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JAGX vs. NDRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JAGX vs. NDRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jaguar Health, Inc. (JAGX) and ENDRA Life Sciences Inc. (NDRA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JAGX achieves a -96.29% return, which is significantly lower than NDRA's 3.75% return.


JAGX

1D
-3.85%
1M
-64.41%
6M
-94.88%
YTD
-96.29%
1Y
-98.25%
3Y*
-96.69%
5Y*
-96.26%
10Y*
-90.51%
ALL TIME*
-89.23%

NDRA

1D
8.55%
1M
-0.42%
6M
23.68%
YTD
3.75%
1Y
-2.89%
3Y*
-52.21%
5Y*
-67.32%
10Y*
ALL TIME*
-50.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$99.03K$113.43K$255.58K
$71.88K$152.15K$156.09K

JAGX vs. NDRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAGX
Jaguar Health, Inc.
-96.29%-96.31%-88.88%-97.68%-91.64%-57.46%1.75%-95.00%-89.10%-74.55%
NDRA
ENDRA Life Sciences Inc.
3.75%-27.64%-91.56%-47.91%-70.58%-7.76%-55.36%12.00%-69.14%21.96%

Correlation

The correlation between JAGX and NDRA is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.14

Fundamentals

Market Cap

JAGX:

$66.64K

NDRA:

$3.54M

EPS

JAGX:

-$27.86

NDRA:

-$9.08

Total Revenue (TTM)

JAGX:

$11.51M

NDRA:

$0.00

Gross Profit (TTM)

JAGX:

$7.74M

NDRA:

-$117.76K

EBITDA (TTM)

JAGX:

-$45.91M

NDRA:

-$3.74M

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Jaguar Health, Inc.

ENDRA Life Sciences Inc.

Often compared with JAGX:
JAGX vs. FSHCX

Return for Risk

JAGX vs. NDRA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JAGX
JAGX Risk / Return Rank: 66
Overall Rank
JAGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
JAGX Sortino Ratio Rank: 11
Sortino Ratio Rank
JAGX Omega Ratio Rank: 22
Omega Ratio Rank
JAGX Calmar Ratio Rank: 22
Calmar Ratio Rank
JAGX Martin Ratio Rank: 77
Martin Ratio Rank

NDRA
NDRA Risk / Return Rank: 4343
Overall Rank
NDRA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NDRA Sortino Ratio Rank: 4949
Sortino Ratio Rank
NDRA Omega Ratio Rank: 4949
Omega Ratio Rank
NDRA Calmar Ratio Rank: 3838
Calmar Ratio Rank
NDRA Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JAGX vs. NDRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jaguar Health, Inc. (JAGX) and ENDRA Life Sciences Inc. (NDRA). 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.


JAGXNDRADifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

0.69

1.08

-0.39

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.18

-0.81

Martin ratioReturn relative to average drawdown

-1.43

-0.30

-1.13

JAGX vs. NDRA - Sharpe Ratio Comparison

The current JAGX Sharpe Ratio is -0.62, which is lower than the NDRA Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of JAGX and NDRA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JAGX vs. NDRA - Drawdown Comparison

The maximum JAGX drawdown since its inception was -100.00%, roughly equal to the maximum NDRA drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for JAGX and NDRA.


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Drawdown Indicators


JAGXNDRADifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.97%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-98.71%

-59.85%

-38.86%

Max Drawdown (3Y)

Largest decline over 3 years

-100.00%

-98.70%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-99.92%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-99.88%

-0.12%

Average Drawdown

Average peak-to-trough decline

-94.13%

-79.55%

-14.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.63%

37.22%

+31.41%

Volatility

JAGX vs. NDRA - Volatility Comparison

Jaguar Health, Inc. (JAGX) has a higher volatility of 46.04% compared to ENDRA Life Sciences Inc. (NDRA) at 26.47%. This indicates that JAGX's price experiences larger fluctuations and is considered to be riskier than NDRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGXNDRADifference

Volatility (1M)

Calculated over the trailing 1-month period

46.04%

26.47%

+19.57%

Volatility (6M)

Calculated over the trailing 6-month period

119.10%

78.02%

+41.08%

Volatility (1Y)

Calculated over the trailing 1-year period

159.20%

107.24%

+51.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.80%

874.28%

-735.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

172.18%

652.07%

-479.89%

Dividends

JAGX vs. NDRA - Dividend Comparison

Neither JAGX nor NDRA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

JAGX vs. NDRA - Financials Comparison

This section allows you to compare key financial metrics between Jaguar Health, Inc. and ENDRA Life Sciences Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


JAGX and NDRA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JAGX has higher volatility (46.04%) compared to NDRA (26.47%). In terms of maximum drawdown, JAGX dropped -100.00% vs NDRA's -99.97%.

NDRA currently has the higher Sharpe Ratio (-0.10 vs -0.62), 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.

Portfolio Optimizer

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