The Edge-of-Chaos (EoC) theory developed for the random initialization of deep networks allows more efficient training by both preserving information in the initial outputs of the network and minimising exploding or vanishing gradients through characterisation of the intermediate layers as Gaussian processes. This EoC theory provides formulae for the choice of the initialisation distribution variances of the weights and biases. For activations which are approximately linear around the origin, the EoC theory typically encourages the Gaussian process variance to converge towards zero with increasing depth. Here we consider the less studied setting of highly sparsity inducing activations where a large region of values near the origin are set to zero. In this setting we prove a new phenomenon whereby initialisations leading to larger fixed Gaussian processes are beneficial to training stability. This theory informs a new, yet simple, initialisation strategy that allows training DNNs and CNNs with as large as 90\% sparsity in the hidden layers.