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HSDT vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

HSDT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Helius Medical Technologies, Inc. (HSDT) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSDT achieves a -48.79% return, which is significantly lower than ^GSPC's 10.35% return. Over the past 10 years, HSDT has underperformed ^GSPC with an annualized return of -74.19%, while ^GSPC has yielded a comparatively higher 13.66% annualized return.


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%

^GSPC

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSDT vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSDT
Helius Medical Technologies, Inc.
-48.79%-99.43%-91.66%-47.61%-94.09%-60.63%-61.18%-89.41%271.75%78.81%
^GSPC
S&P 500 Index
10.35%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 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.15

Over the past year, HSDT and ^GSPC have become more correlated (0.35) 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

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

HSDT
HSDT Risk / Return Rank: 99
Overall Rank
HSDT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HSDT Sortino Ratio Rank: 22
Sortino Ratio Rank
HSDT Omega Ratio Rank: 22
Omega Ratio Rank
HSDT Calmar Ratio Rank: 00
Calmar Ratio Rank
HSDT Martin Ratio Rank: 2020
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7272
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


HSDT^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.71

Sortino ratioReturn per unit of downside risk

-5.13

Omega ratioGain probability vs. loss probability

0.73

1.41

-0.68

Calmar ratioReturn relative to maximum drawdown

-1.00

2.93

-3.93

Martin ratioReturn relative to average drawdown

-1.04

13.52

-14.56

HSDT vs. ^GSPC - Sharpe Ratio Comparison

The current HSDT Sharpe Ratio is -0.47, which is lower than the ^GSPC Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of HSDT and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HSDT^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

2.24

-2.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

0.73

-1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

0.76

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.47

-0.85

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^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-56.78%

-43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-99.09%

-9.10%

-89.99%

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 Drawdown

Current decline from peak

-100.00%

-0.74%

-99.26%

Average Drawdown

Average peak-to-trough decline

-73.37%

-10.72%

-62.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

95.85%

1.97%

+93.88%

Volatility

HSDT vs. ^GSPC - Volatility Comparison

Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 23.84% compared to S&P 500 Index (^GSPC) at 2.93%. 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^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.84%

2.93%

+20.91%

Volatility (6M)

Calculated over the trailing 6-month period

68.72%

8.99%

+59.73%

Volatility (1Y)

Calculated over the trailing 1-year period

209.83%

11.89%

+197.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

156.26%

16.90%

+139.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

199.79%

18.06%

+181.73%

Frequently Asked Questions


HSDT and ^GSPC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSDT has higher volatility (23.84%) compared to ^GSPC (2.93%). In terms of maximum drawdown, HSDT dropped -100.00% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.24 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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