MIOTA-USD vs. LTC-USD
Compare and contrast key facts about IOTA (MIOTA-USD) and Litecoin (LTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIOTA-USD or LTC-USD.
Key characteristics
MIOTA-USD | LTC-USD | |
---|---|---|
YTD Return | -60.92% | 0.01% |
1Y Return | -32.02% | -1.28% |
3Y Return (Ann) | -55.88% | -34.89% |
5Y Return (Ann) | -14.64% | 2.67% |
Sharpe Ratio | -0.95 | -0.29 |
Sortino Ratio | -1.77 | 0.03 |
Omega Ratio | 0.83 | 1.00 |
Calmar Ratio | 0.00 | 0.00 |
Martin Ratio | -1.33 | -0.63 |
Ulcer Index | 56.48% | 32.07% |
Daily Std Dev | 80.66% | 53.14% |
Max Drawdown | -98.08% | -97.41% |
Current Drawdown | -97.74% | -81.15% |
Correlation
The correlation between MIOTA-USD and LTC-USD is 0.66, 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.
Performance
MIOTA-USD vs. LTC-USD - Performance Comparison
In the year-to-date period, MIOTA-USD achieves a -60.92% return, which is significantly lower than LTC-USD's 0.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MIOTA-USD vs. LTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IOTA (MIOTA-USD) 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.
Drawdowns
MIOTA-USD vs. LTC-USD - Drawdown Comparison
The maximum MIOTA-USD drawdown since its inception was -98.08%, roughly equal to the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for MIOTA-USD and LTC-USD. For additional features, visit the drawdowns tool.
Volatility
MIOTA-USD vs. LTC-USD - Volatility Comparison
IOTA (MIOTA-USD) has a higher volatility of 19.53% compared to Litecoin (LTC-USD) at 16.40%. This indicates that MIOTA-USD'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.