ENJ-USD vs. BNB-USD
ENJ-USD (EnjinCoin) and BNB-USD (Binance Coin) are both cryptocurrencies. Over the past 5 years, ENJ-USD returned -54.15%/yr vs 7.92%/yr for BNB-USD. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ENJ-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ENJ-USD achieves a 8.70% return, which is significantly higher than BNB-USD's -33.24% return.
ENJ-USD
- 1D
- -5.81%
- 1M
- -40.58%
- YTD
- 8.70%
- 6M
- -4.07%
- 1Y
- -57.20%
- 3Y*
- -54.60%
- 5Y*
- -54.15%
- 10Y*
- —
BNB-USD
- 1D
- -4.55%
- 1M
- -10.96%
- YTD
- -33.24%
- 6M
- -34.77%
- 1Y
- -9.00%
- 3Y*
- 27.00%
- 5Y*
- 7.92%
- 10Y*
- —
ENJ-USD vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENJ-USD EnjinCoin | 8.70% | -86.70% | -45.43% | 58.92% | -90.64% | 1,869.85% | 62.82% | 113.68% | -78.25% | 613.08% |
BNB-USD Binance Coin | -33.24% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 333.78% |
Correlation
The correlation between ENJ-USD and BNB-USD is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.53 |
The correlation between ENJ-USD and BNB-USD has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
ENJ-USD vs. BNB-USD — Risk / Return Rank
ENJ-USD
BNB-USD
ENJ-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EnjinCoin (ENJ-USD) and Binance Coin (BNB-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.
| ENJ-USD | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.01 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.16 | -0.55 |
| Martin ratioReturn relative to average drawdown | -1.07 | -0.26 | -0.80 |
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
| ENJ-USD | BNB-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.17 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.13 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.97 | -0.88 |
Drawdowns
ENJ-USD vs. BNB-USD - Drawdown Comparison
The maximum ENJ-USD drawdown since its inception was -99.61%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for ENJ-USD and BNB-USD.
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Drawdown Indicators
| ENJ-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.61% | -79.74% | -19.87% |
Max Drawdown (1Y)Largest decline over 1 year | -80.85% | -55.90% | -24.95% |
Max Drawdown (3Y)Largest decline over 3 years | -97.45% | -55.90% | -41.55% |
Max Drawdown (5Y)Largest decline over 5 years | -99.61% | -69.89% | -29.72% |
Current DrawdownCurrent decline from peak | -99.33% | -55.90% | -43.43% |
Average DrawdownAverage peak-to-trough decline | -77.95% | -38.66% | -39.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 41.15% | +11.38% |
Volatility
ENJ-USD vs. BNB-USD - Volatility Comparison
EnjinCoin (ENJ-USD) has a higher volatility of 19.99% compared to Binance Coin (BNB-USD) at 16.20%. This indicates that ENJ-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENJ-USD | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.99% | 16.20% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 91.52% | 34.07% | +57.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.54% | 44.26% | +57.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.76% | 50.64% | +39.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 123.80% | 80.14% | +43.66% |
Frequently Asked Questions
ENJ-USD and BNB-USD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENJ-USD has higher volatility (19.99%) compared to BNB-USD (16.20%). In terms of maximum drawdown, ENJ-USD dropped -99.61% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.17 vs -0.47), 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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