ETH-USD vs. ZEC-USD
Compare and contrast key facts about Ethereum (ETH-USD) and ZCash (ZEC-USD).
Performance
ETH-USD vs. ZEC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -30.83% return, which is significantly higher than ZEC-USD's -53.88% return.
ETH-USD
- 1D
- -0.23%
- 1M
- -3.55%
- YTD
- -30.83%
- 6M
- -54.56%
- 1Y
- 12.98%
- 3Y*
- 3.12%
- 5Y*
- -0.23%
- 10Y*
- 69.54%
ZEC-USD
- 1D
- -2.21%
- 1M
- -3.34%
- YTD
- -53.88%
- 6M
- 84.56%
- 1Y
- 496.10%
- 3Y*
- 84.08%
- 5Y*
- 4.69%
- 10Y*
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ETH-USD vs. ZEC-USD - Yearly Performance Comparison
Correlation
The correlation between ETH-USD and ZEC-USD is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.
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Return for Risk
ETH-USD vs. ZEC-USD — Risk / Return Rank
ETH-USD
ZEC-USD
ETH-USD vs. ZEC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | ZEC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 3.37 | -3.19 |
Sortino ratioReturn per unit of downside risk | 0.82 | 3.58 | -2.76 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.93 | 16.27 | -17.20 |
Martin ratioReturn relative to average drawdown | -1.58 | 29.49 | -31.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | ZEC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 3.37 | -3.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.04 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.16 | +0.63 |
Drawdowns
ETH-USD vs. ZEC-USD - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, roughly equal to the maximum ZEC-USD drawdown of -97.92%. Use the drawdown chart below to compare losses from any high point for ETH-USD and ZEC-USD.
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Drawdown Indicators
| ETH-USD | ZEC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -97.92% | +3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -62.26% | -71.77% | +9.51% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -94.28% | +14.93% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -57.52% | -73.27% | +15.75% |
Average DrawdownAverage peak-to-trough decline | -50.82% | -81.62% | +30.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.68% | 39.61% | -2.93% |
Volatility
ETH-USD vs. ZEC-USD - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 16.60%, while ZCash (ZEC-USD) has a volatility of 33.25%. This indicates that ETH-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
| ETH-USD | ZEC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.60% | 33.25% | -16.65% |
Volatility (6M)Calculated over the trailing 6-month period | 51.47% | 114.25% | -62.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.27% | 122.43% | -60.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.50% | 93.27% | -29.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.85% | 97.15% | -18.30% |