Why is Loki always looking so annoyed when someone mentions he is Thor´s brother?
Or am I mistaken?
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Little Brother Syndrome. He has grown up in the shadow of his older, more accomplished brother. Add to that the fact that he is obviously weaker, though arguably more intelligent in a culture that prizes strength over intellect, and the fact that he is adopted, and yes, he gets quite annoyed when reminded of that, though he is not above using it to his advantage.