Correlation
The correlation between HYMTF and ^NDX is 0.13, 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.
HYMTF vs. ^NDX
Compare and contrast key facts about Hyundai Motor Co DRC (HYMTF) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYMTF or ^NDX.
Performance
HYMTF vs. ^NDX - Performance Comparison
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Key characteristics
HYMTF:
-0.34
^NDX:
0.48
HYMTF:
-0.15
^NDX:
0.82
HYMTF:
0.98
^NDX:
1.11
HYMTF:
-0.38
^NDX:
0.51
HYMTF:
-0.68
^NDX:
1.66
HYMTF:
19.26%
^NDX:
7.07%
HYMTF:
43.51%
^NDX:
25.61%
HYMTF:
-76.18%
^NDX:
-82.90%
HYMTF:
-26.86%
^NDX:
-5.68%
Returns By Period
In the year-to-date period, HYMTF achieves a 1.30% return, which is significantly higher than ^NDX's -0.46% return. Over the past 10 years, HYMTF has underperformed ^NDX with an annualized return of 3.73%, while ^NDX has yielded a comparatively higher 16.68% annualized return.
HYMTF
1.30%
-0.20%
-7.25%
-13.88%
14.64%
22.38%
3.73%
^NDX
-0.46%
7.63%
0.53%
11.20%
21.12%
17.31%
16.68%
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Risk-Adjusted Performance
HYMTF vs. ^NDX — Risk-Adjusted Performance Rank
HYMTF
^NDX
HYMTF vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hyundai Motor Co DRC (HYMTF) and NASDAQ 100 (^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.
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Drawdowns
HYMTF vs. ^NDX - Drawdown Comparison
The maximum HYMTF drawdown since its inception was -76.18%, 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.
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Volatility
HYMTF vs. ^NDX - Volatility Comparison
Hyundai Motor Co DRC (HYMTF) has a higher volatility of 16.18% compared to NASDAQ 100 (^NDX) at 5.19%. This indicates that HYMTF's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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