PortfoliosLab logoPortfoliosLab logo
LTCN vs. LTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

LTCN vs. LTC-USD - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with LTCN having a -46.57% return and LTC-USD slightly higher at -44.94%.


LTCN

1D
-5.87%
1M
-20.86%
YTD
-46.57%
6M
-48.46%
1Y
-51.64%
3Y*
-10.51%
5Y*
-50.51%
10Y*

LTC-USD

1D
-5.10%
1M
-19.78%
YTD
-44.94%
6M
-45.09%
1Y
-50.27%
3Y*
-22.22%
5Y*
-20.68%
10Y*
25.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTCN vs. LTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTCN
Grayscale Litecoin Trust
-46.57%-54.37%-18.79%650.00%-77.17%-96.84%731.43%
LTC-USD
Litecoin
-44.94%-25.56%41.56%3.88%-52.04%17.47%84.86%

Correlation

The correlation between LTCN and LTC-USD is 0.58, 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

0.58

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

0.47

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

0.47

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

0.42

The correlation between LTCN and LTC-USD shifts across timeframes, from 0.42 (all time) to 0.58 (1 year), 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. LTC-USD — 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: 44
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 3737
Overall Rank
LTC-USD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 3535
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. LTC-USD - Risk-Adjusted Trends Comparison

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

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.


LTCNLTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

0.89

0.89

0.00

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.74

+0.01

Martin ratioReturn relative to average drawdown

-1.13

-1.18

+0.05

LTCN vs. LTC-USD - Sharpe Ratio Comparison

The current LTCN Sharpe Ratio is -0.74, which is comparable to the LTC-USD Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of LTCN and LTC-USD, 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. LTC-USD - Drawdown Comparison

The maximum LTCN drawdown since its inception was -99.58%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for LTCN and LTC-USD.


Loading charts...

Drawdown Indicators


LTCNLTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-97.59%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-71.90%

-68.39%

-3.51%

Max Drawdown (3Y)

Largest decline over 3 years

-93.43%

-69.81%

-23.62%

Max Drawdown (5Y)

Largest decline over 5 years

-97.71%

-85.18%

-12.53%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-99.38%

-89.12%

-10.26%

Average Drawdown

Average peak-to-trough decline

-89.66%

-75.67%

-13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.80%

42.39%

+3.41%

Volatility

LTCN vs. LTC-USD - Volatility Comparison

Grayscale Litecoin Trust (LTCN) has a higher volatility of 15.99% compared to Litecoin (LTC-USD) at 14.16%. This indicates that LTCN's price experiences larger fluctuations and is considered to be riskier than LTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LTCNLTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.99%

14.16%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

41.37%

36.35%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

70.10%

53.02%

+17.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.29%

63.97%

+41.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.59%

85.37%

+56.22%

Frequently Asked Questions


LTCN and LTC-USD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTCN has higher volatility (15.99%) compared to LTC-USD (14.16%). In terms of maximum drawdown, LTCN dropped -99.58% vs LTC-USD's -97.59%.

LTCN currently has the higher Sharpe Ratio (-0.74 vs -0.79), 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 LTC-USD

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