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ZCash (ZEC-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ZCash, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

ZCash (ZEC-USD) has returned -51.19% so far this year and 531.26% over the past 12 months.


ZCash

1D
10.50%
1M
16.78%
YTD
-51.19%
6M
236.02%
1Y
531.26%
3Y*
86.71%
5Y*
8.54%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 31, 2016, ZEC-USD's average daily return is +0.23%, while the average monthly return is +8.89%. At this rate, your investment would double in approximately 0.7 years.

Historically, 44% of months were positive and 56% were negative. The best month was Oct 2025 with a return of +446.8%, while the worst month was Mar 2018 at -51.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ZEC-USD closed higher 50% of trading days. The best single day was May 22, 2017 with a return of +68.8%, while the worst single day was May 19, 2021 at -41.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-40.64%-27.22%12.98%-51.19%
2025-23.33%-12.77%5.03%-8.64%39.07%-23.87%-3.06%10.13%81.92%446.84%5.48%19.34%808.40%
2024-19.39%28.85%8.83%-29.77%26.35%-22.48%60.77%-4.34%-13.70%32.15%61.48%-5.21%108.73%
202321.17%-4.59%-9.94%-2.99%-14.31%5.43%-10.86%-18.23%8.68%5.17%4.31%-8.81%-27.69%
2022-35.43%25.49%50.33%-36.10%-18.10%-41.66%18.21%-7.00%-7.06%-5.59%-17.38%-14.24%-74.58%
202133.47%30.43%41.78%55.26%-34.11%-19.25%-14.86%29.42%-25.60%56.08%31.85%-33.58%128.45%

Benchmark Metrics

ZCash has an annualized alpha of 44.73%, beta of 1.10, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 01, 2017.

  • This cryptocurrency participated in 171.50% of S&P 500 Index downside but only 145.58% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.04 means this cryptocurrency 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
44.73%
Beta
1.10
0.04
Upside Capture
145.58%
Downside Capture
171.50%

Return for Risk

Risk / Return Rank

ZEC-USD ranks 98 for risk / return — in the top 98% of cryptocurrencies 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.


ZEC-USD Risk / Return Rank: 9898
Overall Rank
ZEC-USD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZEC-USD Sortino Ratio Rank: 9797
Sortino Ratio Rank
ZEC-USD Omega Ratio Rank: 9797
Omega Ratio Rank
ZEC-USD Calmar Ratio Rank: 9999
Calmar Ratio Rank
ZEC-USD Martin Ratio Rank: 9999
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 ZCash (ZEC-USD) and compare them to a chosen benchmark (S&P 500 Index).


ZEC-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.60

0.90

+2.71

Sortino ratio

Return per unit of downside risk

3.66

1.39

+2.27

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

15.73

1.40

+14.33

Martin ratio

Return relative to average drawdown

28.98

6.61

+22.37

Explore ZEC-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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 ZCash. 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 ZCash was 97.92%, occurring on Jul 5, 2024. The portfolio has not yet recovered.

The current ZCash drawdown is 71.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.92%Jan 8, 20182371Jul 5, 2024
-61.04%Jun 21, 201725Jul 15, 2017151Dec 13, 2017176
-50.71%Jan 5, 201749Feb 22, 201724Mar 18, 201773
-27.99%Dec 21, 201710Dec 30, 20177Jan 6, 201817
-25.63%May 24, 20174May 27, 20175Jun 1, 20179

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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