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RSI vs. LTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

RSI vs. LTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, RSI achieves a 51.88% return, which is significantly higher than LTC-USD's -44.94% return.


RSI

1D
-3.31%
1M
9.05%
YTD
51.88%
6M
53.30%
1Y
108.40%
3Y*
114.03%
5Y*
18.37%
10Y*

LTC-USD

1D
-5.10%
1M
-19.78%
YTD
-44.94%
6M
-45.09%
1Y
-50.27%
3Y*
-22.22%
5Y*
-20.68%
10Y*
25.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSI vs. LTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RSI
Rush Street Interactive, Inc.
51.88%41.62%205.57%25.07%-78.24%-23.79%125.05%
LTC-USD
Litecoin
-44.94%-25.56%41.56%3.88%-52.04%17.47%197.06%

Correlation

The correlation between RSI and LTC-USD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.15

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2020

0.18

The correlation between RSI and LTC-USD shifts across timeframes, from 0.08 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RSI vs. LTC-USD — Risk / Return Rank

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

RSI
RSI Risk / Return Rank: 8888
Overall Rank
RSI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RSI Sortino Ratio Rank: 8989
Sortino Ratio Rank
RSI Omega Ratio Rank: 8888
Omega Ratio Rank
RSI Calmar Ratio Rank: 8787
Calmar Ratio Rank
RSI Martin Ratio Rank: 8585
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 3737
Overall Rank
LTC-USD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 3535
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rush Street Interactive, Inc. (RSI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSILTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.89

Sortino ratioReturn per unit of downside risk

+4.02

Omega ratioGain probability vs. loss probability

1.39

0.89

+0.50

Calmar ratioReturn relative to maximum drawdown

3.70

-0.74

+4.43

Martin ratioReturn relative to average drawdown

8.45

-1.18

+9.63

RSI vs. LTC-USD - Sharpe Ratio Comparison

The current RSI Sharpe Ratio is 2.10, which is higher than the LTC-USD Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of RSI and LTC-USD, 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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Drawdowns

RSI vs. LTC-USD - Drawdown Comparison

The maximum RSI drawdown since its inception was -88.92%, smaller than the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for RSI and LTC-USD.


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Drawdown Indicators


RSILTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-88.92%

-97.59%

+8.67%

Max Drawdown (1Y)

Largest decline over 1 year

-29.47%

-68.39%

+38.92%

Max Drawdown (3Y)

Largest decline over 3 years

-42.04%

-69.81%

+27.77%

Max Drawdown (5Y)

Largest decline over 5 years

-86.88%

-85.18%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-3.31%

-89.12%

+85.81%

Average Drawdown

Average peak-to-trough decline

-50.04%

-75.67%

+25.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.88%

42.39%

-29.51%

Volatility

RSI vs. LTC-USD - Volatility Comparison

Rush Street Interactive, Inc. (RSI) and Litecoin (LTC-USD) have volatilities of 13.52% and 14.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSILTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.52%

14.16%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

32.94%

36.35%

-3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

51.92%

53.02%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.04%

63.97%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.56%

85.37%

-24.81%

Frequently Asked Questions


RSI and LTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTC-USD has higher volatility (14.16%) compared to RSI (13.52%). In terms of maximum drawdown, RSI dropped -88.92% vs LTC-USD's -97.59%.

RSI currently has the higher Sharpe Ratio (2.10 vs -0.79), 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

Find the right allocation for RSI and LTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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