XRP-USD vs. LTC-USD
Compare and contrast key facts about Ripple (XRP-USD) and Litecoin (LTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRP-USD or LTC-USD.
Performance
XRP-USD vs. LTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, XRP-USD achieves a 103.33% return, which is significantly higher than LTC-USD's 26.47% return.
XRP-USD
103.33%
134.42%
136.68%
104.34%
39.56%
N/A
LTC-USD
26.47%
31.24%
8.34%
32.45%
15.68%
38.41%
Key characteristics
XRP-USD | LTC-USD | |
---|---|---|
Sharpe Ratio | 1.90 | 0.06 |
Sortino Ratio | 2.72 | 0.57 |
Omega Ratio | 1.29 | 1.06 |
Calmar Ratio | 0.93 | 0.01 |
Martin Ratio | 8.58 | 0.12 |
Ulcer Index | 17.11% | 32.32% |
Daily Std Dev | 59.82% | 55.58% |
Max Drawdown | -95.87% | -97.41% |
Current Drawdown | -62.98% | -76.16% |
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Correlation
The correlation between XRP-USD and LTC-USD is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
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.
Volatility
XRP-USD vs. LTC-USD - Volatility Comparison
Ripple (XRP-USD) has a higher volatility of 34.54% compared to Litecoin (LTC-USD) at 25.05%. This indicates that XRP-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.