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

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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Returns By Period

In the year-to-date period, NDRA achieves a 5.30% return, which is significantly higher than JAGX's -88.68% return.


NDRA

1D
0.85%
1M
-1.65%
YTD
5.30%
6M
-13.27%
1Y
33.99%
3Y*
-87.88%
5Y*
-85.62%
10Y*

JAGX

1D
4.45%
1M
1.33%
YTD
-88.68%
6M
-90.41%
1Y
-97.36%
3Y*
-95.09%
5Y*
-95.54%
10Y*
-89.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NDRA vs. JAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NDRA
ENDRA Life Sciences Inc.
5.30%-27.64%-99.83%-47.91%-70.58%-7.76%-55.36%12.00%-69.14%24.62%
JAGX
Jaguar Health, Inc.
-88.68%-96.31%-88.88%-97.68%-91.64%-57.46%1.75%-95.00%-89.10%-73.56%

Correlation

The correlation between NDRA and JAGX 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

NDRA:

$3.75M

JAGX:

$7.11M

EPS

NDRA:

-$9.31

JAGX:

-$33.07

Total Revenue (TTM)

NDRA:

$0.00

JAGX:

$11.51M

Gross Profit (TTM)

NDRA:

-$117.76K

JAGX:

$7.74M

EBITDA (TTM)

NDRA:

-$3.74M

JAGX:

-$45.91M

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ENDRA Life Sciences Inc.

Jaguar Health, Inc.

Often compared with JAGX:
JAGX vs. FSHCX

Return for Risk

NDRA vs. JAGX — Risk / Return Rank

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

NDRA
NDRA Risk / Return Rank: 5959
Overall Rank
NDRA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NDRA Sortino Ratio Rank: 7474
Sortino Ratio Rank
NDRA Omega Ratio Rank: 7070
Omega Ratio Rank
NDRA Calmar Ratio Rank: 5353
Calmar Ratio Rank
NDRA Martin Ratio Rank: 5050
Martin Ratio Rank

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: 11
Calmar Ratio Rank
JAGX Martin Ratio Rank: 88
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.

NDRA vs. JAGX - Risk-Adjusted Trends 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.


NDRAJAGXDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+4.21

Omega ratioGain probability vs. loss probability

1.23

0.71

+0.52

Calmar ratioReturn relative to maximum drawdown

0.54

-1.00

+1.54

Martin ratioReturn relative to average drawdown

0.80

-1.41

+2.20

NDRA vs. JAGX - Sharpe Ratio Comparison

The current NDRA Sharpe Ratio is 0.20, which is higher than the JAGX Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of NDRA and JAGX, 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


NDRAJAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

-0.63

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.60

-0.69

+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

-0.53

-0.52

-0.01

Drawdowns

NDRA vs. JAGX - Drawdown Comparison

The maximum NDRA drawdown since its inception was -100.00%, 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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Drawdown Indicators


NDRAJAGXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-63.12%

-97.60%

+34.48%

Max Drawdown (3Y)

Largest decline over 3 years

-99.93%

-99.99%

+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

-79.18%

-94.08%

+14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.64%

69.16%

-26.52%

Volatility

NDRA vs. JAGX - Volatility Comparison

The current volatility for ENDRA Life Sciences Inc. (NDRA) is 26.12%, while Jaguar Health, Inc. (JAGX) has a volatility of 37.07%. This indicates that NDRA experiences smaller price fluctuations and is considered to be less risky than JAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDRAJAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.12%

37.07%

-10.95%

Volatility (6M)

Calculated over the trailing 6-month period

63.02%

141.94%

-78.92%

Volatility (1Y)

Calculated over the trailing 1-year period

170.95%

153.94%

+17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

143.61%

137.94%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.17%

173.41%

-44.24%

Dividends

NDRA vs. JAGX - Dividend Comparison

Neither NDRA nor JAGX has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.001.00M2.00M3.00M4.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
3.24M
(NDRA) Total Revenue
(JAGX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NDRA and JAGX 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 (37.07%) compared to NDRA (26.12%). In terms of maximum drawdown, NDRA dropped -100.00% vs JAGX's -100.00%.

NDRA currently has the higher Sharpe Ratio (0.20 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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