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

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%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
133.38%
8.34%
XRP-USD
LTC-USD

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

YTD

103.33%

1M

134.42%

6M

136.68%

1Y

104.34%

5Y (annualized)

39.56%

10Y (annualized)

N/A

LTC-USD

YTD

26.47%

1M

31.24%

6M

8.34%

1Y

32.45%

5Y (annualized)

15.68%

10Y (annualized)

38.41%

Key characteristics


XRP-USDLTC-USD
Sharpe Ratio1.900.06
Sortino Ratio2.720.57
Omega Ratio1.291.06
Calmar Ratio0.930.01
Martin Ratio8.580.12
Ulcer Index17.11%32.32%
Daily Std Dev59.82%55.58%
Max Drawdown-95.87%-97.41%
Current Drawdown-62.98%-76.16%

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Correlation

-0.50.00.51.00.7

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.


Sharpe ratio
The chart of Sharpe ratio for XRP-USD, currently valued at 2.18, compared to the broader market-0.500.000.501.001.502.002.180.06
The chart of Sortino ratio for XRP-USD, currently valued at 2.93, compared to the broader market-1.000.001.002.003.002.930.57
The chart of Omega ratio for XRP-USD, currently valued at 1.32, compared to the broader market0.901.001.101.201.301.321.06
The chart of Calmar ratio for XRP-USD, currently valued at 1.10, compared to the broader market0.200.400.600.801.001.201.401.100.01
The chart of Martin ratio for XRP-USD, currently valued at 9.79, compared to the broader market0.002.004.006.008.0010.0012.009.790.12
XRP-USD
LTC-USD

The current XRP-USD Sharpe Ratio is 1.90, which is higher than the LTC-USD Sharpe Ratio of 0.06. 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.18
0.06
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.


-85.00%-80.00%-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-62.98%
-76.16%
XRP-USD
LTC-USD

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.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
34.54%
25.05%
XRP-USD
LTC-USD