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 -92.22%/yr vs 16.47%/yr for SOL-USD. Their 0.13 correlation means their historical movements had little consistent relationship.
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 -42.91% return and SOL-USD slightly higher at -41.24%.
HSDT
- 1D
- -2.94%
- 1M
- -7.82%
- 6M
- -40.00%
- YTD
- -42.91%
- 1Y
- -72.95%
- 3Y*
- -94.02%
- 5Y*
- -92.22%
- 10Y*
- -74.08%
- ALL TIME*
- -69.49%
SOL-USD
- 1D
- 1.74%
- 1M
- -11.12%
- 6M
- -27.35%
- YTD
- -41.24%
- 1Y
- -53.85%
- 3Y*
- 47.87%
- 5Y*
- 16.47%
- 10Y*
- —
- ALL TIME*
- 103.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $195.77K | $279.01K | $518.44K | |
SOL-USD Solana | $110.10B | $129.53B | $224.07B |
HSDT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HSDT Helius Medical Technologies, Inc. | -42.91% | -99.43% | -91.66% | -47.61% | -94.09% | -60.63% | 43.19% |
SOL-USD Solana | -41.24% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between HSDT and SOL-USD is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer 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 (0.45) 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 | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.90 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.72 | -0.09 |
| Martin ratioReturn relative to average drawdown | -0.96 | -1.02 | +0.05 |
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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% | -72.09% | -27.91% |
Average DrawdownAverage peak-to-trough decline | -73.70% | -51.86% | -21.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 79.34% | 38.40% | +40.94% |
Volatility
HSDT vs. SOL-USD - Volatility Comparison
Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 18.34% compared to Solana (SOL-USD) at 9.87%. 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 | 18.34% | 9.87% | +8.47% |
Volatility (6M)Calculated over the trailing 6-month period | 66.47% | 44.86% | +21.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 182.98% | 58.27% | +124.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.89% | 80.66% | +76.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 199.96% | 98.91% | +101.05% |
Frequently Asked Questions
HSDT and SOL-USD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSDT has higher volatility (18.34%) compared to SOL-USD (9.87%). In terms of maximum drawdown, HSDT dropped -100.00% vs SOL-USD's -96.27%.
HSDT currently has the higher Sharpe Ratio (-0.42 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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