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MIOTA-USD vs. LTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


MIOTA-USDLTC-USD
YTD Return-59.81%-11.04%
1Y Return-16.21%-3.82%
3Y Return (Ann)-56.64%-28.26%
5Y Return (Ann)-16.79%-3.00%
Sharpe Ratio-0.83-0.15
Daily Std Dev78.97%51.91%
Max Drawdown-97.95%-97.41%
Current Drawdown-97.67%-83.23%

Correlation

-0.50.00.51.00.7

The correlation between MIOTA-USD and LTC-USD is 0.67, 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 -59.81% return, which is significantly lower than LTC-USD's -11.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%AprilMayJuneJulyAugustSeptember
-60.46%
-23.62%
MIOTA-USD
LTC-USD

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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.


MIOTA-USD
Sharpe ratio
The chart of Sharpe ratio for MIOTA-USD, currently valued at -0.83, compared to the broader market-1.00-0.500.000.501.001.50-0.83
Sortino ratio
The chart of Sortino ratio for MIOTA-USD, currently valued at -1.29, compared to the broader market-2.00-1.000.001.002.00-1.29
Omega ratio
The chart of Omega ratio for MIOTA-USD, currently valued at 0.88, compared to the broader market0.901.001.101.200.88
Calmar ratio
The chart of Calmar ratio for MIOTA-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.001.200.00
Martin ratio
The chart of Martin ratio for MIOTA-USD, currently valued at -1.40, compared to the broader market0.002.004.006.008.0010.00-1.40
LTC-USD
Sharpe ratio
The chart of Sharpe ratio for LTC-USD, currently valued at -0.15, compared to the broader market-1.00-0.500.000.501.001.50-0.15
Sortino ratio
The chart of Sortino ratio for LTC-USD, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.000.26
Omega ratio
The chart of Omega ratio for LTC-USD, currently valued at 1.03, compared to the broader market0.901.001.101.201.03
Calmar ratio
The chart of Calmar ratio for LTC-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.001.200.00
Martin ratio
The chart of Martin ratio for LTC-USD, currently valued at -0.38, compared to the broader market0.002.004.006.008.0010.00-0.38

MIOTA-USD vs. LTC-USD - Sharpe Ratio Comparison

The current MIOTA-USD Sharpe Ratio is -0.83, which is lower than the LTC-USD Sharpe Ratio of -0.15. The chart below compares the 12-month rolling Sharpe Ratio of MIOTA-USD and LTC-USD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.83
-0.15
MIOTA-USD
LTC-USD

Drawdowns

MIOTA-USD vs. LTC-USD - Drawdown Comparison

The maximum MIOTA-USD drawdown since its inception was -97.95%, 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.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%AprilMayJuneJulyAugustSeptember
-97.67%
-83.23%
MIOTA-USD
LTC-USD

Volatility

MIOTA-USD vs. LTC-USD - Volatility Comparison

IOTA (MIOTA-USD) has a higher volatility of 17.26% compared to Litecoin (LTC-USD) at 13.04%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%AprilMayJuneJulyAugustSeptember
17.26%
13.04%
MIOTA-USD
LTC-USD