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AXON vs. HEI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AXON and HEI is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

AXON vs. HEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axon Enterprise, Inc. (AXON) and HEICO Corporation (HEI). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%NovemberDecember2025FebruaryMarchApril
105,677.86%
9,553.89%
AXON
HEI

Key characteristics

Sharpe Ratio

AXON:

1.83

HEI:

0.71

Sortino Ratio

AXON:

2.79

HEI:

1.20

Omega Ratio

AXON:

1.42

HEI:

1.16

Calmar Ratio

AXON:

3.34

HEI:

0.95

Martin Ratio

AXON:

8.17

HEI:

2.44

Ulcer Index

AXON:

12.26%

HEI:

8.27%

Daily Std Dev

AXON:

54.85%

HEI:

28.53%

Max Drawdown

AXON:

-91.78%

HEI:

-73.01%

Current Drawdown

AXON:

-14.96%

HEI:

-11.79%

Fundamentals

Market Cap

AXON:

$47.00B

HEI:

$30.29B

EPS

AXON:

$4.77

HEI:

$4.06

PE Ratio

AXON:

126.58

HEI:

60.59

PEG Ratio

AXON:

2.86

HEI:

3.50

PS Ratio

AXON:

22.57

HEI:

7.59

PB Ratio

AXON:

20.19

HEI:

9.12

Total Revenue (TTM)

AXON:

$1.62B

HEI:

$3.99B

Gross Profit (TTM)

AXON:

$980.33M

HEI:

$1.59B

EBITDA (TTM)

AXON:

$238.24M

HEI:

$958.85M

Returns By Period

In the year-to-date period, AXON achieves a 1.59% return, which is significantly lower than HEI's 3.53% return. Over the past 10 years, AXON has outperformed HEI with an annualized return of 36.03%, while HEI has yielded a comparatively lower 23.82% annualized return.


AXON

YTD

1.59%

1M

9.65%

6M

35.83%

1Y

95.89%

5Y*

53.15%

10Y*

36.03%

HEI

YTD

3.53%

1M

-8.42%

6M

-3.02%

1Y

19.27%

5Y*

25.85%

10Y*

23.82%

*Annualized

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Risk-Adjusted Performance

AXON vs. HEI — Risk-Adjusted Performance Rank

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

AXON
The Risk-Adjusted Performance Rank of AXON is 9595
Overall Rank
The Sharpe Ratio Rank of AXON is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of AXON is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AXON is 9494
Omega Ratio Rank
The Calmar Ratio Rank of AXON is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AXON is 9393
Martin Ratio Rank

HEI
The Risk-Adjusted Performance Rank of HEI is 7676
Overall Rank
The Sharpe Ratio Rank of HEI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HEI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of HEI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of HEI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of HEI is 7676
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.

AXON vs. HEI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) and HEICO Corporation (HEI). 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 chart of Sharpe ratio for AXON, currently valued at 1.83, compared to the broader market-2.00-1.000.001.002.003.00
AXON: 1.83
HEI: 0.71
The chart of Sortino ratio for AXON, currently valued at 2.79, compared to the broader market-6.00-4.00-2.000.002.004.00
AXON: 2.79
HEI: 1.20
The chart of Omega ratio for AXON, currently valued at 1.42, compared to the broader market0.501.001.502.00
AXON: 1.42
HEI: 1.16
The chart of Calmar ratio for AXON, currently valued at 3.33, compared to the broader market0.001.002.003.004.005.00
AXON: 3.34
HEI: 0.95
The chart of Martin ratio for AXON, currently valued at 8.17, compared to the broader market-5.000.005.0010.0015.0020.00
AXON: 8.17
HEI: 2.44

The current AXON Sharpe Ratio is 1.83, which is higher than the HEI Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of AXON and HEI, 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 Ratio1.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.83
0.71
AXON
HEI

Dividends

AXON vs. HEI - Dividend Comparison

AXON has not paid dividends to shareholders, while HEI's dividend yield for the trailing twelve months is around 0.09%.


TTM20242023202220212020201920182017201620152014
AXON
Axon Enterprise, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HEI
HEICO Corporation
0.09%0.09%0.11%0.12%0.12%0.12%0.12%0.14%0.08%0.22%0.28%1.02%

Drawdowns

AXON vs. HEI - Drawdown Comparison

The maximum AXON drawdown since its inception was -91.78%, which is greater than HEI's maximum drawdown of -73.01%. Use the drawdown chart below to compare losses from any high point for AXON and HEI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.96%
-11.79%
AXON
HEI

Volatility

AXON vs. HEI - Volatility Comparison

Axon Enterprise, Inc. (AXON) has a higher volatility of 17.13% compared to HEICO Corporation (HEI) at 11.79%. This indicates that AXON's price experiences larger fluctuations and is considered to be riskier than HEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
17.13%
11.79%
AXON
HEI

Financials

AXON vs. HEI - Financials Comparison

This section allows you to compare key financial metrics between Axon Enterprise, Inc. and HEICO Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items