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

Correlation

The correlation between XLM-USD and LTC-USD is 0.66, 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.


-0.50.00.51.00.7

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%500.00%1,000.00%OctoberNovemberDecember2025FebruaryMarch
680.69%
93.36%
XLM-USD
LTC-USD

Key characteristics

Sharpe Ratio

XLM-USD:

3.88

LTC-USD:

1.31

Sortino Ratio

XLM-USD:

4.53

LTC-USD:

1.96

Omega Ratio

XLM-USD:

1.47

LTC-USD:

1.21

Calmar Ratio

XLM-USD:

4.00

LTC-USD:

0.65

Martin Ratio

XLM-USD:

22.98

LTC-USD:

7.84

Ulcer Index

XLM-USD:

21.62%

LTC-USD:

13.98%

Daily Std Dev

XLM-USD:

93.82%

LTC-USD:

69.33%

Max Drawdown

XLM-USD:

-96.27%

LTC-USD:

-97.41%

Current Drawdown

XLM-USD:

-65.20%

LTC-USD:

-67.83%

Returns By Period

In the year-to-date period, XLM-USD achieves a -5.97% return, which is significantly lower than LTC-USD's 20.57% return.


XLM-USD

YTD

-5.97%

1M

-27.48%

6M

236.93%

1Y

145.27%

5Y*

39.42%

10Y*

N/A

LTC-USD

YTD

20.57%

1M

-4.34%

6M

91.01%

1Y

46.06%

5Y*

15.18%

10Y*

51.66%

*Annualized

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Risk-Adjusted Performance

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

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

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9797
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9696
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 8484
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 8080
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8888
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.

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 3.88, compared to the broader market0.001.002.003.004.005.003.881.31
The chart of Sortino ratio for XLM-USD, currently valued at 4.53, compared to the broader market-1.000.001.002.003.004.004.531.96
The chart of Omega ratio for XLM-USD, currently valued at 1.47, compared to the broader market0.901.001.101.201.301.401.501.471.21
The chart of Calmar ratio for XLM-USD, currently valued at 4.00, compared to the broader market1.002.003.004.005.004.000.65
The chart of Martin ratio for XLM-USD, currently valued at 22.98, compared to the broader market0.0010.0020.0030.0040.0022.987.84
XLM-USD
LTC-USD

The current XLM-USD Sharpe Ratio is 3.88, which is higher than the LTC-USD Sharpe Ratio of 1.31. 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 Ratio0.002.004.006.00OctoberNovemberDecember2025FebruaryMarch
3.88
1.31
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%-80.00%-70.00%-60.00%-50.00%-40.00%OctoberNovemberDecember2025FebruaryMarch
-65.20%
-67.83%
XLM-USD
LTC-USD

Volatility

XLM-USD vs. LTC-USD - Volatility Comparison

The current volatility for Stellar (XLM-USD) is 25.23%, while Litecoin (LTC-USD) has a volatility of 27.48%. This indicates that XLM-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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2025FebruaryMarch
25.23%
27.48%
XLM-USD
LTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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