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

Performance

SOL-USD vs. LTC-USD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SOL-USD having a -39.98% return and LTC-USD slightly higher at -38.43%.


SOL-USD

1D
-7.96%
1M
-10.98%
YTD
-39.98%
6M
-46.14%
1Y
-52.39%
3Y*
52.17%
5Y*
13.61%
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)

SOL-USD vs. LTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-39.98%-34.09%85.68%919.96%-94.13%11,143.63%58.87%
LTC-USD
Litecoin
-38.43%-25.56%41.56%3.88%-52.04%17.47%193.70%

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

0.60

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

0.63

Correlation (All Time)
Calculated using the full available price history since Apr 11, 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

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

SOL-USD
SOL-USD Risk / Return Rank: 3232
Overall Rank
SOL-USD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 1515
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 2121
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.

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.


SOL-USDLTC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.73

-0.74

+0.01

Sortino ratio

Return per unit of downside risk

-0.94

-0.93

-0.01

Omega ratio

Gain probability vs. loss probability

0.91

0.90

+0.01

Calmar ratio

Return relative to maximum drawdown

-1.15

-1.10

-0.04

Martin ratio

Return relative to average drawdown

-1.52

-1.52

0.00

SOL-USD vs. LTC-USD - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.73, which is comparable to the LTC-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of SOL-USD 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


SOL-USDLTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

-0.74

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.32

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.19

+0.67

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-USDLTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-97.59%

+1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-69.83%

-63.92%

-5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-71.49%

-65.54%

-5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-84.45%

-11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-93.64%

Current Drawdown

Current decline from peak

-71.49%

-87.83%

+16.34%

Average Drawdown

Average peak-to-trough decline

-51.33%

-75.63%

+24.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.35%

45.44%

+5.91%

Volatility

SOL-USD vs. LTC-USD - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 14.01% compared to Litecoin (LTC-USD) at 11.92%. 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-USDLTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.01%

11.92%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

45.50%

35.94%

+9.56%

Volatility (1Y)

Calculated over the trailing 1-year period

59.61%

53.03%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.79%

64.70%

+18.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.86%

85.61%

+14.25%

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 (14.01%) compared to LTC-USD (11.92%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs LTC-USD's -97.59%.

SOL-USD currently has the higher Sharpe Ratio (-0.73 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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