PortfoliosLab logoPortfoliosLab logo
ENJ-USD vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ENJ-USD vs. XLM-USD - Performance Comparison

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

Loading graphics...

ENJ-USD vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENJ-USD
EnjinCoin
-26.67%-86.70%-45.43%58.92%-90.64%1,869.85%62.82%113.68%-78.25%1,616.70%
XLM-USD
Stellar
-18.72%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%1,108.57%

Returns By Period

In the year-to-date period, ENJ-USD achieves a -26.67% return, which is significantly lower than XLM-USD's -18.72% return.


ENJ-USD

1D
-2.60%
1M
6.96%
YTD
-26.67%
6M
-68.78%
1Y
-72.07%
3Y*
-62.74%
5Y*
-61.44%
10Y*

XLM-USD

1D
-3.63%
1M
7.63%
YTD
-18.72%
6M
-60.10%
1Y
-36.80%
3Y*
15.25%
5Y*
-16.77%
10Y*
53.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

ENJ-USD vs. XLM-USD — Risk / Return Rank

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

ENJ-USD
ENJ-USD Risk / Return Rank: 3535
Overall Rank
ENJ-USD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ENJ-USD Sortino Ratio Rank: 2929
Sortino Ratio Rank
ENJ-USD Omega Ratio Rank: 2727
Omega Ratio Rank
ENJ-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
ENJ-USD Martin Ratio Rank: 5151
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 4646
Overall Rank
XLM-USD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 6060
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 2727
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 2525
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.

ENJ-USD vs. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EnjinCoin (ENJ-USD) and Stellar (XLM-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-USDXLM-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.73

-0.49

-0.24

Sortino ratio

Return per unit of downside risk

-1.12

-0.37

-0.75

Omega ratio

Gain probability vs. loss probability

0.89

0.97

-0.08

Calmar ratio

Return relative to maximum drawdown

-1.09

-1.11

+0.02

Martin ratio

Return relative to average drawdown

-1.57

-1.69

+0.12

ENJ-USD vs. XLM-USD - Sharpe Ratio Comparison

The current ENJ-USD Sharpe Ratio is -0.73, which is lower than the XLM-USD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of ENJ-USD and XLM-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.


Loading graphics...

Sharpe Ratios by Period


ENJ-USDXLM-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

-0.49

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.56

-0.18

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.32

-0.26

Correlation

The correlation between ENJ-USD and XLM-USD is 0.59, 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.


Drawdowns

ENJ-USD vs. XLM-USD - Drawdown Comparison

The maximum ENJ-USD drawdown since its inception was -99.61%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for ENJ-USD and XLM-USD.


Loading graphics...

Drawdown Indicators


ENJ-USDXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.61%

-96.21%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-82.41%

-70.49%

-11.92%

Max Drawdown (5Y)

Largest decline over 5 years

-99.61%

-90.35%

-9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

Current Drawdown

Current decline from peak

-99.55%

-81.50%

-18.05%

Average Drawdown

Average peak-to-trough decline

-77.52%

-72.00%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.60%

44.31%

+10.29%

Volatility

ENJ-USD vs. XLM-USD - Volatility Comparison

EnjinCoin (ENJ-USD) has a higher volatility of 27.45% compared to Stellar (XLM-USD) at 15.66%. This indicates that ENJ-USD's price experiences larger fluctuations and is considered to be riskier than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ENJ-USDXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.45%

15.66%

+11.79%

Volatility (6M)

Calculated over the trailing 6-month period

74.26%

49.47%

+24.79%

Volatility (1Y)

Calculated over the trailing 1-year period

82.75%

62.78%

+19.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.15%

77.57%

+13.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.50%

112.23%

+10.27%