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

Correlation

The correlation between XMR-USD and LTC-USD is 0.62, 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.


-0.50.00.51.00.6

Performance

XMR-USD vs. LTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
23.58%
52.88%
XMR-USD
LTC-USD

Key characteristics

Sharpe Ratio

XMR-USD:

1.53

LTC-USD:

0.80

Sortino Ratio

XMR-USD:

2.03

LTC-USD:

1.47

Omega Ratio

XMR-USD:

1.24

LTC-USD:

1.16

Calmar Ratio

XMR-USD:

0.62

LTC-USD:

0.27

Martin Ratio

XMR-USD:

9.34

LTC-USD:

2.93

Ulcer Index

XMR-USD:

10.40%

LTC-USD:

19.42%

Daily Std Dev

XMR-USD:

62.57%

LTC-USD:

62.60%

Max Drawdown

XMR-USD:

-92.96%

LTC-USD:

-97.41%

Current Drawdown

XMR-USD:

-59.36%

LTC-USD:

-72.42%

Returns By Period

In the year-to-date period, XMR-USD achieves a 19.08% return, which is significantly lower than LTC-USD's 46.35% return.


XMR-USD

YTD

19.08%

1M

22.29%

6M

17.85%

1Y

11.12%

5Y*

32.95%

10Y*

N/A

LTC-USD

YTD

46.35%

1M

7.19%

6M

52.87%

1Y

49.68%

5Y*

21.44%

10Y*

43.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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


Sharpe ratio
The chart of Sharpe ratio for XMR-USD, currently valued at 1.54, compared to the broader market0.002.004.006.001.540.80
The chart of Sortino ratio for XMR-USD, currently valued at 2.04, compared to the broader market-1.000.001.002.003.004.005.002.041.47
The chart of Omega ratio for XMR-USD, currently valued at 1.25, compared to the broader market1.001.201.401.251.16
The chart of Calmar ratio for XMR-USD, currently valued at 0.62, compared to the broader market1.002.003.004.005.006.000.620.27
The chart of Martin ratio for XMR-USD, currently valued at 9.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.009.222.93
XMR-USD
LTC-USD

The current XMR-USD Sharpe Ratio is 1.53, which is higher than the LTC-USD Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of XMR-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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.54
0.80
XMR-USD
LTC-USD

Drawdowns

XMR-USD vs. LTC-USD - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -92.96%, roughly equal to the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for XMR-USD and LTC-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-59.36%
-72.42%
XMR-USD
LTC-USD

Volatility

XMR-USD vs. LTC-USD - Volatility Comparison

Monero (XMR-USD) and Litecoin (LTC-USD) have volatilities of 35.84% and 37.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
35.84%
37.08%
XMR-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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