PortfoliosLab logoPortfoliosLab logo
ZIL-USD vs. VHT
Performance
Return for Risk
Drawdowns
Volatility

Performance

ZIL-USD vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zilliqa (ZIL-USD) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZIL-USD achieves a -36.43% return, which is significantly lower than VHT's 6.18% return.


ZIL-USD

1D
-1.62%
1M
-4.13%
6M
-42.29%
YTD
-36.43%
1Y
-75.69%
3Y*
-48.62%
5Y*
-46.69%
10Y*

VHT

1D
-1.00%
1M
6.30%
6M
4.32%
YTD
6.18%
1Y
23.92%
3Y*
9.71%
5Y*
5.40%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIL-USD vs. VHT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZIL-USD
Zilliqa
-36.43%-76.73%-16.92%52.97%-78.84%-8.87%1,050.63%-63.07%-85.89%
VHT
Vanguard Health Care ETF
6.18%15.46%2.66%2.52%-5.60%20.57%18.29%21.87%-2.02%

Correlation

The correlation between ZIL-USD and VHT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2018

0.10

Compare stocks, funds, or ETFs

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


Zilliqa

Vanguard Health Care ETF

Return for Risk

ZIL-USD vs. VHT — Risk / Return Rank

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

ZIL-USD
ZIL-USD Risk / Return Rank: 1616
Overall Rank
ZIL-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ZIL-USD Sortino Ratio Rank: 2222
Sortino Ratio Rank
ZIL-USD Omega Ratio Rank: 99
Omega Ratio Rank
ZIL-USD Calmar Ratio Rank: 77
Calmar Ratio Rank
ZIL-USD Martin Ratio Rank: 2323
Martin Ratio Rank

VHT
VHT Risk / Return Rank: 5252
Overall Rank
VHT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VHT Sortino Ratio Rank: 6161
Sortino Ratio Rank
VHT Omega Ratio Rank: 5050
Omega Ratio Rank
VHT Calmar Ratio Rank: 5555
Calmar Ratio Rank
VHT Martin Ratio Rank: 4141
Martin Ratio Rank
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.

ZIL-USD vs. VHT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zilliqa (ZIL-USD) and Vanguard Health Care ETF (VHT). 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.


ZIL-USDVHTDifference
Sharpe ratioReturn per unit of total volatility

-2.41

Sortino ratioReturn per unit of downside risk

-4.12

Omega ratioGain probability vs. loss probability

0.79

1.26

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.96

2.19

-3.15

Martin ratioReturn relative to average drawdown

-1.31

5.39

-6.70

ZIL-USD vs. VHT - Sharpe Ratio Comparison

The current ZIL-USD Sharpe Ratio is -0.93, which is lower than the VHT Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of ZIL-USD and VHT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ZIL-USD vs. VHT - Drawdown Comparison

The maximum ZIL-USD drawdown since its inception was -98.79%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for ZIL-USD and VHT.


Loading charts...

Drawdown Indicators


ZIL-USDVHTDifference

Max Drawdown

Largest peak-to-trough decline

-98.79%

-39.12%

-59.67%

Max Drawdown (1Y)

Largest decline over 1 year

-79.04%

-10.40%

-68.64%

Max Drawdown (3Y)

Largest decline over 3 years

-92.94%

-16.91%

-76.03%

Max Drawdown (5Y)

Largest decline over 5 years

-98.43%

-17.71%

-80.72%

Max Drawdown (10Y)

Largest decline over 10 years

-28.85%

Current Drawdown

Current decline from peak

-98.74%

-2.20%

-96.54%

Average Drawdown

Average peak-to-trough decline

-83.27%

-5.97%

-77.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.96%

4.23%

+41.73%

Volatility

ZIL-USD vs. VHT - Volatility Comparison

Zilliqa (ZIL-USD) has a higher volatility of 10.72% compared to Vanguard Health Care ETF (VHT) at 5.57%. This indicates that ZIL-USD's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZIL-USDVHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.72%

5.57%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

57.62%

11.30%

+46.32%

Volatility (1Y)

Calculated over the trailing 1-year period

67.71%

15.35%

+52.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.47%

15.17%

+76.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

139.92%

16.97%

+122.95%

Frequently Asked Questions


ZIL-USD and VHT have a correlation of 0.12, 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 (10.72%) compared to VHT (5.57%). In terms of maximum drawdown, ZIL-USD dropped -98.79% vs VHT's -39.12%.

VHT currently has the higher Sharpe Ratio (1.48 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.

Portfolio Optimizer

Find the right allocation for ZIL-USD and VHT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer