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

Correlation

The correlation between HSDT and ECOR is 0.13, 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.


-0.50.00.51.00.1

Performance

HSDT vs. ECOR - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
-100.00%
182.61%
HSDT
ECOR

Key characteristics

Sharpe Ratio

HSDT:

-0.58

ECOR:

2.17

Sortino Ratio

HSDT:

-1.55

ECOR:

2.71

Omega Ratio

HSDT:

0.83

ECOR:

1.34

Calmar Ratio

HSDT:

-0.91

ECOR:

1.47

Martin Ratio

HSDT:

-1.16

ECOR:

10.38

Ulcer Index

HSDT:

77.94%

ECOR:

13.89%

Daily Std Dev

HSDT:

156.02%

ECOR:

66.53%

Max Drawdown

HSDT:

-100.00%

ECOR:

-98.95%

Current Drawdown

HSDT:

-100.00%

ECOR:

-94.15%

Fundamentals

Market Cap

HSDT:

$3.10M

ECOR:

$115.88M

EPS

HSDT:

-$4.55

ECOR:

-$1.76

Total Revenue (TTM)

HSDT:

$368.00K

ECOR:

$18.14M

Gross Profit (TTM)

HSDT:

-$67.00K

ECOR:

$15.35M

EBITDA (TTM)

HSDT:

-$10.72M

ECOR:

-$8.68M

Returns By Period

In the year-to-date period, HSDT achieves a -18.39% return, which is significantly lower than ECOR's 7.40% return.


HSDT

YTD

-18.39%

1M

-27.16%

6M

-23.39%

1Y

-90.63%

5Y*

-79.93%

10Y*

-66.68%

ECOR

YTD

7.40%

1M

9.50%

6M

183.09%

1Y

151.95%

5Y*

0.54%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HSDT vs. ECOR — Risk-Adjusted Performance Rank

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

HSDT
The Risk-Adjusted Performance Rank of HSDT is 99
Overall Rank
The Sharpe Ratio Rank of HSDT is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of HSDT is 44
Sortino Ratio Rank
The Omega Ratio Rank of HSDT is 66
Omega Ratio Rank
The Calmar Ratio Rank of HSDT is 22
Calmar Ratio Rank
The Martin Ratio Rank of HSDT is 1616
Martin Ratio Rank

ECOR
The Risk-Adjusted Performance Rank of ECOR is 8989
Overall Rank
The Sharpe Ratio Rank of ECOR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ECOR is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ECOR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ECOR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ECOR is 9191
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.

HSDT vs. ECOR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for HSDT, currently valued at -0.58, compared to the broader market-2.000.002.004.00-0.582.17
The chart of Sortino ratio for HSDT, currently valued at -1.55, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.552.71
The chart of Omega ratio for HSDT, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.34
The chart of Calmar ratio for HSDT, currently valued at -0.91, compared to the broader market0.002.004.006.00-0.911.47
The chart of Martin ratio for HSDT, currently valued at -1.16, compared to the broader market-10.000.0010.0020.0030.00-1.1610.38
HSDT
ECOR

The current HSDT Sharpe Ratio is -0.58, which is lower than the ECOR Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of HSDT and ECOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.58
2.17
HSDT
ECOR

Dividends

HSDT vs. ECOR - Dividend Comparison

Neither HSDT nor ECOR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HSDT vs. ECOR - Drawdown Comparison

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


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%SeptemberOctoberNovemberDecember2025February
-100.00%
-94.15%
HSDT
ECOR

Volatility

HSDT vs. ECOR - Volatility Comparison

Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 52.36% compared to electroCore, Inc. (ECOR) at 14.59%. This indicates that HSDT's price experiences larger fluctuations and is considered to be riskier than ECOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
52.36%
14.59%
HSDT
ECOR

Financials

HSDT vs. ECOR - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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