SOL-USD vs. LTC-USD
SOL-USD (Solana) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, SOL-USD returned 13.61%/yr vs -24.58%/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 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%
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 | 0.60 |
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
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.
| SOL-USD | LTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.73 | -0.74 | +0.01 |
Sortino ratioReturn per unit of downside risk | -0.94 | -0.93 | -0.01 |
Omega ratioGain probability vs. loss probability | 0.91 | 0.90 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | -1.15 | -1.10 | -0.04 |
Martin ratioReturn relative to average drawdown | -1.52 | -1.52 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOL-USD | LTC-USD | Difference | |
|---|---|---|---|
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-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -71.49% | -87.83% | +16.34% |
Average DrawdownAverage peak-to-trough decline | -51.33% | -75.63% | +24.30% |
Ulcer IndexDepth 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-USD | LTC-USD | Difference | |
|---|---|---|---|
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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