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TRX-USD vs. LTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TRX-USD and LTC-USD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

TRX-USD vs. LTC-USD - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
10,648.68%
35.53%
TRX-USD
LTC-USD

Key characteristics

Sharpe Ratio

TRX-USD:

1.15

LTC-USD:

0.52

Sortino Ratio

TRX-USD:

3.21

LTC-USD:

1.25

Omega Ratio

TRX-USD:

1.41

LTC-USD:

1.14

Calmar Ratio

TRX-USD:

1.62

LTC-USD:

0.20

Martin Ratio

TRX-USD:

4.55

LTC-USD:

2.15

Ulcer Index

TRX-USD:

32.33%

LTC-USD:

20.66%

Daily Std Dev

TRX-USD:

89.53%

LTC-USD:

65.02%

Max Drawdown

TRX-USD:

-96.01%

LTC-USD:

-97.41%

Current Drawdown

TRX-USD:

-40.86%

LTC-USD:

-77.45%

Returns By Period

In the year-to-date period, TRX-USD achieves a -0.89% return, which is significantly higher than LTC-USD's -15.49% return.


TRX-USD

YTD

-0.89%

1M

8.45%

6M

53.75%

1Y

110.35%

5Y*

74.95%

10Y*

N/A

LTC-USD

YTD

-15.49%

1M

-0.33%

6M

22.55%

1Y

3.84%

5Y*

13.61%

10Y*

50.74%

*Annualized

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Risk-Adjusted Performance

TRX-USD vs. LTC-USD — Risk-Adjusted Performance Rank

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

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 9191
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 8787
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 7171
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRX-USD vs. LTC-USD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TRX-USD, currently valued at 1.15, compared to the broader market0.001.002.003.004.00
TRX-USD: 1.15
LTC-USD: 0.52
The chart of Sortino ratio for TRX-USD, currently valued at 3.21, compared to the broader market0.001.002.003.004.00
TRX-USD: 3.21
LTC-USD: 1.25
The chart of Omega ratio for TRX-USD, currently valued at 1.41, compared to the broader market1.001.101.201.301.40
TRX-USD: 1.41
LTC-USD: 1.14
The chart of Calmar ratio for TRX-USD, currently valued at 1.62, compared to the broader market1.002.003.004.00
TRX-USD: 1.62
LTC-USD: 0.20
The chart of Martin ratio for TRX-USD, currently valued at 4.55, compared to the broader market0.005.0010.0015.0020.0025.00
TRX-USD: 4.55
LTC-USD: 2.15

The current TRX-USD Sharpe Ratio is 1.15, which is higher than the LTC-USD Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of TRX-USD and LTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.15
0.52
TRX-USD
LTC-USD

Drawdowns

TRX-USD vs. LTC-USD - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -96.01%, roughly equal to the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for TRX-USD and LTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.86%
-77.45%
TRX-USD
LTC-USD

Volatility

TRX-USD vs. LTC-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 10.06%, while Litecoin (LTC-USD) has a volatility of 23.45%. 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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
10.06%
23.45%
TRX-USD
LTC-USD