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DASH-USD vs. ZEC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DASH-USD vs. ZEC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DigitalCash (DASH-USD) and ZCash (ZEC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DASH-USD achieves a -19.13% return, which is significantly lower than ZEC-USD's -15.70% return.


DASH-USD

1D
-14.19%
1M
-31.44%
YTD
-19.13%
6M
-32.06%
1Y
56.25%
3Y*
-5.00%
5Y*
-28.93%
10Y*

ZEC-USD

1D
-31.61%
1M
-16.75%
YTD
-15.70%
6M
17.06%
1Y
754.73%
3Y*
144.69%
5Y*
22.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DASH-USD vs. ZEC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DASH-USD
DigitalCash
-19.13%9.86%19.22%-24.43%-68.60%34.11%143.67%-48.25%-92.48%1,370.88%
ZEC-USD
ZCash
-15.70%808.40%108.73%-27.69%-74.58%128.45%132.06%-51.14%-88.81%701.50%

Correlation

The correlation between DASH-USD and ZEC-USD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2017

0.73

The correlation between DASH-USD and ZEC-USD has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

DASH-USD vs. ZEC-USD — Risk / Return Rank

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

DASH-USD
DASH-USD Risk / Return Rank: 9494
Overall Rank
DASH-USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DASH-USD Sortino Ratio Rank: 9595
Sortino Ratio Rank
DASH-USD Omega Ratio Rank: 9494
Omega Ratio Rank
DASH-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
DASH-USD Martin Ratio Rank: 9393
Martin Ratio Rank

ZEC-USD
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.

DASH-USD vs. ZEC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DigitalCash (DASH-USD) and ZCash (ZEC-USD). 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.


DASH-USDZEC-USDDifference
Sharpe ratioReturn per unit of total volatility

-4.44

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.18

1.39

-0.21

Calmar ratioReturn relative to maximum drawdown

0.75

10.52

-9.77

Martin ratioReturn relative to average drawdown

1.14

19.82

-18.68

DASH-USD vs. ZEC-USD - Sharpe Ratio Comparison

The current DASH-USD Sharpe Ratio is 0.38, which is lower than the ZEC-USD Sharpe Ratio of 4.82. The chart below compares the historical Sharpe Ratios of DASH-USD and ZEC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DASH-USDZEC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

4.82

-4.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.21

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.22

-0.29

Drawdowns

DASH-USD vs. ZEC-USD - Drawdown Comparison

The maximum DASH-USD drawdown since its inception was -98.82%, roughly equal to the maximum ZEC-USD drawdown of -97.92%. Use the drawdown chart below to compare losses from any high point for DASH-USD and ZEC-USD.


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Drawdown Indicators


DASH-USDZEC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.82%

-97.92%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-75.33%

-71.77%

-3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-75.33%

-71.77%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-93.24%

-93.77%

+0.53%

Current Drawdown

Current decline from peak

-97.83%

-51.15%

-46.68%

Average Drawdown

Average peak-to-trough decline

-86.76%

-81.02%

-5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.69%

43.89%

+14.80%

Volatility

DASH-USD vs. ZEC-USD - Volatility Comparison

The current volatility for DigitalCash (DASH-USD) is 33.53%, while ZCash (ZEC-USD) has a volatility of 53.81%. This indicates that DASH-USD experiences smaller price fluctuations and is considered to be less risky than ZEC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DASH-USDZEC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.53%

53.81%

-20.28%

Volatility (6M)

Calculated over the trailing 6-month period

92.01%

98.72%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

124.44%

130.36%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.93%

91.37%

-7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.72%

97.89%

-3.17%

Frequently Asked Questions


DASH-USD and ZEC-USD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZEC-USD has higher volatility (53.81%) compared to DASH-USD (33.53%). In terms of maximum drawdown, DASH-USD dropped -98.82% vs ZEC-USD's -97.92%.

ZEC-USD currently has the higher Sharpe Ratio (4.82 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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