EVEX vs. HEI

Last updated Apr 1, 2026

Compare and contrast key facts about Eve Holding Inc (EVEX) and HEICO Corporation (HEI).

Performance

EVEX vs. HEI - Performance Comparison

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

EVEX vs. HEI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EVEX Eve Holding Inc	-37.84%	-26.65%	-25.68%	1.67%	-29.27%	-0.15%
HEI HEICO Corporation	-15.23%	36.22%	33.05%	16.56%	6.67%	5.31%

Fundamentals

EPS EVEX : -$0.64 HEI : $5.06
Total Revenue (TTM) EVEX : $0.00 HEI : $4.63B
Gross Profit (TTM) EVEX : -$353.00K HEI : $1.41B
EBITDA (TTM) EVEX : -$191.16M HEI : $1.21B

Returns By Period

In the year-to-date period, EVEX achieves a -37.84% return, which is significantly lower than HEI's -15.23% return.

EVEX

• 1D: 4.20%
• 1M: -17.33%
• YTD: -37.84%
• 6M: -34.91%
• 1Y: -25.30%
• 3Y*: -30.03%
• 5Y*: -24.34%
• 10Y*: —

HEI

• 1D: 3.46%
• 1M: -14.17%
• YTD: -15.23%
• 6M: -15.03%
• 1Y: 2.70%
• 3Y*: 17.15%
• 5Y*: 16.59%
• 10Y*: 24.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EVEX vs. HEI — Risk / Return Rank

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

EVEX

EVEX Risk / Return Rank: 27
EVEX Sharpe Ratio Rank: 25
EVEX Sortino Ratio Rank: 28
EVEX Omega Ratio Rank: 28
EVEX Calmar Ratio Rank: 27
EVEX Martin Ratio Rank: 28

HEI

HEI Risk / Return Rank: 43
HEI Sharpe Ratio Rank: 45
HEI Sortino Ratio Rank: 39
HEI Omega Ratio Rank: 39
HEI Calmar Ratio Rank: 46
HEI Martin Ratio Rank: 47

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.

EVEX vs. HEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eve Holding Inc (EVEX) 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.

	EVEX	HEI	Difference
Sharpe ratio Return per unit of total volatility	-0.35	0.09	-0.44
Sortino ratio Return per unit of downside risk	-0.04	0.33	-0.38
Omega ratio Gain probability vs. loss probability	0.99	1.04	-0.05
Calmar ratio Return relative to maximum drawdown	-0.42	0.12	-0.54
Martin ratio Return relative to average drawdown	-0.75	0.40	-1.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EVEX vs. HEI - Sharpe Ratio Comparison

The current EVEX Sharpe Ratio is -0.35, which is lower than the HEI Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of EVEX 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.

Sharpe Ratios by Period

	EVEX	HEI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	0.09	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.63	-0.99
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.36	0.50	-0.86

Correlation

The correlation between EVEX and HEI is 0.18, 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.

Dividends

EVEX vs. HEI - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EVEX Eve Holding 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%	0.07%	0.09%	0.11%	0.12%	0.12%	0.12%	0.12%	0.14%	0.08%	0.22%	0.28%

Drawdowns

EVEX vs. HEI - Drawdown Comparison

The maximum EVEX drawdown since its inception was -83.46%, which is greater than HEI's maximum drawdown of -75.50%. Use the drawdown chart below to compare losses from any high point for EVEX and HEI.

Drawdown Indicators

	EVEX	HEI	Difference
Max Drawdown Largest peak-to-trough decline	-83.46%	-75.50%	-7.96%
Max Drawdown (1Y) Largest decline over 1 year	-68.31%	-25.98%	-42.33%
Max Drawdown (5Y) Largest decline over 5 years	-80.78%	-25.98%	-54.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-57.73%	—
Current Drawdown Current decline from peak	-82.77%	-23.42%	-59.35%
Average Drawdown Average peak-to-trough decline	-50.81%	-19.97%	-30.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.73%	7.94%	+30.79%

Volatility

EVEX vs. HEI - Volatility Comparison

Eve Holding Inc (EVEX) has a higher volatility of 15.72% compared to HEICO Corporation (HEI) at 9.93%. This indicates that EVEX'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.

Volatility by Period

	EVEX	HEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.72%	9.93%	+5.79%
Volatility (6M) Calculated over the trailing 6-month period	44.56%	21.15%	+23.41%
Volatility (1Y) Calculated over the trailing 1-year period	73.26%	30.34%	+42.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.09%	26.57%	+40.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.25%	30.09%	+36.16%

Financials