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ECOR vs. HSDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ECOR and HSDT is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ECOR vs. HSDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in electroCore, Inc. (ECOR) and Helius Medical Technologies, Inc. (HSDT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ECOR:

-0.40

HSDT:

-0.55

Sortino Ratio

ECOR:

-0.11

HSDT:

-1.17

Omega Ratio

ECOR:

0.99

HSDT:

0.88

Calmar Ratio

ECOR:

-0.34

HSDT:

-0.84

Martin Ratio

ECOR:

-1.15

HSDT:

-1.33

Ulcer Index

ECOR:

29.43%

HSDT:

63.63%

Daily Std Dev

ECOR:

81.81%

HSDT:

150.86%

Max Drawdown

ECOR:

-98.95%

HSDT:

-100.00%

Current Drawdown

ECOR:

-98.44%

HSDT:

-100.00%

Fundamentals

Market Cap

ECOR:

$33.45M

HSDT:

$2.22M

EPS

ECOR:

-$1.59

HSDT:

-$26.40

PS Ratio

ECOR:

1.33

HSDT:

5.11

PB Ratio

ECOR:

4.95

HSDT:

1.72

Total Revenue (TTM)

ECOR:

$19.74M

HSDT:

$434.00K

Gross Profit (TTM)

ECOR:

$16.84M

HSDT:

-$146.00K

EBITDA (TTM)

ECOR:

-$7.53M

HSDT:

-$14.41M

Returns By Period

In the year-to-date period, ECOR achieves a -71.31% return, which is significantly lower than HSDT's -58.23% return.


ECOR

YTD

-71.31%

1M

-15.76%

6M

-65.53%

1Y

-32.02%

5Y*

-20.78%

10Y*

N/A

HSDT

YTD

-58.23%

1M

-13.50%

6M

-50.70%

1Y

-82.82%

5Y*

-79.44%

10Y*

-68.74%

*Annualized

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Risk-Adjusted Performance

ECOR vs. HSDT — Risk-Adjusted Performance Rank

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

ECOR
The Risk-Adjusted Performance Rank of ECOR is 2929
Overall Rank
The Sharpe Ratio Rank of ECOR is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ECOR is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ECOR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ECOR is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ECOR is 2121
Martin Ratio Rank

HSDT
The Risk-Adjusted Performance Rank of HSDT is 1212
Overall Rank
The Sharpe Ratio Rank of HSDT is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of HSDT is 1010
Sortino Ratio Rank
The Omega Ratio Rank of HSDT is 1414
Omega Ratio Rank
The Calmar Ratio Rank of HSDT is 44
Calmar Ratio Rank
The Martin Ratio Rank of HSDT is 1313
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.

ECOR vs. HSDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for electroCore, Inc. (ECOR) and Helius Medical Technologies, Inc. (HSDT). 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.


The current ECOR Sharpe Ratio is -0.40, which is comparable to the HSDT Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of ECOR and HSDT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ECOR vs. HSDT - Dividend Comparison

Neither ECOR nor HSDT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ECOR vs. HSDT - Drawdown Comparison

The maximum ECOR drawdown since its inception was -98.95%, roughly equal to the maximum HSDT drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ECOR and HSDT. For additional features, visit the drawdowns tool.


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Volatility

ECOR vs. HSDT - Volatility Comparison

electroCore, Inc. (ECOR) has a higher volatility of 37.43% compared to Helius Medical Technologies, Inc. (HSDT) at 29.72%. This indicates that ECOR's price experiences larger fluctuations and is considered to be riskier than HSDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ECOR vs. HSDT - Financials Comparison

This section allows you to compare key financial metrics between electroCore, Inc. and Helius Medical Technologies, 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


0.002.00M4.00M6.00M8.00M20212022202320242025
7.05M
49.00K
(ECOR) Total Revenue
(HSDT) Total Revenue
Values in USD except per share items