HSDT vs SPY

Comparison between Helius Medical Technologies Inc - Class A (HSDT, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed HSDT, delivering a return of +14.1% compared to -92.0%

HSDT vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HSDT(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$123M	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	100.00%	56.47%
Sharpe Ratio	-1.35	2.00
5Y Beta	0.00	1.00
Industry	Asset Management	N/A
P/E Ratio	-2.40	28.99
Forward P/E	N/A	22.43
PEG Ratio	0.00	N/A
5Y Dividends CAGR	N/A	5.43%
5Y EPS CAGR	N/A	26.05%
Debt to Equity	0.00%	32.40%
Free Cash Flow Yield	-14.47%	N/A
P/S Ratio	13.64	3.74
P/B Ratio	0.66	5.61

Market Cap / Net Assets

HSDT

$123M

Winner

SPY

$735B

Expense Ratio

HSDT

N/A

SPY

0.09%

Max Drawdown

HSDT

100.00%

Winner

SPY

56.47%

Sharpe Ratio

HSDT

-1.35

Winner

SPY

2.00

5Y Beta

Winner

HSDT

0.00

SPY

1.00

Industry

HSDT

Asset Management

SPY

N/A

P/E Ratio

Winner

HSDT

-2.40

SPY

28.99

Forward P/E

HSDT

N/A

SPY

22.43

PEG Ratio

HSDT

0.00

SPY

N/A

5Y Dividends CAGR

HSDT

N/A

SPY

5.43%

5Y EPS CAGR

HSDT

N/A

SPY

26.05%

Debt to Equity

Winner

HSDT

0.00%

SPY

32.40%

Free Cash Flow Yield

HSDT

-14.47%

SPY

N/A

P/S Ratio

HSDT

13.64

Winner

SPY

3.74

P/B Ratio

Winner

HSDT

0.66

SPY

5.61

HSDT vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	HSDT	SPY
1 month	-24.53%	+5.40%
3 months	-24.53%	+10.97%
6 months	-60.88%	+12.09%
1 year	-99.12%	+29.62%
5 years(CAGR)	-92.04%	+14.12%
10 years(CAGR)	-73.99%	+15.55%
Max(CAGR)	-70.06%	+8.59%

HSDT

-24.53%

Winner

SPY

+5.40%

HSDT

-24.53%

Winner

SPY

+10.97%

HSDT

-60.88%

Winner

SPY

+12.09%

HSDT

-99.12%

Winner

SPY

+29.62%

5Y(CAGR)

HSDT

-92.04%

Winner

SPY

+14.12%

10Y(CAGR)

HSDT

-73.99%

Winner

SPY

+15.55%

Max(CAGR)

HSDT

-70.06%

Winner

SPY

+8.59%

HSDT vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	HSDT	SPY
2026	-48.22%	+11.49%
2025	-99.45%	+18.00%
2024	-91.71%	+25.59%
2023	-49.76%	+26.72%
2022	-94.47%	-18.64%
2021	-53.78%	+30.52%
2020	-57.06%	+17.28%
2019	-89.35%	+31.09%
2018	+273.57%	-5.24%
2017	+71.11%	+20.78%
2016	+63.97%	+13.59%
2015	-62.63%	+1.31%
2014	+11.26%	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-36.25%
2007	N/A	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

HSDT vs SPY Drawdown Comparison

The maximum drawdown for HSDT was -100.00%, occurring on Jun 2, 2026. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current HSDT drawdown is -100.00%.

Rank	HSDT	SPY
#1	-100.00% Jun 15, 2018 - Jun 2, 2026	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-77.93% Mar 6, 2015 - Sep 19, 2017	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-48.28% Oct 11, 2017 - Feb 20, 2018	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-39.90% Feb 23, 2018 - Jun 13, 2018	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-29.91% Nov 18, 2014 - Mar 6, 2015	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-21.96% Sep 4, 2014 - Nov 10, 2014	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-6.74% Aug 5, 2014 - Sep 3, 2014	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-6.67% Sep 20, 2017 - Oct 2, 2017	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-5.78% Jul 21, 2014 - Aug 5, 2014	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-5.38% Jul 8, 2014 - Jul 21, 2014	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-2.99% Feb 20, 2018 - Feb 22, 2018	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-1.98% Nov 10, 2014 - Nov 14, 2014	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-0.08% Jun 13, 2018 - Jun 15, 2018	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	N/A	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	N/A	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between HSDT and SPY is -0.42 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.42

-101