ENJ-USD vs. XRP-USD
ENJ-USD (EnjinCoin) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, ENJ-USD returned -55.12%/yr vs 8.66%/yr for XRP-USD. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
ENJ-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ENJ-USD achieves a -11.58% return, which is significantly higher than XRP-USD's -41.30% return.
ENJ-USD
- 1D
- 0.13%
- 1M
- -18.69%
- 6M
- 2.98%
- YTD
- -11.58%
- 1Y
- -63.20%
- 3Y*
- -56.02%
- 5Y*
- -55.12%
- 10Y*
- —
- ALL TIME*
- 0.76%
XRP-USD
- 1D
- 1.87%
- 1M
- -4.80%
- 6M
- -32.08%
- YTD
- -41.30%
- 1Y
- -61.01%
- 3Y*
- 17.67%
- 5Y*
- 8.66%
- 10Y*
- —
- ALL TIME*
- 71.95%
Liquidity Comparison
ENJ-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between ENJ-USD and XRP-USD is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2017 | 0.56 |
The correlation between ENJ-USD and XRP-USD has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.
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Return for Risk
ENJ-USD vs. XRP-USD — Risk / Return Rank
ENJ-USD
XRP-USD
ENJ-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EnjinCoin (ENJ-USD) and XRP (XRP-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENJ-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.84 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.89 | +0.07 |
| Martin ratioReturn relative to average drawdown | -1.13 | -1.27 | +0.14 |
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Drawdowns
ENJ-USD vs. XRP-USD - Drawdown Comparison
The maximum ENJ-USD drawdown since its inception was -99.61%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ENJ-USD and XRP-USD.
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Drawdown Indicators
| ENJ-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.61% | -95.87% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -77.59% | -68.73% | -8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -97.45% | -70.77% | -26.68% |
Max Drawdown (5Y)Largest decline over 5 years | -99.61% | -77.83% | -21.78% |
Current DrawdownCurrent decline from peak | -99.45% | -69.61% | -29.84% |
Average DrawdownAverage peak-to-trough decline | -78.38% | -70.96% | -7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.15% | 39.01% | +6.14% |
Volatility
ENJ-USD vs. XRP-USD - Volatility Comparison
EnjinCoin (ENJ-USD) has a higher volatility of 12.49% compared to XRP (XRP-USD) at 9.95%. This indicates that ENJ-USD's price experiences larger fluctuations and is considered to be riskier than XRP-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 | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.49% | 9.95% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 89.32% | 42.62% | +46.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 99.80% | 53.22% | +46.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.93% | 70.99% | +16.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 123.86% | 111.04% | +12.82% |
Frequently Asked Questions
ENJ-USD and XRP-USD have a correlation of 0.57, 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 (12.49%) compared to XRP-USD (9.95%). In terms of maximum drawdown, ENJ-USD dropped -99.61% vs XRP-USD's -95.87%.
ENJ-USD currently has the higher Sharpe Ratio (-0.53 vs -0.96), 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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