XLM-USD vs. LTC-USD
XLM-USD (Stellar) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 10 years, XLM-USD returned 57.08%/yr vs 26.53%/yr for LTC-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. LTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -9.88% return, which is significantly higher than LTC-USD's -42.97% return. Over the past 10 years, XLM-USD has outperformed LTC-USD with an annualized return of 57.08%, while LTC-USD has yielded a comparatively lower 26.53% annualized return.
XLM-USD
- 1D
- -2.92%
- 1M
- -3.26%
- 6M
- -17.43%
- YTD
- -9.88%
- 1Y
- -61.58%
- 3Y*
- 10.26%
- 5Y*
- -5.50%
- 10Y*
- 57.08%
LTC-USD
- 1D
- -0.50%
- 1M
- -1.26%
- 6M
- -42.45%
- YTD
- -42.97%
- 1Y
- -53.78%
- 3Y*
- -22.82%
- 5Y*
- -19.69%
- 10Y*
- 26.53%
XLM-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and LTC-USD is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.57 |
The correlation between XLM-USD and LTC-USD has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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Return for Risk
XLM-USD vs. LTC-USD — Risk / Return Rank
XLM-USD
LTC-USD
XLM-USD vs. LTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-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.
| XLM-USD | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.87 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.78 | -0.08 |
| Martin ratioReturn relative to average drawdown | -1.17 | -1.18 | +0.01 |
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Drawdowns
XLM-USD vs. LTC-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for XLM-USD and LTC-USD.
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Drawdown Indicators
| XLM-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -97.59% | +1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -68.80% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -70.20% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -85.38% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | -93.64% | -2.57% |
Current DrawdownCurrent decline from peak | -79.49% | -88.73% | +9.24% |
Average DrawdownAverage peak-to-trough decline | -72.18% | -75.73% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.26% | 45.66% | -8.40% |
Volatility
XLM-USD vs. LTC-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 21.90% compared to Litecoin (LTC-USD) at 10.54%. This indicates that XLM-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
| XLM-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.90% | 10.54% | +11.36% |
Volatility (6M)Calculated over the trailing 6-month period | 60.57% | 36.03% | +24.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.81% | 52.54% | +16.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 63.80% | +10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.20% | 85.28% | +26.92% |
Frequently Asked Questions
XLM-USD and LTC-USD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (21.90%) compared to LTC-USD (10.54%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs LTC-USD's -97.59%.
XLM-USD currently has the higher Sharpe Ratio (-0.77 vs -0.85), 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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