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ZCSH vs. BHDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZCSH vs. BHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Zcash Trust (ZEC) (ZCSH) and Nicholas Bitcoin Tail ETF (BHDG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ZCSH

1D
8.02%
1M
-37.77%
YTD
-6.65%
6M
0.86%
1Y
726.76%
3Y*
143.22%
5Y*
10Y*

BHDG

1D
-1.40%
1M
5.60%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZCSH vs. BHDG - Yearly Performance Comparison


Correlation

The correlation between ZCSH and BHDG is -0.47, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 18, 2026

-0.47

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Return for Risk

ZCSH vs. BHDG — Risk / Return Rank

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

ZCSH
ZCSH Risk / Return Rank: 8989
Overall Rank
ZCSH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ZCSH Sortino Ratio Rank: 8585
Sortino Ratio Rank
ZCSH Omega Ratio Rank: 7676
Omega Ratio Rank
ZCSH Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZCSH Martin Ratio Rank: 9090
Martin Ratio Rank

BHDG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ZCSH vs. BHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Zcash Trust (ZEC) (ZCSH) and Nicholas Bitcoin Tail ETF (BHDG). 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.


ZCSHBHDGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

10.54

Martin ratioReturn relative to average drawdown

20.01

ZCSH vs. BHDG - Sharpe Ratio Comparison


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Drawdowns

ZCSH vs. BHDG - Drawdown Comparison

The maximum ZCSH drawdown since its inception was -93.73%, which is greater than BHDG's maximum drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for ZCSH and BHDG.


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Drawdown Indicators


ZCSHBHDGDifference

Max Drawdown

Largest peak-to-trough decline

-93.73%

-15.06%

-78.67%

Max Drawdown (1Y)

Largest decline over 1 year

-69.62%

Max Drawdown (3Y)

Largest decline over 3 years

-71.90%

Current Drawdown

Current decline from peak

-44.32%

-7.71%

-36.61%

Average Drawdown

Average peak-to-trough decline

-74.04%

-8.74%

-65.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.60%

Volatility

ZCSH vs. BHDG - Volatility Comparison


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Volatility by Period


ZCSHBHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

64.65%

Volatility (6M)

Calculated over the trailing 6-month period

107.09%

Volatility (1Y)

Calculated over the trailing 1-year period

174.54%

27.61%

+146.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.36%

27.61%

+110.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.36%

27.61%

+110.75%

ZCSH vs. BHDG - Expense Ratio Comparison

ZCSH has a 2.50% expense ratio, which is higher than BHDG's 0.97% expense ratio.


Dividends

ZCSH vs. BHDG - Dividend Comparison

Neither ZCSH nor BHDG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZCSH and BHDG have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BHDG is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BHDG is cheaper with a 0.97% expense ratio, compared with 2.50% for ZCSH.

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

They also come from different issuers: Grayscale and Nicholas. Their fees differ too: 2.50% for ZCSH and 0.97% for BHDG.

Portfolio Optimizer

Find the right allocation for ZCSH and BHDG

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