RUBUSD=X vs. LTC
RUBUSD=X (RUB/USD) is a currency, while LTC (LTC Properties, Inc.) is a stock. Over the past 10 years, RUBUSD=X returned -1.98%/yr vs 2.82%/yr for LTC. At a 0.13 correlation, their price movements are largely independent.
Performance
RUBUSD=X vs. LTC - Performance Comparison
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Returns By Period
In the year-to-date period, RUBUSD=X achieves a 2.86% return, which is significantly lower than LTC's 16.49% return. Over the past 10 years, RUBUSD=X has underperformed LTC with an annualized return of -1.98%, while LTC has yielded a comparatively higher 2.82% annualized return.
RUBUSD=X
- 1D
- -0.32%
- 1M
- -5.64%
- 6M
- 2.79%
- YTD
- 2.86%
- 1Y
- 1.56%
- 3Y*
- 5.49%
- 5Y*
- -0.63%
- 10Y*
- -1.98%
LTC
- 1D
- -0.72%
- 1M
- 6.07%
- 6M
- 12.88%
- YTD
- 16.49%
- 1Y
- 17.14%
- 3Y*
- 11.70%
- 5Y*
- 6.59%
- 10Y*
- 2.82%
RUBUSD=X vs. LTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RUBUSD=X RUB/USD | 2.86% | 39.10% | -18.63% | -17.52% | 1.88% | -1.48% | -16.36% | 11.83% | -16.60% | 6.18% |
LTC LTC Properties, Inc. | 16.49% | 6.17% | 14.94% | -3.25% | 10.52% | -6.77% | -7.56% | 12.79% | 1.12% | -2.74% |
Correlation
The correlation between RUBUSD=X and LTC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2007 | 0.13 |
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Return for Risk
RUBUSD=X vs. LTC — Risk / Return Rank
RUBUSD=X
LTC
RUBUSD=X vs. LTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=X) and LTC Properties, Inc. (LTC). 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.
| RUBUSD=X | LTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.50 | -1.40 |
| Martin ratioReturn relative to average drawdown | 0.28 | 4.43 | -4.14 |
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Drawdowns
RUBUSD=X vs. LTC - Drawdown Comparison
The maximum RUBUSD=X drawdown since its inception was -83.48%, roughly equal to the maximum LTC drawdown of -80.13%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and LTC.
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Drawdown Indicators
| RUBUSD=X | LTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.48% | -80.13% | -3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -12.32% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -26.61% | -14.50% | -12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -53.91% | -27.80% | -26.11% |
Max Drawdown (10Y)Largest decline over 10 years | -60.21% | -51.41% | -8.80% |
Current DrawdownCurrent decline from peak | -69.95% | -1.75% | -68.20% |
Average DrawdownAverage peak-to-trough decline | -50.18% | -15.94% | -34.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 4.16% | +0.11% |
Volatility
RUBUSD=X vs. LTC - Volatility Comparison
RUB/USD (RUBUSD=X) has a higher volatility of 5.79% compared to LTC Properties, Inc. (LTC) at 5.33%. This indicates that RUBUSD=X's price experiences larger fluctuations and is considered to be riskier than LTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RUBUSD=X | LTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 5.33% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 15.20% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 18.56% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.76% | 20.93% | +18.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.96% | 27.12% | +2.84% |
Frequently Asked Questions
RUBUSD=X and LTC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RUBUSD=X has higher volatility (5.79%) compared to LTC (5.33%). In terms of maximum drawdown, RUBUSD=X dropped -83.48% vs LTC's -80.13%.
LTC currently has the higher Sharpe Ratio (1.00 vs 0.08), 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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