NEO-USD vs. ZEC-USD

In the year-to-date period, NEO-USD achieves a -19.57% return, which is significantly higher than ZEC-USD's -38.99% return.

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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.

The current NEO-USD Sharpe Ratio is -0.27, which is lower than the ZEC-USD Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of NEO-USD and ZEC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

The current volatility for NEO (NEO-USD) is 27.17%, while ZCash (ZEC-USD) has a volatility of 29.10%. This indicates that NEO-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.