HYMTF vs. ^NDX

Last updated Aug 1, 2026

HYMTF (Hyundai Motor Co DRC) is a stock, while ^NDX (NASDAQ 100 Index) is an index.

Performance

HYMTF vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hyundai Motor Co DRC (HYMTF) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

HYMTF

• 1D: 0.00%
• 1M: 0.00%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

^NDX

• 1D: 0.60%
• 1M: -3.60%
• 6M: 10.65%
• YTD: 11.98%
• 1Y: 24.21%
• 3Y*: 21.62%
• 5Y*: 13.58%
• 10Y*: 19.61%
• ALL TIME*: 14.54%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
^NDX NASDAQ 100 Index	$205.94T	$218.36T	$280.11T
HYMTF Hyundai Motor Co DRC	$0.00	$0.00	$0.00

HYMTF vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)
HYMTF Hyundai Motor Co DRC	0.00%
^NDX NASDAQ 100 Index	15.18%

Return for Risk

HYMTF vs. ^NDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYMTF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

^NDX

^NDX Risk / Return Rank: 44
^NDX Sharpe Ratio Rank: 39
^NDX Sortino Ratio Rank: 39
^NDX Omega Ratio Rank: 40
^NDX Calmar Ratio Rank: 53
^NDX Martin Ratio Rank: 50

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HYMTF vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyundai Motor Co DRC (HYMTF) and NASDAQ 100 Index (^NDX). 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.

	HYMTF	^NDX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.13	—
Sortino ratio: Return per unit of downside risk	—	1.61	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	1.80	—
Martin ratio: Return relative to average drawdown	—	5.76	—

Drawdowns

HYMTF vs. ^NDX - Drawdown Comparison

The maximum HYMTF drawdown since its inception was 0.00%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for HYMTF and ^NDX.

Drawdown Indicators

	HYMTF	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-82.90%	+82.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.12%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.56%	—
Current Drawdown Current decline from peak	0.00%	-7.78%	+7.78%
Average Drawdown Average peak-to-trough decline	0.00%	-24.55%	+24.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.79%	—

Volatility

Volatility by Period

	HYMTF	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	19.37%	-19.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	23.09%	-23.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.73%	-22.73%