XMR-USD vs. LTC-USD
XMR-USD (Monero) and LTC-USD (Litecoin) are both cryptocurrencies. Over the past 10 years, XMR-USD returned 77.53%/yr vs 24.84%/yr for LTC-USD. At a 0.49 correlation, their price movements are largely independent.
Performance
XMR-USD vs. LTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XMR-USD achieves a -28.16% return, which is significantly higher than LTC-USD's -42.85% return. Over the past 10 years, XMR-USD has outperformed LTC-USD with an annualized return of 77.53%, while LTC-USD has yielded a comparatively lower 24.84% annualized return.
XMR-USD
- 1D
- -16.60%
- 1M
- -25.14%
- YTD
- -28.16%
- 6M
- -21.98%
- 1Y
- -1.73%
- 3Y*
- 28.39%
- 5Y*
- 2.71%
- 10Y*
- 77.53%
LTC-USD
- 1D
- -3.84%
- 1M
- -22.72%
- YTD
- -42.85%
- 6M
- -45.47%
- 1Y
- -47.57%
- 3Y*
- -21.58%
- 5Y*
- -24.30%
- 10Y*
- 24.84%
XMR-USD vs. LTC-USD - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and LTC-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 21, 2014 | 0.49 |
The correlation between XMR-USD and LTC-USD shifts across timeframes, from 0.36 (3 years) to 0.56 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XMR-USD vs. LTC-USD — Risk / Return Rank
XMR-USD
LTC-USD
XMR-USD vs. LTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-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.
| XMR-USD | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.90 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.72 | +0.69 |
| Martin ratioReturn relative to average drawdown | -0.06 | -1.18 | +1.13 |
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
| XMR-USD | LTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | -0.74 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | -0.31 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.24 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.19 | +0.28 |
Drawdowns
XMR-USD vs. LTC-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, roughly equal to the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for XMR-USD and LTC-USD.
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Drawdown Indicators
| XMR-USD | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -97.59% | +1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -66.51% | +7.54% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -68.02% | +9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -84.45% | +17.17% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | -93.64% | +0.55% |
Current DrawdownCurrent decline from peak | -56.25% | -88.71% | +32.46% |
Average DrawdownAverage peak-to-trough decline | -62.54% | -75.63% | +13.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.23% | 45.97% | -9.74% |
Volatility
XMR-USD vs. LTC-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 30.62% compared to Litecoin (LTC-USD) at 12.66%. This indicates that XMR-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
| XMR-USD | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.62% | 12.66% | +17.96% |
Volatility (6M)Calculated over the trailing 6-month period | 67.41% | 35.95% | +31.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.17% | 53.23% | +13.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.16% | 64.65% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.79% | 85.62% | +2.17% |
Frequently Asked Questions
XMR-USD and LTC-USD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (30.62%) compared to LTC-USD (12.66%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs LTC-USD's -97.59%.
XMR-USD currently has the higher Sharpe Ratio (-0.02 vs -0.74), 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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