HSDT vs. SOL-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Helius Medical Technologies, Inc. (HSDT) and Solana (SOL-USD).

Performance

HSDT vs. SOL-USD - Performance Comparison

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

HSDT vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HSDT Helius Medical Technologies, Inc.	-41.18%	-99.43%	-91.66%	-47.61%	-94.09%	-60.63%	43.19%
SOL-USD Solana	-34.42%	-34.09%	85.68%	919.96%	-94.13%	11,143.63%	58.87%

Returns By Period

In the year-to-date period, HSDT achieves a -41.18% return, which is significantly lower than SOL-USD's -34.42% return.

HSDT

• 1D: -1.73%
• 1M: -19.81%
• YTD: -41.18%
• 6M: -88.64%
• 1Y: -99.48%
• 3Y*: -94.38%
• 5Y*: -92.39%
• 10Y*: -73.58%

SOL-USD

• 1D: -1.80%
• 1M: -5.79%
• YTD: -34.42%
• 6M: -63.26%
• 1Y: -35.58%
• 3Y*: 58.42%
• 5Y*: 32.73%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HSDT vs. SOL-USD — Risk / Return Rank

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

HSDT

HSDT Risk / Return Rank: 9
HSDT Sharpe Ratio Rank: 20
HSDT Sortino Ratio Rank: 1
HSDT Omega Ratio Rank: 2
HSDT Calmar Ratio Rank: 1
HSDT Martin Ratio Rank: 20

SOL-USD

SOL-USD Risk / Return Rank: 59
SOL-USD Sharpe Ratio Rank: 59
SOL-USD Sortino Ratio Rank: 63
SOL-USD Omega Ratio Rank: 63
SOL-USD Calmar Ratio Rank: 64
SOL-USD Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	-0.47	-0.47	0.00
Sortino ratio Return per unit of downside risk	-2.34	-0.28	-2.06
Omega ratio Gain probability vs. loss probability	0.70	0.97	-0.27
Calmar ratio Return relative to maximum drawdown	-1.00	-1.03	+0.03
Martin ratio Return relative to average drawdown	-1.11	-1.65	+0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HSDT vs. SOL-USD - Sharpe Ratio Comparison

The current HSDT Sharpe Ratio is -0.47, which is comparable to the SOL-USD Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of HSDT and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HSDT	SOL-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	-0.47	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.59	0.31	-0.90
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	0.91	-1.29

Correlation

The correlation between HSDT and SOL-USD is 0.12, 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.

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.

Drawdown Indicators

	HSDT	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-96.27%	-3.73%
Max Drawdown (1Y) Largest decline over 1 year	-99.45%	-68.54%	-30.91%
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 Drawdown Current decline from peak	-100.00%	-68.85%	-31.15%
Average Drawdown Average peak-to-trough decline	-72.98%	-50.87%	-22.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	89.71%	42.73%	+46.98%

Volatility

HSDT vs. SOL-USD - Volatility Comparison

Helius Medical Technologies, Inc. (HSDT) has a higher volatility of 25.88% compared to Solana (SOL-USD) at 15.96%. 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.

Volatility by Period

	HSDT	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.88%	15.96%	+9.92%
Volatility (6M) Calculated over the trailing 6-month period	95.98%	54.71%	+41.27%
Volatility (1Y) Calculated over the trailing 1-year period	212.59%	63.57%	+149.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	155.80%	88.86%	+66.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	200.07%	101.03%	+99.04%