ZIL-USD vs. BTC-USD
ZIL-USD (Zilliqa) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, ZIL-USD returned -52.08%/yr vs 11.35%/yr for BTC-USD. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
ZIL-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ZIL-USD achieves a -34.23% return, which is significantly lower than BTC-USD's -29.97% return.
ZIL-USD
- 1D
- -12.88%
- 1M
- -29.88%
- YTD
- -34.23%
- 6M
- -40.30%
- 1Y
- -71.54%
- 3Y*
- -48.05%
- 5Y*
- -52.08%
- 10Y*
- —
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
ZIL-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between ZIL-USD and BTC-USD is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2018 | 0.54 |
The correlation between ZIL-USD and BTC-USD shifts across timeframes, from 0.54 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZIL-USD vs. BTC-USD — Risk / Return Rank
ZIL-USD
BTC-USD
ZIL-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zilliqa (ZIL-USD) and Bitcoin (BTC-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.
| ZIL-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.87 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.78 | -0.14 |
| Martin ratioReturn relative to average drawdown | -1.37 | -1.39 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZIL-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | -0.93 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.47 | 0.21 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 1.13 | -1.34 |
Drawdowns
ZIL-USD vs. BTC-USD - Drawdown Comparison
The maximum ZIL-USD drawdown since its inception was -98.70%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ZIL-USD and BTC-USD.
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Drawdown Indicators
| ZIL-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.70% | -85.30% | -13.40% |
Max Drawdown (1Y)Largest decline over 1 year | -77.42% | -50.87% | -26.55% |
Max Drawdown (3Y)Largest decline over 3 years | -92.40% | -50.87% | -41.53% |
Max Drawdown (5Y)Largest decline over 5 years | -98.31% | -76.67% | -21.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -98.70% | -50.87% | -47.83% |
Average DrawdownAverage peak-to-trough decline | -83.10% | -42.29% | -40.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.26% | 34.02% | +21.24% |
Volatility
ZIL-USD vs. BTC-USD - Volatility Comparison
Zilliqa (ZIL-USD) has a higher volatility of 18.00% compared to Bitcoin (BTC-USD) at 10.54%. This indicates that ZIL-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZIL-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.00% | 10.54% | +7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 60.89% | 34.26% | +26.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.30% | 35.65% | +34.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.72% | 44.98% | +47.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 140.75% | 56.70% | +84.05% |
Frequently Asked Questions
ZIL-USD and BTC-USD have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZIL-USD has higher volatility (18.00%) compared to BTC-USD (10.54%). In terms of maximum drawdown, ZIL-USD dropped -98.70% vs BTC-USD's -85.30%.
ZIL-USD currently has the higher Sharpe Ratio (-0.85 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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