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NDRA vs. JAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NDRA and JAGX is 0.20, 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

NDRA vs. JAGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NDRA:

-0.47

JAGX:

-0.73

Sortino Ratio

NDRA:

-1.88

JAGX:

-1.94

Omega Ratio

NDRA:

0.75

JAGX:

0.72

Calmar Ratio

NDRA:

-0.99

JAGX:

-0.96

Martin Ratio

NDRA:

-1.07

JAGX:

-1.27

Ulcer Index

NDRA:

92.47%

JAGX:

75.16%

Daily Std Dev

NDRA:

210.45%

JAGX:

130.95%

Max Drawdown

NDRA:

-99.97%

JAGX:

-100.00%

Current Drawdown

NDRA:

-99.97%

JAGX:

-100.00%

Fundamentals

Market Cap

NDRA:

$2.47M

JAGX:

$5.56M

EPS

NDRA:

$390.78

JAGX:

-$60.27

PEG Ratio

NDRA:

0.00

JAGX:

-0.02

PS Ratio

NDRA:

0.00

JAGX:

0.48

PB Ratio

NDRA:

1.41

JAGX:

3.07

Total Revenue (TTM)

NDRA:

$211.60K

JAGX:

$11.51M

Gross Profit (TTM)

NDRA:

$55.68K

JAGX:

$9.47M

EBITDA (TTM)

NDRA:

-$12.18M

JAGX:

-$38.48M

Returns By Period

In the year-to-date period, NDRA achieves a -46.49% return, which is significantly higher than JAGX's -82.57% return.


NDRA

YTD

-46.49%

1M

-53.47%

6M

-41.33%

1Y

-99.29%

3Y*

-79.73%

5Y*

-70.92%

10Y*

N/A

JAGX

YTD

-82.57%

1M

-62.93%

6M

-83.08%

1Y

-95.83%

3Y*

-95.25%

5Y*

-87.80%

10Y*

-70.87%

*Annualized

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ENDRA Life Sciences Inc.

Jaguar Health, Inc.

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

Risk-Adjusted Performance

NDRA vs. JAGX — Risk-Adjusted Performance Rank

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

NDRA
The Risk-Adjusted Performance Rank of NDRA is 1010
Overall Rank
The Sharpe Ratio Rank of NDRA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of NDRA is 33
Sortino Ratio Rank
The Omega Ratio Rank of NDRA is 33
Omega Ratio Rank
The Calmar Ratio Rank of NDRA is 11
Calmar Ratio Rank
The Martin Ratio Rank of NDRA is 2323
Martin Ratio Rank

JAGX
The Risk-Adjusted Performance Rank of JAGX is 66
Overall Rank
The Sharpe Ratio Rank of JAGX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of JAGX is 22
Sortino Ratio Rank
The Omega Ratio Rank of JAGX is 22
Omega Ratio Rank
The Calmar Ratio Rank of JAGX is 11
Calmar Ratio Rank
The Martin Ratio Rank of JAGX is 1414
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.

NDRA vs. JAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ENDRA Life Sciences Inc. (NDRA) and Jaguar Health, Inc. (JAGX). 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 NDRA Sharpe Ratio is -0.47, which is higher than the JAGX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of NDRA and JAGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NDRA vs. JAGX - Dividend Comparison

Neither NDRA nor JAGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NDRA vs. JAGX - Drawdown Comparison

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


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

Volatility

NDRA vs. JAGX - Volatility Comparison

ENDRA Life Sciences Inc. (NDRA) has a higher volatility of 69.88% compared to Jaguar Health, Inc. (JAGX) at 45.28%. This indicates that NDRA's price experiences larger fluctuations and is considered to be riskier than JAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NDRA vs. JAGX - Financials Comparison

This section allows you to compare key financial metrics between ENDRA Life Sciences Inc. and Jaguar Health, 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


0.001.00M2.00M3.00M4.00M20212022202320242025
211.60K
2.17M
(NDRA) Total Revenue
(JAGX) Total Revenue
Values in USD except per share items