ECOR vs. HSDT
ECOR (electroCore, Inc.) and HSDT (Helius Medical Technologies, Inc.) are both stocks. Both operate in the Medical Devices industry within the Healthcare sector. Over the past 5 years, ECOR returned -17.21%/yr vs -92.17%/yr for HSDT. At a 0.13 correlation, their price movements are largely independent.
Performance
ECOR vs. HSDT - Performance Comparison
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Returns By Period
In the year-to-date period, ECOR achieves a 119.84% return, which is significantly higher than HSDT's -48.79% return.
ECOR
- 1D
- 4.34%
- 1M
- 47.60%
- YTD
- 119.84%
- 6M
- 97.20%
- 1Y
- 90.35%
- 3Y*
- 27.21%
- 5Y*
- -17.21%
- 10Y*
- —
HSDT
- 1D
- -7.50%
- 1M
- -31.48%
- YTD
- -48.79%
- 6M
- -64.42%
- 1Y
- -99.16%
- 3Y*
- -93.73%
- 5Y*
- -92.17%
- 10Y*
- -74.19%
ECOR vs. HSDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ECOR electroCore, Inc. | 119.84% | -72.33% | 172.35% | 54.54% | -55.92% | -62.66% | -1.89% | -74.60% | -68.46% |
HSDT Helius Medical Technologies, Inc. | -48.79% | -99.43% | -91.66% | -47.61% | -94.09% | -60.63% | -61.18% | -89.41% | -22.64% |
Correlation
The correlation between ECOR and HSDT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2018 | 0.13 |
Fundamentals
ECOR:
$88.28M
HSDT:
$32.63M
ECOR:
-$1.82
HSDT:
-$4.55
ECOR:
2.38
HSDT:
2.21
ECOR:
$34.90M
HSDT:
$6.02M
ECOR:
$30.45M
HSDT:
$5.52M
ECOR:
-$13.17M
HSDT:
-$243.84M
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Return for Risk
ECOR vs. HSDT — Risk / Return Rank
ECOR
HSDT
ECOR vs. HSDT - Risk-Adjusted Trends 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.
| ECOR | HSDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.95 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.73 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | -1.00 | +2.98 |
| Martin ratioReturn relative to average drawdown | 3.25 | -1.04 | +4.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECOR | HSDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | -0.47 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | -0.59 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.27 | -0.38 | +0.11 |
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.
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Drawdown Indicators
| ECOR | HSDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.95% | -100.00% | +1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -45.99% | -99.09% | +53.10% |
Max Drawdown (3Y)Largest decline over 3 years | -77.75% | -99.98% | +22.23% |
Max Drawdown (5Y)Largest decline over 5 years | -88.36% | -100.00% | +11.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -96.69% | -100.00% | +3.31% |
Average DrawdownAverage peak-to-trough decline | -90.63% | -73.37% | -17.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.91% | 95.85% | -67.94% |
Volatility
ECOR vs. HSDT - Volatility Comparison
electroCore, Inc. (ECOR) has a higher volatility of 36.44% compared to Helius Medical Technologies, Inc. (HSDT) at 23.84%. 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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Volatility by Period
| ECOR | HSDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.44% | 23.84% | +12.60% |
Volatility (6M)Calculated over the trailing 6-month period | 62.27% | 68.72% | -6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.06% | 209.83% | -119.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.89% | 156.26% | -67.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 128.93% | 199.79% | -70.86% |
Dividends
ECOR vs. HSDT - Dividend Comparison
Neither ECOR nor HSDT has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ECOR and HSDT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECOR has higher volatility (36.44%) compared to HSDT (23.84%). In terms of maximum drawdown, ECOR dropped -98.95% vs HSDT's -100.00%.
ECOR currently has the higher Sharpe Ratio (1.01 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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