Privacy, this is a very complex discipline. To achieve it, counting only on a coin, I would not. You need to consider everything, for it is very easy to leave a trace on the Internet, according to which you can be identified. Of these two coins, I prefer Monero.
It's worth mentioning that there's currently some rumours that Zcash could be added to Coinbase, though there are only rumours and speculations, this is creating a bit of hype given how everytime a crypto gets added to exchanges, it gets pumped a lot. Might be a good time to get some Zcash now that its price has gone down.
In terms of privacy I also think that Monero is the indiscutible winner here. On the other hand, if you want to speculate only, Zcash may be the winner in the short term.
BTW, what do you think on other low caps like DeepOnion? I've heard a lot about it and researching a bit on the project it seems that they're working in a good product too. Anybody knows the pros and cons compared with the two big alts we're talking about? on the other hand, the low cap of the coin makes me think that if the market bounces back it may be a very good vehicle for investment, although the most risky of the three discussed here.