QIWI vs. LTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about QIWI plc (QIWI) and Litecoin (LTC-USD).

Performance

QIWI vs. LTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QIWI plc (QIWI) and Litecoin (LTC-USD). The values are adjusted to include any dividend payments, if applicable.

QIWI vs. LTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QIWI QIWI plc	0.00%	0.00%	0.00%	0.00%	-28.95%	-13.21%	-42.92%	42.78%	-18.41%	41.15%
LTC-USD Litecoin	-29.55%	-25.56%	41.56%	3.88%	-52.04%	17.47%	202.70%	38.01%	-86.89%	5,110.32%

Returns By Period

QIWI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LTC-USD

• 1D: 0.30%
• 1M: -0.99%
• YTD: -29.55%
• 6M: -53.06%
• 1Y: -36.02%
• 3Y*: -16.49%
• 5Y*: -23.88%
• 10Y*: 32.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QIWI vs. LTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LTC-USD

LTC-USD Risk / Return Rank: 49
LTC-USD Sharpe Ratio Rank: 54
LTC-USD Sortino Ratio Rank: 55
LTC-USD Omega Ratio Rank: 49
LTC-USD Calmar Ratio Rank: 59
LTC-USD Martin Ratio Rank: 28

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.

QIWI vs. LTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QIWI plc (QIWI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	QIWI	LTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.52	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.28	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.21	—

Correlation

The correlation between QIWI and LTC-USD is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

Drawdown Indicators

	QIWI	LTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	—	-97.59%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-61.27%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-88.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-93.64%	—
Current Drawdown Current decline from peak	—	-86.08%	—
Average Drawdown Average peak-to-trough decline	—	-75.48%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	37.98%	—

Volatility

Volatility by Period

	QIWI	LTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	52.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	57.54%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	70.00%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	85.70%	—