TRX-USD vs. LTC-USD
TRX-USD (Tronix) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 5 years, TRX-USD returned 41.87%/yr vs -17.66%/yr for LTC-USD. A 0.57 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 13.57% return, which is significantly higher than LTC-USD's -41.24% return.
TRX-USD
- 1D
- -0.11%
- 1M
- 0.34%
- 6M
- 4.43%
- YTD
- 13.57%
- 1Y
- 2.22%
- 3Y*
- 59.32%
- 5Y*
- 41.87%
- 10Y*
- —
LTC-USD
- 1D
- 0.40%
- 1M
- 0.42%
- 6M
- -40.02%
- YTD
- -41.24%
- 1Y
- -55.65%
- 3Y*
- -21.04%
- 5Y*
- -17.66%
- 10Y*
- 26.94%
TRX-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and LTC-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
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 0.33 - well below their long-term average of 0.57, 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 | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.86 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | -0.81 | +0.89 |
| Martin ratioReturn relative to average drawdown | 0.14 | -1.21 | +1.35 |
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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% | -68.80% | +42.22% |
Max Drawdown (3Y)Largest decline over 3 years | -50.98% | -70.20% | +19.22% |
Max Drawdown (5Y)Largest decline over 5 years | -59.60% | -85.38% | +25.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -25.47% | -88.39% | +62.92% |
Average DrawdownAverage peak-to-trough decline | -62.07% | -75.74% | +13.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 46.27% | -38.24% |
Volatility
TRX-USD vs. LTC-USD - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 5.43%, while Litecoin (LTC-USD) has a volatility of 11.03%. 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 | 5.43% | 11.03% | -5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.56% | 35.45% | -17.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.51% | 52.62% | -29.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.07% | 63.79% | -6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.63% | 85.29% | +24.34% |
Frequently Asked Questions
TRX-USD and LTC-USD have a correlation of 0.33, 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 (11.03%) compared to TRX-USD (5.43%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs LTC-USD's -97.59%.
TRX-USD currently has the higher Sharpe Ratio (0.08 vs -0.88), 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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