HYMTF vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about Hyundai Motor Co DRC (HYMTF) and NASDAQ 100 Index (^NDX).

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.

HYMTF vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)
HYMTF Hyundai Motor Co DRC	0.00%
^NDX NASDAQ 100 Index	-4.21%

Returns By Period

HYMTF

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

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

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

Return for Risk

HYMTF vs. ^NDX — Risk / Return Rank

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

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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.

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.

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

Sharpe Ratios by Period

	HYMTF	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.55	—

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	—	-12.72%	—
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%	-8.04%	+8.04%
Average Drawdown Average peak-to-trough decline	0.00%	-24.72%	+24.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.49%	—

Volatility

Volatility by Period

	HYMTF	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.93%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	22.77%	-22.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.61%	-22.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.48%	-22.48%