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 -92.25%/yr vs 11.49%/yr for SOL-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
HSDT vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, HSDT achieves a -51.56% return, which is significantly lower than SOL-USD's -45.21% return.
HSDT
- 1D
- -5.41%
- 1M
- -35.19%
- YTD
- -51.56%
- 6M
- -66.67%
- 1Y
- -99.14%
- 3Y*
- -93.85%
- 5Y*
- -92.25%
- 10Y*
- -74.33%
SOL-USD
- 1D
- -4.67%
- 1M
- -20.97%
- YTD
- -45.21%
- 6M
- -50.97%
- 1Y
- -55.53%
- 3Y*
- 50.45%
- 5Y*
- 11.49%
- 10Y*
- —
HSDT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HSDT Helius Medical Technologies, Inc. | -51.56% | -99.43% | -91.66% | -47.61% | -94.09% | -60.63% | 43.19% |
SOL-USD Solana | -45.21% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
Correlation
The correlation between HSDT and SOL-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.12 |
Over the past year, HSDT and SOL-USD have become more correlated (0.39) than their long-term average of 0.12, 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.
| HSDT | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 0.90 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -1.02 | -0.77 | -0.25 |
| Martin ratioReturn relative to average drawdown | -1.11 | -1.23 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HSDT | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.77 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | 0.12 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | 0.83 | -1.22 |
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 | -97.54% | -72.46% | -25.08% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -73.98% | -26.00% |
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% | -73.98% | -26.02% |
Average DrawdownAverage peak-to-trough decline | -73.38% | -51.35% | -22.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 95.77% | 51.73% | +44.04% |
Volatility
HSDT vs. SOL-USD - Volatility Comparison
Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 24.04% compared to Solana (SOL-USD) at 15.03%. 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 | 24.04% | 15.03% | +9.01% |
Volatility (6M)Calculated over the trailing 6-month period | 68.19% | 45.60% | +22.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 209.86% | 59.86% | +150.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.28% | 82.59% | +73.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 199.75% | 99.85% | +99.90% |
Frequently Asked Questions
HSDT and SOL-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSDT has higher volatility (24.04%) compared to SOL-USD (15.03%). In terms of maximum drawdown, HSDT dropped -100.00% vs SOL-USD's -96.27%.
HSDT currently has the higher Sharpe Ratio (-0.47 vs -0.77), 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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