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LTCN vs. GDLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTCN vs. GDLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Litecoin Trust (LTCN) and Grayscale CoinDesk Crypto 5 ETF (GDLC). The values are adjusted to include any dividend payments, if applicable.

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LTCN vs. GDLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTCN
Grayscale Litecoin Trust
-30.08%-54.37%-18.79%650.00%-77.17%-96.84%1,165.22%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-24.52%0.45%136.98%353.26%-84.21%27.43%-31.30%

Returns By Period

In the year-to-date period, LTCN achieves a -30.08% return, which is significantly lower than GDLC's -24.52% return.


LTCN

1D
0.99%
1M
-0.71%
YTD
-30.08%
6M
-53.58%
1Y
-37.99%
3Y*
0.25%
5Y*
-48.71%
10Y*

GDLC

1D
2.20%
1M
3.93%
YTD
-24.52%
6M
-44.20%
1Y
-10.19%
3Y*
65.34%
5Y*
-3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTCN vs. GDLC - Expense Ratio Comparison

LTCN has a 2.50% expense ratio, which is higher than GDLC's 0.59% expense ratio.


Return for Risk

LTCN vs. GDLC — Risk / Return Rank

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

LTCN
LTCN Risk / Return Rank: 44
Overall Rank
LTCN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LTCN Sortino Ratio Rank: 55
Sortino Ratio Rank
LTCN Omega Ratio Rank: 55
Omega Ratio Rank
LTCN Calmar Ratio Rank: 22
Calmar Ratio Rank
LTCN Martin Ratio Rank: 22
Martin Ratio Rank

GDLC
GDLC Risk / Return Rank: 1010
Overall Rank
GDLC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 1111
Sortino Ratio Rank
GDLC Omega Ratio Rank: 1111
Omega Ratio Rank
GDLC Calmar Ratio Rank: 99
Calmar Ratio Rank
GDLC Martin Ratio Rank: 99
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. GDLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Litecoin Trust (LTCN) and Grayscale CoinDesk Crypto 5 ETF (GDLC). 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.


LTCNGDLCDifference

Sharpe ratio

Return per unit of total volatility

-0.51

-0.20

-0.30

Sortino ratio

Return per unit of downside risk

-0.39

0.06

-0.45

Omega ratio

Gain probability vs. loss probability

0.96

1.01

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.67

-0.19

-0.47

Martin ratio

Return relative to average drawdown

-1.25

-0.41

-0.84

LTCN vs. GDLC - Sharpe Ratio Comparison

The current LTCN Sharpe Ratio is -0.51, which is lower than the GDLC Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of LTCN and GDLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LTCNGDLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.20

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

-0.04

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.31

-0.50

Correlation

The correlation between LTCN and GDLC is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LTCN vs. GDLC - Dividend Comparison

Neither LTCN nor GDLC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LTCN vs. GDLC - Drawdown Comparison

The maximum LTCN drawdown since its inception was -99.58%, which is greater than GDLC's maximum drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for LTCN and GDLC.


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Drawdown Indicators


LTCNGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-94.14%

-5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-65.17%

-52.91%

-12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-99.53%

-94.14%

-5.39%

Current Drawdown

Current decline from peak

-99.18%

-51.45%

-47.73%

Average Drawdown

Average peak-to-trough decline

-89.31%

-52.90%

-36.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.69%

24.86%

+9.83%

Volatility

LTCN vs. GDLC - Volatility Comparison

The current volatility for Grayscale Litecoin Trust (LTCN) is 11.52%, while Grayscale CoinDesk Crypto 5 ETF (GDLC) has a volatility of 13.67%. This indicates that LTCN experiences smaller price fluctuations and is considered to be less risky than GDLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTCNGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

13.67%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

54.46%

40.43%

+14.03%

Volatility (1Y)

Calculated over the trailing 1-year period

75.66%

50.42%

+25.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.23%

77.87%

+35.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

143.44%

95.02%

+48.42%