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ENJ-USD vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ENJ-USD and BNB-USD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ENJ-USD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EnjinCoin (ENJ-USD) and Binance Coin (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-26.05%
9.31%
ENJ-USD
BNB-USD

Key characteristics

Sharpe Ratio

ENJ-USD:

-0.55

BNB-USD:

0.20

Sortino Ratio

ENJ-USD:

-0.42

BNB-USD:

0.68

Omega Ratio

ENJ-USD:

0.96

BNB-USD:

1.07

Calmar Ratio

ENJ-USD:

0.00

BNB-USD:

0.06

Martin Ratio

ENJ-USD:

-1.57

BNB-USD:

1.11

Ulcer Index

ENJ-USD:

36.43%

BNB-USD:

9.65%

Daily Std Dev

ENJ-USD:

86.73%

BNB-USD:

49.26%

Max Drawdown

ENJ-USD:

-97.59%

BNB-USD:

-80.10%

Current Drawdown

ENJ-USD:

-97.46%

BNB-USD:

-13.78%

Returns By Period

In the year-to-date period, ENJ-USD achieves a -43.06% return, which is significantly lower than BNB-USD's -7.72% return.


ENJ-USD

YTD

-43.06%

1M

-29.04%

6M

-26.05%

1Y

-63.84%

5Y*

-1.91%

10Y*

N/A

BNB-USD

YTD

-7.72%

1M

-6.92%

6M

9.31%

1Y

69.34%

5Y*

95.20%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ENJ-USD vs. BNB-USD — Risk-Adjusted Performance Rank

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

ENJ-USD
The Risk-Adjusted Performance Rank of ENJ-USD is 1414
Overall Rank
The Sharpe Ratio Rank of ENJ-USD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ENJ-USD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ENJ-USD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ENJ-USD is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ENJ-USD is 1515
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6464
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7070
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.

ENJ-USD vs. BNB-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ENJ-USD, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.550.20
The chart of Sortino ratio for ENJ-USD, currently valued at -0.42, compared to the broader market-1.000.001.002.003.004.005.00-0.420.68
The chart of Omega ratio for ENJ-USD, currently valued at 0.96, compared to the broader market0.901.001.101.201.301.401.500.961.07
The chart of Calmar ratio for ENJ-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.000.06
The chart of Martin ratio for ENJ-USD, currently valued at -1.57, compared to the broader market0.0010.0020.0030.0040.0050.00-1.571.11
ENJ-USD
BNB-USD

The current ENJ-USD Sharpe Ratio is -0.55, which is lower than the BNB-USD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of ENJ-USD and BNB-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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.55
0.20
ENJ-USD
BNB-USD

Drawdowns

ENJ-USD vs. BNB-USD - Drawdown Comparison

The maximum ENJ-USD drawdown since its inception was -97.59%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for ENJ-USD and BNB-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-97.46%
-13.78%
ENJ-USD
BNB-USD

Volatility

ENJ-USD vs. BNB-USD - Volatility Comparison

EnjinCoin (ENJ-USD) has a higher volatility of 28.39% compared to Binance Coin (BNB-USD) at 17.09%. 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.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
28.39%
17.09%
ENJ-USD
BNB-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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