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

Correlation

The correlation between FSLY and HEI is 0.21, 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.


-0.50.00.51.00.2

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%JulyAugustSeptemberOctoberNovemberDecember
-37.00%
130.11%
FSLY
HEI

Key characteristics

Sharpe Ratio

FSLY:

-0.59

HEI:

1.65

Sortino Ratio

FSLY:

-0.48

HEI:

2.13

Omega Ratio

FSLY:

0.93

HEI:

1.30

Calmar Ratio

FSLY:

-0.46

HEI:

2.50

Martin Ratio

FSLY:

-0.74

HEI:

10.56

Ulcer Index

FSLY:

59.82%

HEI:

3.55%

Daily Std Dev

FSLY:

74.42%

HEI:

22.78%

Max Drawdown

FSLY:

-95.63%

HEI:

-73.03%

Current Drawdown

FSLY:

-92.18%

HEI:

-14.36%

Fundamentals

Market Cap

FSLY:

$1.59B

HEI:

$31.20B

EPS

FSLY:

-$1.08

HEI:

$3.66

Total Revenue (TTM)

FSLY:

$540.87M

HEI:

$2.84B

Gross Profit (TTM)

FSLY:

$287.55M

HEI:

$1.16B

EBITDA (TTM)

FSLY:

-$63.00M

HEI:

$743.21M

Returns By Period

In the year-to-date period, FSLY achieves a -43.37% return, which is significantly lower than HEI's 33.72% return.


FSLY

YTD

-43.37%

1M

55.56%

6M

38.65%

1Y

-45.04%

5Y*

-12.05%

10Y*

N/A

HEI

YTD

33.72%

1M

-13.87%

6M

5.19%

1Y

33.74%

5Y*

15.58%

10Y*

22.89%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FSLY, currently valued at -0.59, compared to the broader market-4.00-2.000.002.00-0.591.65
The chart of Sortino ratio for FSLY, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.482.13
The chart of Omega ratio for FSLY, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.30
The chart of Calmar ratio for FSLY, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.462.50
The chart of Martin ratio for FSLY, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7410.56
FSLY
HEI

The current FSLY Sharpe Ratio is -0.59, which is lower than the HEI Sharpe Ratio of 1.65. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.59
1.65
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%.


TTM20232022202120202019201820172016201520142013
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%0.11%0.12%0.12%0.12%0.12%0.14%0.08%0.22%0.28%1.02%0.80%

Drawdowns

FSLY vs. HEI - Drawdown Comparison

The maximum FSLY drawdown since its inception was -95.63%, which is greater than HEI's maximum drawdown of -73.03%. 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%JulyAugustSeptemberOctoberNovemberDecember
-92.18%
-14.36%
FSLY
HEI

Volatility

FSLY vs. HEI - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 29.68% compared to HEICO Corporation (HEI) at 10.43%. 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%JulyAugustSeptemberOctoberNovemberDecember
29.68%
10.43%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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