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LTCN vs. VEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTCN vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Litecoin Trust (LTCN) and Vanguard FTSE Developed Markets ETF (VEA). 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 -43.96% return, which is significantly lower than VEA's 12.02% return.


LTCN

1D
4.81%
1M
-24.48%
YTD
-43.96%
6M
-51.98%
1Y
-52.19%
3Y*
-6.26%
5Y*
-56.75%
10Y*

VEA

1D
1.00%
1M
-1.37%
YTD
12.02%
6M
14.95%
1Y
28.06%
3Y*
18.65%
5Y*
9.09%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTCN vs. VEA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTCN
Grayscale Litecoin Trust
-43.96%-54.37%-18.79%650.00%-77.17%-96.84%731.43%
VEA
Vanguard FTSE Developed Markets ETF
12.02%35.16%3.15%17.93%-15.34%11.66%14.03%

Correlation

The correlation between LTCN and VEA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.25

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

0.32

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

0.30

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Return for Risk

LTCN vs. VEA — 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

VEA
VEA Risk / Return Rank: 5656
Overall Rank
VEA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 5555
Sortino Ratio Rank
VEA Omega Ratio Rank: 5757
Omega Ratio Rank
VEA Calmar Ratio Rank: 5454
Calmar Ratio Rank
VEA Martin Ratio Rank: 5858
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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Litecoin Trust (LTCN) and Vanguard FTSE Developed Markets ETF (VEA). 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.


LTCNVEADifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.41

Omega ratioGain probability vs. loss probability

0.89

1.32

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.73

2.42

-3.15

Martin ratioReturn relative to average drawdown

-1.20

9.39

-10.58

LTCN vs. VEA - Sharpe Ratio Comparison

The current LTCN Sharpe Ratio is -0.75, which is lower than the VEA Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LTCN and VEA, 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


LTCNVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

1.75

-2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.55

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.24

-0.44

Drawdowns

LTCN vs. VEA - Drawdown Comparison

The maximum LTCN drawdown since its inception was -99.58%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for LTCN and VEA.


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Drawdown Indicators


LTCNVEADifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-60.68%

-38.90%

Max Drawdown (1Y)

Largest decline over 1 year

-71.62%

-11.63%

-59.99%

Max Drawdown (3Y)

Largest decline over 3 years

-93.36%

-13.45%

-79.91%

Max Drawdown (5Y)

Largest decline over 5 years

-98.89%

-29.71%

-69.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-99.35%

-3.40%

-95.95%

Average Drawdown

Average peak-to-trough decline

-89.63%

-13.29%

-76.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.63%

3.00%

+40.63%

Volatility

LTCN vs. VEA - Volatility Comparison

Grayscale Litecoin Trust (LTCN) has a higher volatility of 14.56% compared to Vanguard FTSE Developed Markets ETF (VEA) at 6.03%. This indicates that LTCN's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTCNVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.56%

6.03%

+8.53%

Volatility (6M)

Calculated over the trailing 6-month period

41.57%

13.91%

+27.66%

Volatility (1Y)

Calculated over the trailing 1-year period

70.10%

16.15%

+53.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.33%

16.63%

+89.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.32%

17.40%

+123.92%

LTCN vs. VEA - Expense Ratio Comparison

LTCN has a 2.50% expense ratio, which is higher than VEA's 0.03% expense ratio.


Dividends

LTCN vs. VEA - Dividend Comparison

LTCN has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.69%.


PositionTTM20252024202320222021202020192018201720162015
LTCN
Grayscale Litecoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.69%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


LTCN and VEA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTCN has higher volatility (14.56%) compared to VEA (6.03%). In terms of maximum drawdown, LTCN dropped -99.58% vs VEA's -60.68%.

On 5-year performance, VEA leads with 9.09% vs -56.75% for LTCN. On fees, VEA is cheaper at 0.03% per year. On volatility, VEA has been the lower-risk option at 6.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VEA has performed better with a 9.09% return vs -56.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEA is cheaper with a 0.03% expense ratio, compared with 2.50% for LTCN.

VEA has the higher dividend yield at 2.69%, compared with 0.00% for LTCN.

LTCN is categorized as Cryptocurrency, while VEA is Foreign Large Cap Equities. LTCN tracks CoinDesk Litecoin Price Index, while VEA tracks FTSE Developed All Cap ex US Index. They also come from different issuers: Grayscale and Vanguard. Their fees differ too: 2.50% for LTCN and 0.03% for VEA.

VEA currently has the higher Sharpe Ratio (1.75 vs -0.75), 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

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