NEO-USD vs. ZEC-USD
Compare and contrast key facts about NEO (NEO-USD) and ZCash (ZEC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEO-USD or ZEC-USD.
Key characteristics
| NEO-USD | ZEC-USD | |
|---|---|---|
| YTD Return | -17.21% | 56.73% |
| 1Y Return | -1.05% | 41.89% |
| 3Y Return (Ann) | -38.34% | -40.44% |
| 5Y Return (Ann) | -1.93% | 2.85% |
| Sharpe Ratio | -0.40 | 0.74 |
| Sortino Ratio | -0.09 | 1.59 |
| Omega Ratio | 0.99 | 1.15 |
| Calmar Ratio | 0.00 | 0.26 |
| Martin Ratio | -0.90 | 2.30 |
| Ulcer Index | 43.95% | 26.66% |
| Daily Std Dev | 76.58% | 68.32% |
| Max Drawdown | -97.13% | -97.92% |
| Current Drawdown | -93.84% | -95.21% |
Correlation
The correlation between NEO-USD and ZEC-USD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NEO-USD vs. ZEC-USD - Performance Comparison
In the year-to-date period, NEO-USD achieves a -17.21% return, which is significantly lower than ZEC-USD's 56.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NEO-USD vs. ZEC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NEO (NEO-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.
Drawdowns
NEO-USD vs. ZEC-USD - Drawdown Comparison
The maximum NEO-USD drawdown since its inception was -97.13%, roughly equal to the maximum ZEC-USD drawdown of -97.92%. Use the drawdown chart below to compare losses from any high point for NEO-USD and ZEC-USD. For additional features, visit the drawdowns tool.
Volatility
NEO-USD vs. ZEC-USD - Volatility Comparison
NEO (NEO-USD) and ZCash (ZEC-USD) have volatilities of 21.76% and 21.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.