XLM-USD vs. LTC-USD
XLM-USD (Stellar) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 10 years, XLM-USD returned 63.68%/yr vs 25.51%/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 3.24% return, which is significantly higher than LTC-USD's -39.14% return. Over the past 10 years, XLM-USD has outperformed LTC-USD with an annualized return of 63.68%, while LTC-USD has yielded a comparatively lower 25.51% annualized return.
XLM-USD
- 1D
- -6.81%
- 1M
- 31.58%
- YTD
- 3.24%
- 6M
- -19.68%
- 1Y
- -24.06%
- 3Y*
- 31.33%
- 5Y*
- -11.64%
- 10Y*
- 63.68%
LTC-USD
- 1D
- -0.44%
- 1M
- -15.03%
- YTD
- -39.14%
- 6M
- -45.59%
- 1Y
- -47.85%
- 3Y*
- -20.86%
- 5Y*
- -23.53%
- 10Y*
- 25.51%
XLM-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and LTC-USD is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2014 | 0.57 |
The correlation between XLM-USD and LTC-USD shifts across timeframes, from 0.57 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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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.
| XLM-USD | LTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | -0.75 | +0.47 |
Sortino ratioReturn per unit of downside risk | 0.14 | -0.95 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.90 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.74 | +0.41 |
Martin ratioReturn relative to average drawdown | -0.49 | -1.20 | +0.71 |
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
| XLM-USD | LTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | -0.75 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | -0.30 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.25 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.19 | +0.14 |
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% | -64.33% | -6.86% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -65.94% | -8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -84.45% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | -93.64% | -2.57% |
Current DrawdownCurrent decline from peak | -76.50% | -87.97% | +11.47% |
Average DrawdownAverage peak-to-trough decline | -72.13% | -75.63% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.44% | 45.62% | +3.82% |
Volatility
XLM-USD vs. LTC-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 43.26% compared to Litecoin (LTC-USD) at 12.34%. 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 | 43.26% | 12.34% | +30.92% |
Volatility (6M)Calculated over the trailing 6-month period | 59.38% | 35.87% | +23.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.60% | 53.08% | +17.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.98% | 64.70% | +10.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.83% | 85.62% | +27.21% |
Frequently Asked Questions
XLM-USD and LTC-USD have a correlation of 0.72, 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 (43.26%) compared to LTC-USD (12.34%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs LTC-USD's -97.59%.
XLM-USD currently has the higher Sharpe Ratio (-0.28 vs -0.75), 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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