SOL-USD vs. LTC-USD
SOL-USD (Solana) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, SOL-USD returned 17.52%/yr vs -20.68%/yr for LTC-USD. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
SOL-USD vs. LTC-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SOL-USD having a -43.82% return and LTC-USD slightly lower at -44.94%.
SOL-USD
- 1D
- -2.73%
- 1M
- -17.91%
- YTD
- -43.82%
- 6M
- -43.58%
- 1Y
- -51.64%
- 3Y*
- 61.34%
- 5Y*
- 17.52%
- 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%
SOL-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between SOL-USD and LTC-USD is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.55 |
Over the past year, SOL-USD and LTC-USD have become more correlated (0.77) than their long-term average of 0.55, meaning their price movements have been converging.
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Return for Risk
SOL-USD vs. LTC-USD — Risk / Return Rank
SOL-USD
LTC-USD
SOL-USD vs. LTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-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.
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.
| SOL-USD | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.89 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.74 | +0.05 |
| Martin ratioReturn relative to average drawdown | -1.08 | -1.18 | +0.10 |
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Drawdowns
SOL-USD vs. LTC-USD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for SOL-USD and LTC-USD.
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Drawdown Indicators
| SOL-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -97.59% | +1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -68.39% | -6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -69.81% | -6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -85.18% | -11.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -73.31% | -89.12% | +15.81% |
Average DrawdownAverage peak-to-trough decline | -51.52% | -75.67% | +24.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.23% | 42.39% | +5.84% |
Volatility
SOL-USD vs. LTC-USD - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 19.00% compared to Litecoin (LTC-USD) at 14.16%. This indicates that SOL-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.
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Volatility by Period
| SOL-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.00% | 14.16% | +4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 47.01% | 36.35% | +10.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.02% | 53.02% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.64% | 63.97% | +17.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.65% | 85.37% | +14.28% |
Frequently Asked Questions
SOL-USD and LTC-USD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (19.00%) compared to LTC-USD (14.16%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs LTC-USD's -97.59%.
SOL-USD currently has the higher Sharpe Ratio (-0.72 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.
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