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HYMTF vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYMTF vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hyundai Motor Co DRC (HYMTF) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HYMTF

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

SPY

1D
0.72%
1M
0.30%
6M
8.53%
YTD
10.13%
1Y
21.49%
3Y*
19.32%
5Y*
12.76%
10Y*
15.07%
ALL TIME*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$37.27B$35.99B$39.23B

HYMTF vs. SPY - Yearly Performance Comparison


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Return for Risk

HYMTF vs. SPY — 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.


SPY
SPY Risk / Return Rank: 6767
Overall Rank
SPY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPY Martin Ratio Rank: 7676
Martin Ratio Rank
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyundai Motor Co DRC (HYMTF) and State Street SPDR S&P 500 ETF (SPY). 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.


HYMTFSPYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.20

Martin ratioReturn relative to average drawdown

9.40

HYMTF vs. SPY - Sharpe Ratio Comparison


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Drawdowns

HYMTF vs. SPY - Drawdown Comparison

The maximum HYMTF drawdown since its inception was 0.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HYMTF and SPY.


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Drawdown Indicators


HYMTFSPYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-55.19%

+55.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

0.00%

-1.40%

+1.40%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.01%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

Volatility

HYMTF vs. SPY - Volatility Comparison


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Volatility by Period


HYMTFSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.89%

-12.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.18%

-17.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.95%

-17.95%

Dividends

HYMTF vs. SPY - Dividend Comparison

HYMTF has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM20252024202320222021202020192018201720162015
HYMTF
Hyundai Motor Co DRC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
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