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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 30.88% return, which is significantly higher than LTC-USD's -38.43% return.


RSI

1D
0.16%
1M
-10.24%
YTD
30.88%
6M
36.21%
1Y
102.63%
3Y*
99.56%
5Y*
13.91%
10Y*

LTC-USD

1D
-6.84%
1M
-14.58%
YTD
-38.43%
6M
-42.97%
1Y
-47.27%
3Y*
-21.06%
5Y*
-24.58%
10Y*
25.67%
*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.
30.88%41.62%205.57%25.07%-78.24%-23.79%125.05%
LTC-USD
Litecoin
-38.43%-25.56%41.56%3.88%-52.04%17.47%189.33%

Correlation

The correlation between RSI and LTC-USD is 0.10, 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

0.10

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

0.15

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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.18

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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: 8585
Overall Rank
RSI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RSI Sortino Ratio Rank: 8686
Sortino Ratio Rank
RSI Omega Ratio Rank: 8686
Omega Ratio Rank
RSI Calmar Ratio Rank: 8484
Calmar Ratio Rank
RSI Martin Ratio Rank: 8383
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 3636
Overall Rank
LTC-USD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 4242
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 2222
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.


RSILTC-USDDifference

Sharpe ratio

Return per unit of total volatility

2.01

-0.74

+2.75

Sortino ratio

Return per unit of downside risk

2.87

-0.93

+3.80

Omega ratio

Gain probability vs. loss probability

1.38

0.90

+0.48

Calmar ratio

Return relative to maximum drawdown

3.41

-1.10

+4.51

Martin ratio

Return relative to average drawdown

7.85

-1.52

+9.37

RSI vs. LTC-USD - Sharpe Ratio Comparison

The current RSI Sharpe Ratio is 2.01, which is higher than the LTC-USD Sharpe Ratio of -0.74. 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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Sharpe Ratios by Period


RSILTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

-0.74

+2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.32

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.19

+0.09

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%

-63.92%

+34.45%

Max Drawdown (3Y)

Largest decline over 3 years

-42.04%

-65.54%

+23.50%

Max Drawdown (5Y)

Largest decline over 5 years

-86.88%

-84.45%

-2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-12.82%

-87.83%

+75.01%

Average Drawdown

Average peak-to-trough decline

-50.49%

-75.63%

+25.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.79%

45.44%

-32.65%

Volatility

RSI vs. LTC-USD - Volatility Comparison

The current volatility for Rush Street Interactive, Inc. (RSI) is 11.30%, while Litecoin (LTC-USD) has a volatility of 11.92%. This indicates that RSI experiences smaller price fluctuations and is considered to be less risky than LTC-USD based on this measure. 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

11.30%

11.92%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

32.03%

35.94%

-3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

51.39%

53.03%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.95%

64.70%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.68%

85.61%

-24.93%

Frequently Asked Questions


RSI and LTC-USD have a correlation of 0.10, 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 (11.92%) compared to RSI (11.30%). In terms of maximum drawdown, RSI dropped -88.92% vs LTC-USD's -97.59%.

RSI currently has the higher Sharpe Ratio (2.01 vs -0.74), 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.

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