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

Correlation

The correlation between XRP-USD and LTC-USD is 0.69, 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

XRP-USD vs. LTC-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
320.49%
93.44%
XRP-USD
LTC-USD

Key characteristics

Sharpe Ratio

XRP-USD:

10.90

LTC-USD:

1.30

Sortino Ratio

XRP-USD:

5.86

LTC-USD:

1.96

Omega Ratio

XRP-USD:

1.64

LTC-USD:

1.21

Calmar Ratio

XRP-USD:

9.83

LTC-USD:

0.63

Martin Ratio

XRP-USD:

83.39

LTC-USD:

6.80

Ulcer Index

XRP-USD:

12.67%

LTC-USD:

15.70%

Daily Std Dev

XRP-USD:

74.18%

LTC-USD:

68.44%

Max Drawdown

XRP-USD:

-95.87%

LTC-USD:

-97.41%

Current Drawdown

XRP-USD:

-23.91%

LTC-USD:

-66.85%

Returns By Period

The year-to-date returns for both investments are quite close, with XRP-USD having a 23.56% return and LTC-USD slightly higher at 24.24%.


XRP-USD

YTD

23.56%

1M

-18.95%

6M

320.48%

1Y

375.15%

5Y*

55.50%

10Y*

N/A

LTC-USD

YTD

24.24%

1M

11.11%

6M

93.43%

1Y

86.22%

5Y*

10.10%

10Y*

52.94%

*Annualized

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Risk-Adjusted Performance

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

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

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 9999
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9999
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
Martin Ratio Rank

LTC-USD
The Risk-Adjusted Performance Rank of LTC-USD is 8383
Overall Rank
The Sharpe Ratio Rank of LTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LTC-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of LTC-USD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of LTC-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LTC-USD is 8686
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.

XRP-USD vs. LTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-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 XRP-USD, currently valued at 10.90, compared to the broader market0.002.004.006.0010.901.30
The chart of Sortino ratio for XRP-USD, currently valued at 5.86, compared to the broader market-1.000.001.002.003.004.005.005.861.96
The chart of Omega ratio for XRP-USD, currently valued at 1.64, compared to the broader market0.901.001.101.201.301.401.501.641.21
The chart of Calmar ratio for XRP-USD, currently valued at 9.83, compared to the broader market1.002.003.004.005.006.009.830.63
The chart of Martin ratio for XRP-USD, currently valued at 83.39, compared to the broader market0.0010.0020.0030.0040.0050.0083.396.80
XRP-USD
LTC-USD

The current XRP-USD Sharpe Ratio is 10.90, which is higher than the LTC-USD Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XRP-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 Ratio0.005.0010.0015.00SeptemberOctoberNovemberDecember2025February
10.90
1.30
XRP-USD
LTC-USD

Drawdowns

XRP-USD vs. LTC-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum LTC-USD drawdown of -97.41%. Use the drawdown chart below to compare losses from any high point for XRP-USD and LTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.91%
-66.85%
XRP-USD
LTC-USD

Volatility

XRP-USD vs. LTC-USD - Volatility Comparison

The current volatility for Ripple (XRP-USD) is 21.26%, while Litecoin (LTC-USD) has a volatility of 27.03%. This indicates that XRP-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%SeptemberOctoberNovemberDecember2025February
21.26%
27.03%
XRP-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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