HSDT vs. SOL-USD
HSDT (Helius Medical Technologies, Inc.) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, HSDT returned -92.24%/yr vs 19.17%/yr for SOL-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
HSDT vs. SOL-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with HSDT having a -40.83% return and SOL-USD slightly higher at -39.45%.
HSDT
- 1D
- -2.29%
- 1M
- 11.04%
- 6M
- -46.73%
- YTD
- -40.83%
- 1Y
- -78.76%
- 3Y*
- -93.73%
- 5Y*
- -92.24%
- 10Y*
- -74.35%
SOL-USD
- 1D
- -1.98%
- 1M
- 9.38%
- 6M
- -45.80%
- YTD
- -39.45%
- 1Y
- -53.26%
- 3Y*
- 41.32%
- 5Y*
- 19.17%
- 10Y*
- —
HSDT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HSDT Helius Medical Technologies, Inc. | -40.83% | -99.43% | -91.66% | -47.61% | -94.09% | -60.63% | 43.19% |
SOL-USD Solana | -39.45% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between HSDT and SOL-USD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.13 |
Over the past year, HSDT and SOL-USD have become more correlated (0.44) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
HSDT vs. SOL-USD — Risk / Return Rank
HSDT
SOL-USD
HSDT vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Helius Medical Technologies, Inc. (HSDT) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.91 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.71 | -0.12 |
| Martin ratioReturn relative to average drawdown | -1.02 | -1.05 | +0.03 |
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Drawdowns
HSDT vs. SOL-USD - Drawdown Comparison
The maximum HSDT drawdown since its inception was -100.00%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for HSDT and SOL-USD.
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Drawdown Indicators
| HSDT | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -96.27% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -94.74% | -74.89% | -19.85% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -76.28% | -23.70% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -96.27% | -3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -71.24% | -28.76% |
Average DrawdownAverage peak-to-trough decline | -73.58% | -51.69% | -21.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.19% | 42.68% | +34.51% |
Volatility
HSDT vs. SOL-USD - Volatility Comparison
Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 29.01% compared to Solana (SOL-USD) at 15.11%. This indicates that HSDT's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSDT | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.01% | 15.11% | +13.90% |
Volatility (6M)Calculated over the trailing 6-month period | 71.01% | 47.74% | +23.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 184.71% | 59.43% | +125.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.90% | 81.36% | +75.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.01% | 99.29% | +100.72% |
Frequently Asked Questions
HSDT and SOL-USD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSDT has higher volatility (29.01%) compared to SOL-USD (15.11%). In terms of maximum drawdown, HSDT dropped -100.00% vs SOL-USD's -96.27%.
HSDT currently has the higher Sharpe Ratio (-0.43 vs -0.74), 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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