Cryptocurrency, while DBE is Oil & Gas. LTCN tracks CoinDesk Litecoin Price Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Grayscale and Invesco. Their fees differ too: 2.50% for LTCN and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (1.64 vs -0.96), 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.

Portfolio Optimizer

Find the right allocation for LTCN and DBE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer