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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

Highlights

Avg. Volume (1M)
50K
Avg. Volume Value (1M)
$1.75M

Share Price Chart


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Performance

ZCSH Performance Chart

Grayscale Zcash Trust (ZEC) (ZCSH) is down 1.4% since the beginning of the year. ZCSH is currently trading at $31 per share.


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Benchmark

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Returns By Period

Grayscale Zcash Trust (ZEC) (ZCSH) has returned -1.40% so far this year and 888.33% over the past 12 months.


Grayscale Zcash Trust (ZEC)

1D
-5.94%
1M
5.62%
6M
46.86%
YTD
-1.40%
1Y
888.33%
3Y*
138.94%
5Y*
10Y*
ALL TIME*
4.60%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*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 +0.38%, while the average monthly return is +9.93%. At this rate, an investment would double in approximately 0.6 years.

Historically, 41% of months were positive and 59% 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%-28.27%15.67%-1.40%
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 102.14%, 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 232.09% 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
102.14%
Beta
2.05
0.07
Upside Capture
381.64%
Downside Capture
232.09%

Expense Ratio

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


Return for Risk

Risk / Return Rank

ZCSH ranks 95 for risk / return — above 95% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.


ZCSH Risk / Return Rank: 9595
Overall Rank
ZCSH Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ZCSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
ZCSH Omega Ratio Rank: 9191
Omega Ratio Rank
ZCSH Calmar Ratio Rank: 9898
Calmar Ratio Rank
ZCSH Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return 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

+3.43

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.45

1.25

+0.19

Calmar ratioReturn relative to maximum drawdown

12.18

2.00

+10.18

Martin ratioReturn relative to average drawdown

22.08

8.49

+13.59

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 41.19%.


Drawdown

Fall

Recovery

Underwater

Related event

-93.73%Jan 2023
1y 2mo2y 9mo
4y 9dOct 2021 - Oct 2025
-69.62%Feb 2026
3mo3mo 14d
6mo 14dNov 2025 - May 2026
-54.47%Jun 2026
15d
2mo 13dMay 2026 - now
-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

-41.19%

-1.58%

-39.61%

Average Drawdown

Average peak-to-trough decline

-73.19%

-10.70%

-62.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.32%

2.14%

+36.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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