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HYMTF vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYMTF and VOOG 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.


-0.50.00.51.00.1

Performance

HYMTF vs. VOOG - Performance Comparison

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

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-12.77%
10.70%
HYMTF
VOOG

Key characteristics

Sharpe Ratio

HYMTF:

0.15

VOOG:

1.64

Sortino Ratio

HYMTF:

0.52

VOOG:

2.16

Omega Ratio

HYMTF:

1.06

VOOG:

1.30

Calmar Ratio

HYMTF:

0.22

VOOG:

2.31

Martin Ratio

HYMTF:

0.44

VOOG:

8.93

Ulcer Index

HYMTF:

14.07%

VOOG:

3.33%

Daily Std Dev

HYMTF:

41.43%

VOOG:

18.16%

Max Drawdown

HYMTF:

-76.18%

VOOG:

-32.73%

Current Drawdown

HYMTF:

-20.79%

VOOG:

-3.07%

Returns By Period

In the year-to-date period, HYMTF achieves a 9.70% return, which is significantly higher than VOOG's 1.94% return. Over the past 10 years, HYMTF has underperformed VOOG with an annualized return of 6.78%, while VOOG has yielded a comparatively higher 14.90% annualized return.


HYMTF

YTD

9.70%

1M

-0.27%

6M

-12.77%

1Y

0.59%

5Y*

16.44%

10Y*

6.78%

VOOG

YTD

1.94%

1M

-2.55%

6M

10.70%

1Y

25.80%

5Y*

16.03%

10Y*

14.90%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HYMTF vs. VOOG — Risk-Adjusted Performance Rank

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

HYMTF
The Risk-Adjusted Performance Rank of HYMTF is 5050
Overall Rank
The Sharpe Ratio Rank of HYMTF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of HYMTF is 4646
Sortino Ratio Rank
The Omega Ratio Rank of HYMTF is 4545
Omega Ratio Rank
The Calmar Ratio Rank of HYMTF is 5656
Calmar Ratio Rank
The Martin Ratio Rank of HYMTF is 5252
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7171
Overall Rank
The Sharpe Ratio Rank of VOOG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYMTF vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyundai Motor Co DRC (HYMTF) and Vanguard S&P 500 Growth ETF (VOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for HYMTF, currently valued at 0.15, compared to the broader market-2.000.002.000.151.64
The chart of Sortino ratio for HYMTF, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.006.000.522.16
The chart of Omega ratio for HYMTF, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.30
The chart of Calmar ratio for HYMTF, currently valued at 0.22, compared to the broader market0.002.004.006.000.222.31
The chart of Martin ratio for HYMTF, currently valued at 0.44, compared to the broader market-10.000.0010.0020.0030.000.448.93
HYMTF
VOOG

The current HYMTF Sharpe Ratio is 0.15, which is lower than the VOOG Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of HYMTF and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.15
1.64
HYMTF
VOOG

Dividends

HYMTF vs. VOOG - Dividend Comparison

HYMTF's dividend yield for the trailing twelve months is around 7.12%, more than VOOG's 0.48% yield.


TTM20242023202220212020201920182017201620152014
HYMTF
Hyundai Motor Co DRC
7.12%7.81%2.62%1.29%5.04%3.12%1.31%7.04%4.19%4.37%5.00%2.45%
VOOG
Vanguard S&P 500 Growth ETF
0.48%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

HYMTF vs. VOOG - Drawdown Comparison

The maximum HYMTF drawdown since its inception was -76.18%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HYMTF and VOOG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.79%
-3.07%
HYMTF
VOOG

Volatility

HYMTF vs. VOOG - Volatility Comparison

The current volatility for Hyundai Motor Co DRC (HYMTF) is 5.21%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.77%. This indicates that HYMTF experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.21%
5.77%
HYMTF
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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