SOL-USD vs. LTC-USD
SOL-USD (Solana) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, SOL-USD returned 19.17%/yr vs -19.69%/yr for LTC-USD. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
SOL-USD vs. LTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SOL-USD achieves a -39.45% return, which is significantly higher than LTC-USD's -42.97% return.
SOL-USD
- 1D
- -1.98%
- 1M
- 9.38%
- 6M
- -45.80%
- YTD
- -39.45%
- 1Y
- -53.26%
- 3Y*
- 41.32%
- 5Y*
- 19.17%
- 10Y*
- —
LTC-USD
- 1D
- -0.50%
- 1M
- -1.26%
- 6M
- -42.45%
- YTD
- -42.97%
- 1Y
- -53.78%
- 3Y*
- -22.82%
- 5Y*
- -19.69%
- 10Y*
- 26.53%
SOL-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between SOL-USD and LTC-USD is 0.76, 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 | 0.76 |
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 (0.76) than their long-term average of 0.55, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.87 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.78 | +0.07 |
| Martin ratioReturn relative to average drawdown | -1.05 | -1.18 | +0.13 |
Loading charts...
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.
Loading charts...
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% | -68.80% | -6.09% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -70.20% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -85.38% | -10.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -71.24% | -88.73% | +17.49% |
Average DrawdownAverage peak-to-trough decline | -51.69% | -75.73% | +24.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.68% | 45.66% | -2.98% |
Volatility
SOL-USD vs. LTC-USD - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 15.11% compared to Litecoin (LTC-USD) at 10.54%. 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.
Loading charts...
Volatility by Period
| SOL-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.11% | 10.54% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 47.74% | 36.03% | +11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.43% | 52.54% | +6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.36% | 63.80% | +17.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.29% | 85.28% | +14.01% |
Frequently Asked Questions
SOL-USD and LTC-USD have a correlation of 0.76, 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 (15.11%) compared to LTC-USD (10.54%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs LTC-USD's -97.59%.
SOL-USD currently has the higher Sharpe Ratio (-0.74 vs -0.85), 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.
Find the right allocation for SOL-USD 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.
Open Portfolio Optimizer