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

Performance

LTCN vs. SETH - Performance Comparison

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

Loading graphics...

LTCN vs. SETH - Yearly Performance Comparison


2026 (YTD)202520242023
LTCN
Grayscale Litecoin Trust
-30.08%-54.37%-18.79%181.00%
SETH
ProShares Short Ether Strategy ETF
23.38%-29.41%-49.59%-22.80%

Returns By Period

In the year-to-date period, LTCN achieves a -30.08% return, which is significantly lower than SETH's 23.38% return.


LTCN

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

SETH

1D
-3.61%
1M
-11.44%
YTD
23.38%
6M
54.25%
1Y
-46.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LTCN vs. SETH - Expense Ratio Comparison

LTCN has a 2.50% expense ratio, which is higher than SETH's 0.95% expense ratio.


Return for Risk

LTCN vs. SETH — 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

SETH
SETH Risk / Return Rank: 44
Overall Rank
SETH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SETH Sortino Ratio Rank: 33
Sortino Ratio Rank
SETH Omega Ratio Rank: 44
Omega Ratio Rank
SETH Calmar Ratio Rank: 33
Calmar Ratio Rank
SETH Martin Ratio Rank: 66
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. SETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Litecoin Trust (LTCN) and ProShares Short Ether Strategy ETF (SETH). 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.


LTCNSETHDifference

Sharpe ratio

Return per unit of total volatility

-0.51

-0.62

+0.11

Sortino ratio

Return per unit of downside risk

-0.39

-0.59

+0.20

Omega ratio

Gain probability vs. loss probability

0.96

0.93

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.67

-0.61

-0.06

Martin ratio

Return relative to average drawdown

-1.25

-0.77

-0.48

LTCN vs. SETH - Sharpe Ratio Comparison

The current LTCN Sharpe Ratio is -0.51, which is comparable to the SETH Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of LTCN and SETH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LTCNSETHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.62

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.51

+0.33

Correlation

The correlation between LTCN and SETH is -0.61. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LTCN vs. SETH - Dividend Comparison

LTCN has not paid dividends to shareholders, while SETH's dividend yield for the trailing twelve months is around 11.08%.


TTM202520242023
LTCN
Grayscale Litecoin Trust
0.00%0.00%0.00%0.00%
SETH
ProShares Short Ether Strategy ETF
11.08%7.01%3.44%0.38%

Drawdowns

LTCN vs. SETH - Drawdown Comparison

The maximum LTCN drawdown since its inception was -99.58%, which is greater than SETH's maximum drawdown of -80.74%. Use the drawdown chart below to compare losses from any high point for LTCN and SETH.


Loading graphics...

Drawdown Indicators


LTCNSETHDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-80.74%

-18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-65.17%

-75.02%

+9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-99.53%

Current Drawdown

Current decline from peak

-99.18%

-66.11%

-33.07%

Average Drawdown

Average peak-to-trough decline

-89.31%

-53.81%

-35.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.69%

58.90%

-24.21%

Volatility

LTCN vs. SETH - Volatility Comparison

The current volatility for Grayscale Litecoin Trust (LTCN) is 11.52%, while ProShares Short Ether Strategy ETF (SETH) has a volatility of 20.05%. This indicates that LTCN experiences smaller price fluctuations and is considered to be less risky than SETH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LTCNSETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

20.05%

-8.53%

Volatility (6M)

Calculated over the trailing 6-month period

54.46%

53.23%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

75.66%

76.10%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.23%

71.19%

+42.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

143.44%

71.19%

+72.25%