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Issuer
Grayscale
Inception Date
Oct 24, 2017
Leveraged
1x (No leverage)
Index Tracked
Zcash (ZEC)
Distribution Policy
Accumulating
Asset Class
Cryptocurrency

Share Price Chart


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Performance

ZCSH Performance Chart

Grayscale Zcash Trust (ZEC) (ZCSH) is down 13.6% since the beginning of the year. ZCSH is currently trading at $27 per share.


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S&P 500 Index

Returns By Period

Grayscale Zcash Trust (ZEC) (ZCSH) has returned -13.58% so far this year and 665.35% over the past 12 months.


Grayscale Zcash Trust (ZEC)

1D
-9.01%
1M
-42.39%
YTD
-13.58%
6M
-6.98%
1Y
665.35%
3Y*
147.60%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZCSH Monthly Returns History

Based on dividend-adjusted daily data since Oct 18, 2021, ZCSH's average daily return is +0.37%, while the average monthly return is +9.85%. At this rate, an investment would double in approximately 0.6 years.

Historically, 40% of months were positive and 60% were negative. The best month was Oct 2025 with a return of +392.9%, while the worst month was Jan 2022 at -52.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ZCSH closed higher 46% of trading days. The best single day was Nov 15, 2022 with a return of +67.2%, while the worst single day was Nov 14, 2022 at -45.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-32.86%-30.27%40.42%19.38%51.40%-27.28%-13.58%
2025-26.91%-17.62%-14.21%4.55%26.89%-9.90%-7.04%1.82%88.99%392.91%6.92%-6.06%446.78%
2024-23.97%66.22%114.63%-43.43%36.16%-26.07%0.00%-4.43%-3.71%-3.61%29.15%11.30%96.92%
202336.36%-2.08%-5.53%-3.60%-10.28%38.02%-8.30%-25.93%-2.22%-0.57%48.57%12.31%65.91%
2022-52.37%13.24%112.12%-25.51%-25.80%-43.75%34.57%-14.63%-26.43%0.97%-48.72%-12.00%-86.30%
2021-46.60%34.91%-28.65%-48.60%

Benchmark Metrics

Grayscale Zcash Trust (ZEC) has an annualized alpha of 98.59%, beta of 2.05, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since October 18, 2021.

  • This ETF captured 381.64% of S&P 500 Index gains and 229.10% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.07 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
98.59%
Beta
2.05
0.07
Upside Capture
381.64%
Downside Capture
229.10%

Expense Ratio

ZCSH has a high expense ratio of 2.50%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ZCSH ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ZCSH Risk / Return Rank: 8787
Overall Rank
ZCSH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ZCSH Sortino Ratio Rank: 8383
Sortino Ratio Rank
ZCSH Omega Ratio Rank: 7474
Omega Ratio Rank
ZCSH Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZCSH Martin Ratio Rank: 8888
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Grayscale Zcash Trust (ZEC) (ZCSH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZCSHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

9.61

2.66

+6.96

Martin ratioReturn relative to average drawdown

18.30

11.86

+6.44

Dividends

Dividend History


Grayscale Zcash Trust (ZEC) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Grayscale Zcash Trust (ZEC). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Grayscale Zcash Trust (ZEC) was 93.73%, occurring on Jan 3, 2023. Recovery took 706 trading sessions.

The current Grayscale Zcash Trust (ZEC) drawdown is 48.45%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-93.73%Jan 2023
1y 2mo2y 9mo
4y 9dOct 2021 - Oct 2025
2026 bear market2026
-69.62%Feb 2026
3mo3mo 14d
6mo 14dNov 2025 - May 2026
2026 bear market2026
-54.47%Jun 2026
15d
1mo 2dMay 2026 - now
2025 correction2025
-14.40%Oct 2025
0s3d
3dOct 2025 - Oct 2025

Drawdown Indicators


ZCSHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-93.73%

-56.78%

-36.95%

Max Drawdown (1Y)

Largest decline over 1 year

-69.62%

-9.10%

-60.52%

Max Drawdown (3Y)

Largest decline over 3 years

-71.90%

-18.90%

-53.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-48.45%

-2.49%

-45.96%

Average Drawdown

Average peak-to-trough decline

-74.06%

-10.72%

-63.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.50%

2.03%

+34.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ZCSH

Add Grayscale Zcash Trust (ZEC) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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