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Helius Medical Technologies, Inc. (HSDT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US42328V6039

CUSIP

42328V603

Sector

Healthcare

IPO Date

Jun 27, 2014

Highlights

Market Cap

$3.13M

EPS (TTM)

-$4.27

Total Revenue (TTM)

$368.00K

Gross Profit (TTM)

-$67.00K

EBITDA (TTM)

-$10.72M

Year Range

$0.37 - $7.19

Target Price

$4.00

Short %

1.04%

Short Ratio

0.01

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HSDT vs. ECOR HSDT vs. ^GSPC
Popular comparisons:
HSDT vs. ECOR HSDT vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Helius Medical Technologies, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
9.51%
HSDT (Helius Medical Technologies, Inc.)
Benchmark (^GSPC)

Returns By Period

Helius Medical Technologies, Inc. had a return of -17.81% year-to-date (YTD) and -90.57% in the last 12 months. Over the past 10 years, Helius Medical Technologies, Inc. had an annualized return of -66.64%, while the S&P 500 had an annualized return of 11.29%, indicating that Helius Medical Technologies, Inc. did not perform as well as the benchmark.


HSDT

YTD

-17.81%

1M

-26.64%

6M

-24.43%

1Y

-90.57%

5Y*

-79.92%

10Y*

-66.64%

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

The table below presents the monthly returns of HSDT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202511.89%-17.81%
2024-17.16%-31.53%27.85%-31.56%-64.66%-30.50%-26.54%6.13%-26.53%-9.67%-3.65%37.22%-91.66%
202323.82%-27.89%-7.01%-23.94%-20.02%23.61%9.60%-35.43%39.97%-20.34%-15.87%26.40%-47.61%
2022-24.08%17.77%-28.66%-6.65%-52.75%-19.18%-27.69%-35.66%-49.82%0.04%13.21%-1.63%-94.09%
20211.66%1.72%31.99%-6.78%-20.33%27.17%-9.42%-6.43%0.00%-1.60%-52.15%-23.45%-60.63%
20204.12%-9.90%-63.74%29.97%15.18%-13.62%30.07%-10.11%-22.45%-1.29%-1.28%-0.11%-61.18%
2019-19.65%-3.67%-6.06%-63.21%6.53%-15.71%1.36%-11.66%-16.24%-10.30%-64.86%86.54%-89.41%
2018-14.78%14.95%-16.24%-24.53%41.15%-11.61%-3.78%9.39%-2.30%4.60%-18.95%10.36%-25.66%
201721.34%-2.51%-4.53%-2.32%2.37%0.26%19.87%11.76%37.61%7.74%-26.42%8.08%78.83%
2016-13.11%0.42%2.40%43.59%-23.20%29.27%-10.25%-14.35%27.52%29.36%6.17%-7.95%57.85%
2015-8.70%18.92%-4.13%-12.54%3.65%-14.37%-25.40%-47.45%-19.95%0.00%77.70%-19.46%-63.71%
20145.45%1.32%-6.93%7.73%6.21%-2.21%11.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HSDT is 9, meaning it’s performing worse than 91% of other stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HSDT is 99
Overall Rank
The Sharpe Ratio Rank of HSDT is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of HSDT is 44
Sortino Ratio Rank
The Omega Ratio Rank of HSDT is 66
Omega Ratio Rank
The Calmar Ratio Rank of HSDT is 22
Calmar Ratio Rank
The Martin Ratio Rank of HSDT is 1515
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Helius Medical Technologies, Inc. (HSDT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HSDT, currently valued at -0.58, compared to the broader market-2.000.002.004.00-0.581.77
The chart of Sortino ratio for HSDT, currently valued at -1.58, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.582.39
The chart of Omega ratio for HSDT, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.32
The chart of Calmar ratio for HSDT, currently valued at -0.91, compared to the broader market0.002.004.006.00-0.912.66
The chart of Martin ratio for HSDT, currently valued at -1.16, compared to the broader market0.0010.0020.0030.00-1.1610.85
HSDT
^GSPC

The current Helius Medical Technologies, Inc. Sharpe ratio is -0.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Helius Medical Technologies, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.58
1.77
HSDT (Helius Medical Technologies, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Helius Medical Technologies, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
0
HSDT (Helius Medical Technologies, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Helius Medical Technologies, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Helius Medical Technologies, Inc. was 100.00%, occurring on Oct 15, 2024. The portfolio has not yet recovered.

The current Helius Medical Technologies, Inc. drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Oct 12, 20171763Oct 15, 2024
-77.93%Mar 9, 2015151Oct 23, 2015407Sep 19, 2017558
-29.91%Nov 19, 201438Jan 22, 201528Mar 6, 201566
-22.44%Sep 10, 201426Oct 15, 20146Oct 24, 201432
-6.86%Oct 27, 20145Nov 4, 20143Nov 10, 20148

Volatility

Volatility Chart

The current Helius Medical Technologies, Inc. volatility is 52.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
52.29%
3.19%
HSDT (Helius Medical Technologies, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Helius Medical Technologies, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Helius Medical Technologies, Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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