HSDT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Helius Medical Technologies, Inc. (HSDT) and S&P 500 Index (^GSPC).

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.

HSDT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HSDT Helius Medical Technologies, Inc.	-41.18%	-99.43%	-91.66%	-47.61%	-94.09%	-60.63%	-61.18%	-89.41%	271.75%	78.81%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, HSDT achieves a -41.18% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, HSDT has underperformed ^GSPC with an annualized return of -73.58%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

HSDT

• 1D: -1.73%
• 1M: -19.81%
• YTD: -41.18%
• 6M: -88.64%
• 1Y: -99.48%
• 3Y*: -94.38%
• 5Y*: -92.39%
• 10Y*: -73.58%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 9
HSDT Sharpe Ratio Rank: 20
HSDT Sortino Ratio Rank: 1
HSDT Omega Ratio Rank: 2
HSDT Calmar Ratio Rank: 1
HSDT Martin Ratio Rank: 20

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.47	0.92	-1.39
Sortino ratio Return per unit of downside risk	-2.34	1.41	-3.75
Omega ratio Gain probability vs. loss probability	0.70	1.21	-0.51
Calmar ratio Return relative to maximum drawdown	-1.00	1.41	-2.41
Martin ratio Return relative to average drawdown	-1.11	6.61	-7.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HSDT vs. ^GSPC - Sharpe Ratio Comparison

The current HSDT Sharpe Ratio is -0.47, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of HSDT and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HSDT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	0.92	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.59	0.61	-1.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.37	0.68	-1.05
Sharpe Ratio (All Time) Calculated using the full available price history	-0.38	0.46	-0.84

Correlation

The correlation between HSDT and ^GSPC is 0.15, 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.

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.

Drawdown Indicators

	HSDT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-56.78%	-43.22%
Max Drawdown (1Y) Largest decline over 1 year	-99.45%	-12.14%	-87.31%
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%	-5.78%	-94.22%
Average Drawdown Average peak-to-trough decline	-72.98%	-10.75%	-62.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	89.71%	2.60%	+87.11%

Volatility

HSDT vs. ^GSPC - Volatility Comparison

Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 25.88% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	HSDT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.88%	5.37%	+20.51%
Volatility (6M) Calculated over the trailing 6-month period	95.98%	9.55%	+86.43%
Volatility (1Y) Calculated over the trailing 1-year period	212.59%	18.33%	+194.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	155.80%	16.90%	+138.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	200.07%	18.05%	+182.02%