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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 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

ENJ-USD:

-0.74

BNB-USD:

0.26

Sortino Ratio

ENJ-USD:

-0.51

BNB-USD:

1.13

Omega Ratio

ENJ-USD:

0.95

BNB-USD:

1.12

Calmar Ratio

ENJ-USD:

0.00

BNB-USD:

0.32

Martin Ratio

ENJ-USD:

-1.18

BNB-USD:

2.18

Ulcer Index

ENJ-USD:

56.38%

BNB-USD:

13.30%

Daily Std Dev

ENJ-USD:

89.81%

BNB-USD:

43.50%

Max Drawdown

ENJ-USD:

-98.72%

BNB-USD:

-80.10%

Current Drawdown

ENJ-USD:

-98.48%

BNB-USD:

-10.01%

Returns By Period

In the year-to-date period, ENJ-USD achieves a -65.87% return, which is significantly lower than BNB-USD's -3.68% return.


ENJ-USD

YTD

-65.87%

1M

-16.02%

6M

-76.52%

1Y

-79.88%

3Y*

-53.26%

5Y*

-19.11%

10Y*

N/A

BNB-USD

YTD

-3.68%

1M

12.59%

6M

3.11%

1Y

13.47%

3Y*

28.03%

5Y*

107.05%

10Y*

N/A

*Annualized

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EnjinCoin

Binance Coin

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 1010
Overall Rank
The Sharpe Ratio Rank of ENJ-USD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ENJ-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ENJ-USD is 88
Omega Ratio Rank
The Calmar Ratio Rank of ENJ-USD is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ENJ-USD is 99
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 7070
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7575
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.


The current ENJ-USD Sharpe Ratio is -0.74, which is lower than the BNB-USD Sharpe Ratio of 0.26. 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.


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Drawdowns

ENJ-USD vs. BNB-USD - Drawdown Comparison

The maximum ENJ-USD drawdown since its inception was -98.72%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ENJ-USD vs. BNB-USD - Volatility Comparison

EnjinCoin (ENJ-USD) has a higher volatility of 33.16% compared to Binance Coin (BNB-USD) at 11.13%. 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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