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XMR-USD vs. LTC-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMR-USD vs. LTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMR-USD
Monero
-28.16%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%
LTC-USD
Litecoin
-42.85%-25.56%41.56%3.88%-52.04%17.47%202.70%38.01%-86.89%5,110.32%

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

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

XMR-USD
XMR-USD Risk / Return Rank: 8787
Overall Rank
XMR-USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8686
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 8888
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 8888
Martin Ratio Rank

LTC-USD
LTC-USD Risk / Return Rank: 4848
Overall Rank
LTC-USD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LTC-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
LTC-USD Omega Ratio Rank: 4444
Omega Ratio Rank
LTC-USD Calmar Ratio Rank: 5454
Calmar Ratio Rank
LTC-USD Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-USDLTC-USDDifference
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

XMR-USD vs. LTC-USD - Sharpe Ratio Comparison

The current XMR-USD Sharpe Ratio is -0.02, which is higher than the LTC-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of XMR-USD and LTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XMR-USDLTC-USDDifference

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-USDLTC-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-56.25%

-88.71%

+32.46%

Average Drawdown

Average peak-to-trough decline

-62.54%

-75.63%

+13.09%

Ulcer Index

Depth 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-USDLTC-USDDifference

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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