From the estimation of the Hurst exponent and the multifractality degree we discriminate the security levels of two typical encoding schemes usually applied in chaos-based communication systems. We also analyze the effects that the sampling period and the message amplitude have on the goodness of these techniques. We compare our results with those obtained by considering an information theory approach [O.A. Rosso, R. Vicente, C.R. Mirasso, Phys. Lett. A 372 (2007) 1018]. The Hurst exponent seems to be a sensitive and powerful tool for discriminating the presence of a message embedded in a chaotic carrier.