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HYMTF vs. VOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


HYMTF

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

VOOG

1D
0.60%
1M
2.77%
6M
11.45%
YTD
12.71%
1Y
25.84%
3Y*
26.53%
5Y*
14.02%
10Y*
17.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYMTF vs. VOOG - Yearly Performance Comparison


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Return for Risk

HYMTF vs. VOOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


VOOG
VOOG Risk / Return Rank: 5151
Overall Rank
VOOG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VOOG Omega Ratio Rank: 5151
Omega Ratio Rank
VOOG Calmar Ratio Rank: 4646
Calmar Ratio Rank
VOOG Martin Ratio Rank: 5353
Martin Ratio Rank
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. VOOG - Risk-Adjusted Trends 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.

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.


HYMTFVOOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.87

Martin ratioReturn relative to average drawdown

7.18

HYMTF vs. VOOG - Sharpe Ratio Comparison


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Drawdowns

HYMTF vs. VOOG - Drawdown Comparison

The maximum HYMTF drawdown since its inception was 0.00%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HYMTF and VOOG.


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Drawdown Indicators


HYMTFVOOGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-32.73%

+32.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

Max Drawdown (3Y)

Largest decline over 3 years

-22.18%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

Current Drawdown

Current decline from peak

0.00%

-2.01%

+2.01%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.96%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

Volatility

HYMTF vs. VOOG - Volatility Comparison


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Volatility by Period


HYMTFVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

17.15%

-17.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

21.41%

-21.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

20.80%

-20.80%

Dividends

HYMTF vs. VOOG - Dividend Comparison

HYMTF has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.45%.


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%
VOOG
Vanguard S&P 500 Growth ETF
0.45%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%
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