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HYMTF vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


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 (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HYMTF:

-0.34

^NDX:

0.48

Sortino Ratio

HYMTF:

-0.15

^NDX:

0.82

Omega Ratio

HYMTF:

0.98

^NDX:

1.11

Calmar Ratio

HYMTF:

-0.38

^NDX:

0.51

Martin Ratio

HYMTF:

-0.68

^NDX:

1.66

Ulcer Index

HYMTF:

19.26%

^NDX:

7.07%

Daily Std Dev

HYMTF:

43.51%

^NDX:

25.61%

Max Drawdown

HYMTF:

-76.18%

^NDX:

-82.90%

Current Drawdown

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

YTD

1.30%

1M

-0.20%

6M

-7.25%

1Y

-13.88%

3Y*

14.64%

5Y*

22.38%

10Y*

3.73%

^NDX

YTD

-0.46%

1M

7.63%

6M

0.53%

1Y

11.20%

3Y*

21.12%

5Y*

17.31%

10Y*

16.68%

*Annualized

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Hyundai Motor Co DRC

NASDAQ 100

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HYMTF vs. ^NDX — 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 3232
Overall Rank
The Sharpe Ratio Rank of HYMTF is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of HYMTF is 3232
Sortino Ratio Rank
The Omega Ratio Rank of HYMTF is 3333
Omega Ratio Rank
The Calmar Ratio Rank of HYMTF is 2828
Calmar Ratio Rank
The Martin Ratio Rank of HYMTF is 3737
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6060
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6060
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. ^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.


The current HYMTF Sharpe Ratio is -0.34, which is lower than the ^NDX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of HYMTF and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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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