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

Performance

XLM-USD vs. LTC-USD - Performance Comparison

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

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
138.85%
8.34%
XLM-USD
LTC-USD

Returns By Period

In the year-to-date period, XLM-USD achieves a 104.14% return, which is significantly higher than LTC-USD's 26.47% return.


XLM-USD

YTD

104.14%

1M

176.72%

6M

141.34%

1Y

122.85%

5Y (annualized)

34.25%

10Y (annualized)

N/A

LTC-USD

YTD

26.47%

1M

31.24%

6M

8.34%

1Y

32.45%

5Y (annualized)

15.68%

10Y (annualized)

38.41%

Key characteristics


XLM-USDLTC-USD
Sharpe Ratio1.560.06
Sortino Ratio2.960.57
Omega Ratio1.311.06
Calmar Ratio0.830.01
Martin Ratio4.830.12
Ulcer Index28.65%32.32%
Daily Std Dev66.34%55.58%
Max Drawdown-96.27%-97.41%
Current Drawdown-70.63%-76.16%

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Correlation

-0.50.00.51.00.7

The correlation between XLM-USD and LTC-USD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

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


Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at 1.79, compared to the broader market-0.500.000.501.001.502.001.790.06
The chart of Sortino ratio for XLM-USD, currently valued at 3.19, compared to the broader market-1.000.001.002.003.003.190.57
The chart of Omega ratio for XLM-USD, currently valued at 1.34, compared to the broader market0.901.001.101.201.301.341.06
The chart of Calmar ratio for XLM-USD, currently valued at 0.98, compared to the broader market0.200.400.600.801.001.201.400.980.01
The chart of Martin ratio for XLM-USD, currently valued at 5.52, compared to the broader market0.002.004.006.008.0010.0012.005.520.12
XLM-USD
LTC-USD

The current XLM-USD Sharpe Ratio is 1.56, which is higher than the LTC-USD Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of XLM-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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.79
0.06
XLM-USD
LTC-USD

Drawdowns

XLM-USD vs. LTC-USD - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.27%, roughly equal to the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for XLM-USD and LTC-USD. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%JuneJulyAugustSeptemberOctoberNovember
-70.63%
-76.16%
XLM-USD
LTC-USD

Volatility

XLM-USD vs. LTC-USD - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 49.70% compared to Litecoin (LTC-USD) at 25.05%. 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.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
49.70%
25.05%
XLM-USD
LTC-USD