NEO-USD vs. ZEC-USD

In the year-to-date period, NEO-USD achieves a -56.44% return, which is significantly lower than ZEC-USD's -9.90% 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 -0.62, which is lower than the ZEC-USD Sharpe Ratio of 0.90. 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 -97.54%, roughly equal to the maximum ZEC-USD drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for NEO-USD and ZEC-USD.

NEO (NEO-USD) and ZCash (ZEC-USD) have volatilities of 25.48% and 25.61%, 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.