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

Correlation

The correlation between FSLY and HEI is 0.54, 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

FSLY vs. HEI - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-63.31%
137.02%
FSLY
HEI

Key characteristics

Sharpe Ratio

FSLY:

-0.74

HEI:

0.71

Sortino Ratio

FSLY:

-0.88

HEI:

1.20

Omega Ratio

FSLY:

0.88

HEI:

1.16

Calmar Ratio

FSLY:

-0.57

HEI:

0.95

Martin Ratio

FSLY:

-1.31

HEI:

2.44

Ulcer Index

FSLY:

41.54%

HEI:

8.27%

Daily Std Dev

FSLY:

73.91%

HEI:

28.53%

Max Drawdown

FSLY:

-96.12%

HEI:

-73.01%

Current Drawdown

FSLY:

-95.44%

HEI:

-11.79%

Fundamentals

Market Cap

FSLY:

$849.31M

HEI:

$30.29B

EPS

FSLY:

-$1.14

HEI:

$4.06

PS Ratio

FSLY:

1.56

HEI:

7.59

PB Ratio

FSLY:

0.88

HEI:

9.12

Total Revenue (TTM)

FSLY:

$410.16M

HEI:

$3.99B

Gross Profit (TTM)

FSLY:

$218.20M

HEI:

$1.59B

EBITDA (TTM)

FSLY:

-$54.75M

HEI:

$958.85M

Returns By Period

In the year-to-date period, FSLY achieves a -37.82% return, which is significantly lower than HEI's 3.53% return.


FSLY

YTD

-37.82%

1M

-9.83%

6M

-19.37%

1Y

-54.67%

5Y*

-23.72%

10Y*

N/A

HEI

YTD

3.53%

1M

-7.54%

6M

-3.02%

1Y

19.27%

5Y*

24.02%

10Y*

24.30%

*Annualized

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Risk-Adjusted Performance

FSLY vs. HEI — Risk-Adjusted Performance Rank

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

FSLY
The Risk-Adjusted Performance Rank of FSLY is 1515
Overall Rank
The Sharpe Ratio Rank of FSLY is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLY is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FSLY is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FSLY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FSLY is 1515
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.

FSLY vs. HEI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastly, Inc. (FSLY) 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 FSLY, currently valued at -0.74, compared to the broader market-2.00-1.000.001.002.003.00
FSLY: -0.74
HEI: 0.71
The chart of Sortino ratio for FSLY, currently valued at -0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
FSLY: -0.88
HEI: 1.20
The chart of Omega ratio for FSLY, currently valued at 0.88, compared to the broader market0.501.001.502.00
FSLY: 0.88
HEI: 1.16
The chart of Calmar ratio for FSLY, currently valued at -0.57, compared to the broader market0.001.002.003.004.005.00
FSLY: -0.57
HEI: 0.95
The chart of Martin ratio for FSLY, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.00
FSLY: -1.31
HEI: 2.44

The current FSLY Sharpe Ratio is -0.74, which is lower than the HEI Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FSLY 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.74
0.71
FSLY
HEI

Dividends

FSLY vs. HEI - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
FSLY
Fastly, 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

FSLY vs. HEI - Drawdown Comparison

The maximum FSLY drawdown since its inception was -96.12%, which is greater than HEI's maximum drawdown of -73.01%. Use the drawdown chart below to compare losses from any high point for FSLY and HEI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-95.44%
-11.79%
FSLY
HEI

Volatility

FSLY vs. HEI - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 27.00% compared to HEICO Corporation (HEI) at 11.79%. This indicates that FSLY'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
27.00%
11.79%
FSLY
HEI

Financials

FSLY vs. HEI - Financials Comparison

This section allows you to compare key financial metrics between Fastly, 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