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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 -89.16% return, which is significantly lower than NDRA's 4.42% return.


JAGX

1D
-9.32%
1M
-10.15%
YTD
-89.16%
6M
-90.10%
1Y
-97.58%
3Y*
-95.16%
5Y*
-95.58%
10Y*
-89.20%

NDRA

1D
-6.15%
1M
-4.25%
YTD
4.42%
6M
-20.60%
1Y
35.92%
3Y*
-87.83%
5Y*
-85.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAGX vs. NDRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAGX
Jaguar Health, Inc.
-89.16%-96.31%-88.88%-97.68%-91.64%-57.46%1.75%-95.00%-89.10%-73.56%
NDRA
ENDRA Life Sciences Inc.
4.42%-27.64%-99.83%-47.91%-70.58%-7.76%-55.36%12.00%-69.14%24.62%

Correlation

The correlation between JAGX and NDRA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2017

0.13

Fundamentals

Market Cap

JAGX:

$6.81M

NDRA:

$3.72M

EPS

JAGX:

-$33.07

NDRA:

-$9.31

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

JAGX
JAGX Risk / Return Rank: 55
Overall Rank
JAGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JAGX Sortino Ratio Rank: 11
Sortino Ratio Rank
JAGX Omega Ratio Rank: 22
Omega Ratio Rank
JAGX Calmar Ratio Rank: 00
Calmar Ratio Rank
JAGX Martin Ratio Rank: 77
Martin Ratio Rank

NDRA
NDRA Risk / Return Rank: 6060
Overall Rank
NDRA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NDRA Sortino Ratio Rank: 7474
Sortino Ratio Rank
NDRA Omega Ratio Rank: 7171
Omega Ratio Rank
NDRA Calmar Ratio Rank: 5454
Calmar Ratio Rank
NDRA Martin Ratio Rank: 5050
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.

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.


JAGXNDRADifference

Sharpe ratio

Return per unit of total volatility

-0.63

0.21

-0.85

Sortino ratio

Return per unit of downside risk

-2.35

1.96

-4.31

Omega ratio

Gain probability vs. loss probability

0.70

1.24

-0.53

Calmar ratio

Return relative to maximum drawdown

-1.00

0.57

-1.57

Martin ratio

Return relative to average drawdown

-1.41

0.85

-2.26

JAGX vs. NDRA - Sharpe Ratio Comparison

The current JAGX Sharpe Ratio is -0.63, which is lower than the NDRA Sharpe Ratio of 0.21. 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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Sharpe Ratios by Period


JAGXNDRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

0.21

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.69

-0.60

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

-0.53

+0.01

Drawdowns

JAGX vs. NDRA - Drawdown Comparison

The maximum JAGX drawdown since its inception was -100.00%, roughly equal to the maximum NDRA drawdown of -100.00%. 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%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-97.60%

-63.12%

-34.48%

Max Drawdown (3Y)

Largest decline over 3 years

-99.99%

-99.93%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-100.00%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-94.08%

-79.17%

-14.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

69.57%

42.54%

+27.03%

Volatility

JAGX vs. NDRA - Volatility Comparison

Jaguar Health, Inc. (JAGX) has a higher volatility of 37.56% compared to ENDRA Life Sciences Inc. (NDRA) at 26.16%. 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

37.56%

26.16%

+11.40%

Volatility (6M)

Calculated over the trailing 6-month period

141.80%

63.04%

+78.76%

Volatility (1Y)

Calculated over the trailing 1-year period

153.89%

170.98%

-17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

137.92%

143.68%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

173.43%

129.20%

+44.23%

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


0.001.00M2.00M3.00M4.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.24M
0
(JAGX) Total Revenue
(NDRA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


JAGX and NDRA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JAGX has higher volatility (37.56%) compared to NDRA (26.16%). In terms of maximum drawdown, JAGX dropped -100.00% vs NDRA's -100.00%.

NDRA currently has the higher Sharpe Ratio (0.21 vs -0.63), 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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