MIOTA-USD vs. LTC-USD

In the year-to-date period, MIOTA-USD achieves a -1.83% return, which is significantly lower than LTC-USD's 39.24% return.

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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.

The current MIOTA-USD Sharpe Ratio is 0.22, which is lower than the LTC-USD Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MIOTA-USD and LTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

IOTA (MIOTA-USD) has a higher volatility of 51.45% compared to Litecoin (LTC-USD) at 37.86%. 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.