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LTCN vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTCN vs. GBTC - Performance Comparison

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

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Returns By Period

In the year-to-date period, LTCN achieves a -42.76% return, which is significantly lower than GBTC's -27.82% return.


LTCN

1D
-0.64%
1M
-19.52%
YTD
-42.76%
6M
-51.38%
1Y
-52.40%
3Y*
-6.83%
5Y*
-59.10%
10Y*

GBTC

1D
-2.74%
1M
-22.25%
YTD
-27.82%
6M
-31.83%
1Y
-40.35%
3Y*
53.36%
5Y*
9.81%
10Y*
49.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTCN vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTCN
Grayscale Litecoin Trust
-42.76%-54.37%-18.79%650.00%-77.17%-96.84%1,165.22%
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%317.61%-75.80%7.03%122.38%

Correlation

The correlation between LTCN and GBTC is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2020

0.56

The correlation between LTCN and GBTC shifts across timeframes, from 0.56 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LTCN vs. GBTC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LTCN vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Litecoin Trust (LTCN) and Grayscale Bitcoin Trust ETF (GBTC). 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.


LTCNGBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

0.88

0.85

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.81

+0.06

Martin ratioReturn relative to average drawdown

-1.21

-1.40

+0.19

LTCN vs. GBTC - Sharpe Ratio Comparison

The current LTCN Sharpe Ratio is -0.75, which is comparable to the GBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of LTCN and GBTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LTCNGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-0.93

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.56

0.16

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.65

-0.85

Drawdowns

LTCN vs. GBTC - Drawdown Comparison

The maximum LTCN drawdown since its inception was -99.58%, which is greater than GBTC's maximum drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for LTCN and GBTC.


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Drawdown Indicators


LTCNGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-89.91%

-9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-69.62%

-49.87%

-19.75%

Max Drawdown (3Y)

Largest decline over 3 years

-92.89%

-49.87%

-43.02%

Max Drawdown (5Y)

Largest decline over 5 years

-99.28%

-85.42%

-13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-99.33%

-49.87%

-49.46%

Average Drawdown

Average peak-to-trough decline

-89.62%

-43.43%

-46.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.18%

28.81%

+14.37%

Volatility

LTCN vs. GBTC - Volatility Comparison

Grayscale Litecoin Trust (LTCN) has a higher volatility of 12.32% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.07%. This indicates that LTCN's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTCNGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.32%

9.07%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

41.08%

33.86%

+7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

69.66%

43.69%

+25.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.66%

62.44%

+44.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.37%

82.20%

+59.17%

LTCN vs. GBTC - Expense Ratio Comparison

LTCN has a 2.50% expense ratio, which is higher than GBTC's 1.50% expense ratio.


Dividends

LTCN vs. GBTC - Dividend Comparison

Neither LTCN nor GBTC has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%
LTCN
Grayscale Litecoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LTCN and GBTC have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTCN has higher volatility (12.32%) compared to GBTC (9.07%). In terms of maximum drawdown, LTCN dropped -99.58% vs GBTC's -89.91%.

On 5-year performance, GBTC leads with 9.81% vs -59.10% for LTCN. On fees, GBTC is cheaper at 1.50% per year. On volatility, GBTC has been the lower-risk option at 9.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBTC has performed better with a 9.81% return vs -59.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBTC is cheaper with a 1.50% expense ratio, compared with 2.50% for LTCN.

LTCN and GBTC have nearly identical dividend yields, around 0.00%.

LTCN tracks CoinDesk Litecoin Price Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. Their fees differ too: 2.50% for LTCN and 1.50% for GBTC.

LTCN currently has the higher Sharpe Ratio (-0.75 vs -0.93), 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 GBTC

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