HSDT vs. ECOR
HSDT (Helius Medical Technologies, Inc.) and ECOR (electroCore, Inc.) are both stocks. Both operate in the Medical Devices industry within the Healthcare sector. Over the past 5 years, HSDT returned -92.50%/yr vs -20.01%/yr for ECOR. At a 0.13 correlation, their price movements are largely independent.
Performance
HSDT vs. ECOR - Performance Comparison
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Returns By Period
In the year-to-date period, HSDT achieves a -47.75% return, which is significantly lower than ECOR's 86.18% return.
HSDT
- 1D
- -7.36%
- 1M
- -34.06%
- YTD
- -47.75%
- 6M
- -45.49%
- 1Y
- -90.56%
- 3Y*
- -94.04%
- 5Y*
- -92.50%
- 10Y*
- -74.55%
ECOR
- 1D
- 2.83%
- 1M
- 25.19%
- YTD
- 86.18%
- 6M
- 73.96%
- 1Y
- 62.77%
- 3Y*
- 26.76%
- 5Y*
- -20.01%
- 10Y*
- —
HSDT vs. ECOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HSDT Helius Medical Technologies, Inc. | -47.75% | -99.43% | -91.66% | -47.61% | -94.09% | -60.63% | -61.18% | -89.41% | -21.71% |
ECOR electroCore, Inc. | 86.18% | -72.33% | 172.35% | 54.54% | -55.92% | -62.66% | -1.89% | -74.60% | -67.29% |
Correlation
The correlation between HSDT and ECOR is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
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 22, 2018 | 0.13 |
Fundamentals
HSDT:
$33.29M
ECOR:
$74.76M
HSDT:
-$4.55
ECOR:
-$1.82
HSDT:
2.26
ECOR:
2.02
HSDT:
$6.02M
ECOR:
$34.90M
HSDT:
$5.52M
ECOR:
$30.45M
HSDT:
-$243.84M
ECOR:
-$13.17M
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Return for Risk
HSDT vs. ECOR — Risk / Return Rank
HSDT
ECOR
HSDT vs. ECOR - Risk-Adjusted Trends 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.
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 | ECOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.19 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 1.37 | -2.33 |
| Martin ratioReturn relative to average drawdown | -1.16 | 2.25 | -3.41 |
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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.
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Drawdown Indicators
| HSDT | ECOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -98.95% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -94.74% | -45.99% | -48.75% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -77.75% | -22.23% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -87.81% | -12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -97.20% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -73.46% | -90.62% | +17.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.91% | 27.99% | +49.92% |
Volatility
HSDT vs. ECOR - Volatility Comparison
The current volatility for Helius Medical Technologies, Inc. (HSDT) is 30.13%, while electroCore, Inc. (ECOR) has a volatility of 40.64%. This indicates that HSDT experiences smaller price fluctuations and is considered to be less risky than ECOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSDT | ECOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.13% | 40.64% | -10.51% |
Volatility (6M)Calculated over the trailing 6-month period | 69.92% | 65.39% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 188.29% | 91.77% | +96.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.59% | 89.30% | +67.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 199.93% | 128.72% | +71.21% |
Dividends
HSDT vs. ECOR - Dividend Comparison
Neither HSDT nor ECOR has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HSDT and ECOR have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECOR has higher volatility (40.64%) compared to HSDT (30.13%). In terms of maximum drawdown, HSDT dropped -100.00% vs ECOR's -98.95%.
ECOR currently has the higher Sharpe Ratio (0.69 vs -0.48), 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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