Analyses of similarities and changes in protein conformation can provide important information regarding protein function and evolution. Many scores, including the commonly used root mean square deviation, have therefore been developed to quantify the similarities of different protein conformations. However, instead of examining individual conformations it is in many cases more relevant to analyse ensembles of conformations that have been obtained either through experiments or from methods such as molecular dynamics simulations. We here present three approaches that can be used to compare conformational ensembles in the same way as the root mean square deviation is used to compare individual pairs of structures. The methods are based on the estimation of the probability distributions underlying the ensembles and subsequent comparison of these distributions. We first validate the methods using a synthetic example from molecular dynamics simulations. We then apply the algorithms to revisit the problem of ensemble averaging during structure determination of proteins, and find that an ensemble refinement method is able to recover the correct distribution of conformations better than standard single-molecule refinement.