PortfoliosLab logo
ZEC-USD vs. XMR-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ZEC-USD and XMR-USD is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

ZEC-USD vs. XMR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ZCash (ZEC-USD) and Monero (XMR-USD). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-86.29%
123.60%
ZEC-USD
XMR-USD

Key characteristics

Sharpe Ratio

ZEC-USD:

-0.18

XMR-USD:

1.76

Sortino Ratio

ZEC-USD:

0.45

XMR-USD:

2.16

Omega Ratio

ZEC-USD:

1.04

XMR-USD:

1.26

Calmar Ratio

ZEC-USD:

0.01

XMR-USD:

0.82

Martin Ratio

ZEC-USD:

-0.50

XMR-USD:

11.67

Ulcer Index

ZEC-USD:

37.76%

XMR-USD:

9.82%

Daily Std Dev

ZEC-USD:

79.67%

XMR-USD:

50.96%

Max Drawdown

ZEC-USD:

-97.92%

XMR-USD:

-92.96%

Current Drawdown

ZEC-USD:

-95.92%

XMR-USD:

-44.15%

Returns By Period

In the year-to-date period, ZEC-USD achieves a -35.99% return, which is significantly lower than XMR-USD's 39.64% return.


ZEC-USD

YTD

-35.99%

1M

-8.62%

6M

-6.53%

1Y

68.07%

5Y*

-4.79%

10Y*

N/A

XMR-USD

YTD

39.64%

1M

25.69%

6M

66.67%

1Y

126.24%

5Y*

33.49%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZEC-USD vs. XMR-USD — Risk-Adjusted Performance Rank

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

ZEC-USD
The Risk-Adjusted Performance Rank of ZEC-USD is 3737
Overall Rank
The Sharpe Ratio Rank of ZEC-USD is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ZEC-USD is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ZEC-USD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ZEC-USD is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ZEC-USD is 3232
Martin Ratio Rank

XMR-USD
The Risk-Adjusted Performance Rank of XMR-USD is 8888
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZEC-USD vs. XMR-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ZCash (ZEC-USD) and Monero (XMR-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 chart of Sharpe ratio for ZEC-USD, currently valued at -0.18, compared to the broader market0.001.002.003.004.00
ZEC-USD: -0.18
XMR-USD: 1.69
The chart of Sortino ratio for ZEC-USD, currently valued at 0.45, compared to the broader market0.001.002.003.004.00
ZEC-USD: 0.45
XMR-USD: 2.11
The chart of Omega ratio for ZEC-USD, currently valued at 1.04, compared to the broader market1.001.101.201.301.40
ZEC-USD: 1.04
XMR-USD: 1.25
The chart of Calmar ratio for ZEC-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
ZEC-USD: 0.01
XMR-USD: 0.78
The chart of Martin ratio for ZEC-USD, currently valued at -0.50, compared to the broader market0.005.0010.0015.0020.00
ZEC-USD: -0.50
XMR-USD: 11.24

The current ZEC-USD Sharpe Ratio is -0.18, which is lower than the XMR-USD Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ZEC-USD and XMR-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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.18
1.69
ZEC-USD
XMR-USD

Drawdowns

ZEC-USD vs. XMR-USD - Drawdown Comparison

The maximum ZEC-USD drawdown since its inception was -97.92%, which is greater than XMR-USD's maximum drawdown of -92.96%. Use the drawdown chart below to compare losses from any high point for ZEC-USD and XMR-USD. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-95.92%
-44.15%
ZEC-USD
XMR-USD

Volatility

ZEC-USD vs. XMR-USD - Volatility Comparison

ZCash (ZEC-USD) has a higher volatility of 20.52% compared to Monero (XMR-USD) at 16.99%. This indicates that ZEC-USD's price experiences larger fluctuations and is considered to be riskier than XMR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
20.52%
16.99%
ZEC-USD
XMR-USD