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BESO vs. ZCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BESO vs. ZCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GSR Crypto Core3 ETF (BESO) and Grayscale Zcash Trust (ZEC) (ZCSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BESO

1D
-0.37%
1M
14.17%
6M
YTD
1Y
3Y*
5Y*
10Y*

ZCSH

1D
16.32%
1M
52.96%
6M
25.89%
YTD
16.76%
1Y
964.08%
3Y*
141.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BESO vs. ZCSH - Yearly Performance Comparison


Correlation

The correlation between BESO and ZCSH is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 22, 2026

0.48

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Return for Risk

BESO vs. ZCSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BESO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ZCSH
ZCSH Risk / Return Rank: 9595
Overall Rank
ZCSH Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZCSH Sortino Ratio Rank: 9393
Sortino Ratio Rank
ZCSH Omega Ratio Rank: 8989
Omega Ratio Rank
ZCSH Calmar Ratio Rank: 9898
Calmar Ratio Rank
ZCSH Martin Ratio Rank: 9595
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.

BESO vs. ZCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GSR Crypto Core3 ETF (BESO) and Grayscale Zcash Trust (ZEC) (ZCSH). 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.

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.


BESOZCSHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

13.99

Martin ratioReturn relative to average drawdown

25.78

BESO vs. ZCSH - Sharpe Ratio Comparison


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Drawdowns

BESO vs. ZCSH - Drawdown Comparison

The maximum BESO drawdown since its inception was -18.08%, smaller than the maximum ZCSH drawdown of -93.73%. Use the drawdown chart below to compare losses from any high point for BESO and ZCSH.


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Drawdown Indicators


BESOZCSHDifference

Max Drawdown

Largest peak-to-trough decline

-18.08%

-93.73%

+75.65%

Max Drawdown (1Y)

Largest decline over 1 year

-69.62%

Max Drawdown (3Y)

Largest decline over 3 years

-71.90%

Current Drawdown

Current decline from peak

-5.68%

-30.35%

+24.67%

Average Drawdown

Average peak-to-trough decline

-9.34%

-73.80%

+64.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.72%

Volatility

BESO vs. ZCSH - Volatility Comparison


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Volatility by Period


BESOZCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.20%

Volatility (6M)

Calculated over the trailing 6-month period

106.31%

Volatility (1Y)

Calculated over the trailing 1-year period

42.31%

174.32%

-132.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.31%

138.11%

-95.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.31%

138.11%

-95.80%

BESO vs. ZCSH - Expense Ratio Comparison

BESO has a 1.00% expense ratio, which is lower than ZCSH's 2.50% expense ratio.


Dividends

BESO vs. ZCSH - Dividend Comparison

Neither BESO nor ZCSH has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BESO and ZCSH have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BESO is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BESO is cheaper with a 1.00% expense ratio, compared with 2.50% for ZCSH.

BESO and ZCSH have nearly identical dividend yields, around 0.00%.

They also come from different issuers: GSR and Grayscale. Their fees differ too: 1.00% for BESO and 2.50% for ZCSH.

Portfolio Optimizer

Find the right allocation for BESO and ZCSH

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