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GXLM vs. ZCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLM vs. ZCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Stellar Lumens Trust (XLM) (GXLM) and Grayscale Zcash Trust (ZEC) (ZCSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXLM achieves a 6.12% return, which is significantly higher than ZCSH's -14.12% return.


GXLM

1D
-0.10%
1M
-24.43%
YTD
6.12%
6M
1.93%
1Y
3.00%
3Y*
-27.76%
5Y*
10Y*

ZCSH

1D
3.05%
1M
-27.73%
YTD
-14.12%
6M
-22.85%
1Y
658.64%
3Y*
116.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLM vs. ZCSH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GXLM
Grayscale Stellar Lumens Trust (XLM)
6.12%-50.11%15.60%532.21%-87.63%-42.77%
ZCSH
Grayscale Zcash Trust (ZEC)
-14.12%446.78%96.92%65.91%-86.30%-48.60%

Correlation

The correlation between GXLM and ZCSH is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2021

0.34

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Return for Risk

GXLM vs. ZCSH — Risk / Return Rank

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

GXLM
GXLM Risk / Return Rank: 1212
Overall Rank
GXLM Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GXLM Sortino Ratio Rank: 1717
Sortino Ratio Rank
GXLM Omega Ratio Rank: 1616
Omega Ratio Rank
GXLM Calmar Ratio Rank: 99
Calmar Ratio Rank
GXLM Martin Ratio Rank: 99
Martin Ratio Rank

ZCSH
ZCSH Risk / Return Rank: 9191
Overall Rank
ZCSH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ZCSH Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZCSH Omega Ratio Rank: 8383
Omega Ratio Rank
ZCSH Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZCSH Martin Ratio Rank: 9191
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.

GXLM vs. ZCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Stellar Lumens Trust (XLM) (GXLM) 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.


GXLMZCSHDifference
Sharpe ratioReturn per unit of total volatility

-3.80

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

1.10

1.42

-0.32

Calmar ratioReturn relative to maximum drawdown

0.04

9.55

-9.51

Martin ratioReturn relative to average drawdown

0.06

17.82

-17.76

GXLM vs. ZCSH - Sharpe Ratio Comparison

The current GXLM Sharpe Ratio is 0.03, which is lower than the ZCSH Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of GXLM and ZCSH, 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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Drawdowns

GXLM vs. ZCSH - Drawdown Comparison

The maximum GXLM drawdown since its inception was -94.01%, roughly equal to the maximum ZCSH drawdown of -93.73%. Use the drawdown chart below to compare losses from any high point for GXLM and ZCSH.


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Drawdown Indicators


GXLMZCSHDifference

Max Drawdown

Largest peak-to-trough decline

-94.01%

-93.73%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-71.88%

-69.62%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-78.19%

-71.90%

-6.29%

Current Drawdown

Current decline from peak

-76.54%

-48.78%

-27.76%

Average Drawdown

Average peak-to-trough decline

-70.43%

-73.93%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.28%

37.24%

+15.04%

Volatility

GXLM vs. ZCSH - Volatility Comparison

The current volatility for Grayscale Stellar Lumens Trust (XLM) (GXLM) is 34.14%, while Grayscale Zcash Trust (ZEC) (ZCSH) has a volatility of 63.24%. This indicates that GXLM experiences smaller price fluctuations and is considered to be less risky than ZCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLMZCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.14%

63.24%

-29.10%

Volatility (6M)

Calculated over the trailing 6-month period

61.53%

106.64%

-45.11%

Volatility (1Y)

Calculated over the trailing 1-year period

104.03%

174.09%

-70.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

148.38%

138.14%

+10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

148.38%

138.14%

+10.24%

Dividends

GXLM vs. ZCSH - Dividend Comparison

Neither GXLM nor ZCSH has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GXLM and ZCSH have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZCSH has higher volatility (63.24%) compared to GXLM (34.14%). In terms of maximum drawdown, GXLM dropped -94.01% vs ZCSH's -93.73%.

On 3-year performance, ZCSH leads with 116.79% vs -27.76% for GXLM. On volatility, GXLM has been the lower-risk option at 34.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ZCSH has performed better with a 116.79% return vs -27.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

ZCSH currently has the higher Sharpe Ratio (3.83 vs 0.03), 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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