TRX-USD vs. LTC-USD
TRX-USD (Tronix) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, TRX-USD returned 38.81%/yr vs -20.23%/yr for LTC-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
TRX-USD vs. LTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TRX-USD achieves a 13.87% return, which is significantly higher than LTC-USD's -46.60% return.
TRX-USD
- 1D
- -1.08%
- 1M
- -13.76%
- YTD
- 13.87%
- 6M
- 16.11%
- 1Y
- 18.41%
- 3Y*
- 63.69%
- 5Y*
- 38.81%
- 10Y*
- —
LTC-USD
- 1D
- -0.39%
- 1M
- -21.00%
- YTD
- -46.60%
- 6M
- -45.86%
- 1Y
- -51.65%
- 3Y*
- -22.26%
- 5Y*
- -20.23%
- 10Y*
- 25.82%
TRX-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and LTC-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.58 |
Over the past year, the correlation between TRX-USD and LTC-USD has dropped to 0.34 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
TRX-USD vs. LTC-USD — Risk / Return Rank
TRX-USD
LTC-USD
TRX-USD vs. LTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-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.
| TRX-USD | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.88 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.75 | +1.44 |
| Martin ratioReturn relative to average drawdown | 1.21 | -1.20 | +2.41 |
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Drawdowns
TRX-USD vs. LTC-USD - Drawdown Comparison
The maximum TRX-USD drawdown since its inception was -95.89%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for TRX-USD and LTC-USD.
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Drawdown Indicators
| TRX-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -97.59% | +1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -26.58% | -68.71% | +42.13% |
Max Drawdown (3Y)Largest decline over 3 years | -50.98% | -70.12% | +19.14% |
Max Drawdown (5Y)Largest decline over 5 years | -59.60% | -85.33% | +25.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -25.27% | -89.45% | +64.18% |
Average DrawdownAverage peak-to-trough decline | -62.33% | -75.67% | +13.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.54% | 42.75% | -33.21% |
Volatility
TRX-USD vs. LTC-USD - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 8.71%, while Litecoin (LTC-USD) has a volatility of 14.29%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky 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
| TRX-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 14.29% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 36.42% | -18.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.68% | 52.83% | -29.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.23% | 63.90% | -6.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.00% | 85.36% | +24.64% |
Frequently Asked Questions
TRX-USD and LTC-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTC-USD has higher volatility (14.29%) compared to TRX-USD (8.71%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs LTC-USD's -97.59%.
TRX-USD currently has the higher Sharpe Ratio (0.65 vs -0.81), 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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