HSDT vs. ^GSPC
HSDT (Helius Medical Technologies, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, HSDT returned -74.08%/yr vs 13.26%/yr for ^GSPC. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
HSDT vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, HSDT achieves a -42.91% return, which is significantly lower than ^GSPC's 9.41% return. Over the past 10 years, HSDT has underperformed ^GSPC with an annualized return of -74.08%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.
HSDT
- 1D
- -2.94%
- 1M
- -7.82%
- 6M
- -40.00%
- YTD
- -42.91%
- 1Y
- -72.95%
- 3Y*
- -94.02%
- 5Y*
- -92.22%
- 10Y*
- -74.08%
- ALL TIME*
- -69.49%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
| $195.77K | $279.01K | $518.44K |
HSDT vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSDT Helius Medical Technologies, Inc. | -42.91% | -99.43% | -91.66% | -47.61% | -94.09% | -60.63% | -61.18% | -89.41% | 271.75% | 78.81% |
^GSPC S&P 500 Index | 9.41% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between HSDT and ^GSPC is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2014 | 0.15 |
Over the past year, HSDT and ^GSPC have become more correlated (0.40) than their long-term average of 0.15, meaning their price movements have been converging.
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Return for Risk
HSDT vs. ^GSPC — Risk / Return Rank
HSDT
^GSPC
HSDT vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Helius Medical Technologies, Inc. (HSDT) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HSDT | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.00 | -2.81 |
| Martin ratioReturn relative to average drawdown | -0.96 | 8.49 | -9.45 |
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Drawdowns
HSDT vs. ^GSPC - Drawdown Comparison
The maximum HSDT drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HSDT and ^GSPC.
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Drawdown Indicators
| HSDT | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -56.78% | -43.22% |
Max Drawdown (1Y)Largest decline over 1 year | -94.74% | -9.10% | -85.64% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -18.90% | -81.08% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -25.43% | -74.57% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -33.92% | -66.08% |
Current DrawdownCurrent decline from peak | -100.00% | -1.58% | -98.42% |
Average DrawdownAverage peak-to-trough decline | -73.70% | -10.70% | -63.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 79.34% | 2.14% | +77.20% |
Volatility
HSDT vs. ^GSPC - Volatility Comparison
Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 18.34% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that HSDT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSDT | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.34% | 3.51% | +14.83% |
Volatility (6M)Calculated over the trailing 6-month period | 66.47% | 10.11% | +56.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 182.98% | 12.87% | +170.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.89% | 17.01% | +139.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 199.96% | 18.07% | +181.89% |
Frequently Asked Questions
HSDT and ^GSPC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSDT has higher volatility (18.34%) compared to ^GSPC (3.51%). In terms of maximum drawdown, HSDT dropped -100.00% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.42), 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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